rmvlogistic.cpp

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#include "statsLib.h"

dvector rmvlogistic(const dvector& p, const double& tau2, const int& seed)
{
  int a=p.indexmin();
  int A=p.indexmax();
  random_number_generator rng(seed);
  dvector epsilon(a,A);
  epsilon.fill_randn(rng);
  dvector x = log(p)+tau2*epsilon;
  x -= mean(x);
  return exp(x)/sum(exp(x));
}