LargeMeanPoissonSampler

class LargeMeanPoissonSampler(mean: Double) : Sampler<Int>

Sampler for the Poisson distribution.

For large means, we use the rejection algorithm described in Devroye, Luc. (1981).The Computer Generation of Poisson Random Variables Computing vol. 26 pp. 197-207.

This sampler is suitable for mean >= 40.

Based on Commons RNG implementation. See https://commons.apache.org/proper/commons-rng/commons-rng-sampling/apidocs/org/apache/commons/rng/sampling/distribution/LargeMeanPoissonSampler.html.