KempSmallMeanPoissonSampler

Sampler for the Poisson distribution.

  • Kemp, A, W, (1981) Efficient Generation of Logarithmically Distributed Pseudo-Random Variables. Journal of the Royal Statistical Society. Vol. 30, No. 3, pp. 249-253. This sampler is suitable for mean < 40. For large means, LargeMeanPoissonSampler should be used instead.

Note: The algorithm uses a recurrence relation to compute the Poisson probability and a rolling summation for the cumulative probability. When the mean is large the initial probability (Math.exp(-mean)) is zero and an exception is raised by the constructor.

Sampling uses 1 call to UniformRandomProvider.nextDouble(). This method provides an alternative to the SmallMeanPoissonSampler for slow generators of double.

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

Functions

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suspend fun <T : Any> Sampler<T>.next(generator: RandomGenerator): T

Samples one value from this Sampler.

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suspend fun Sampler<Double>.nextBuffer(generator: RandomGenerator, size: Int): Buffer<Double>

Samples a Buffer of values from this Sampler.

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open override fun sample(generator: RandomGenerator): BlockingIntChain

Generates a chain of samples.

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@JvmName(name = "sampleRealBuffer")
fun Sampler<Double>.sampleBuffer(generator: RandomGenerator, size: Int): Chain<Buffer<Double>>

Generates size real samples and chunks them into some buffers.

@JvmName(name = "sampleIntBuffer")
fun Sampler<Int>.sampleBuffer(generator: RandomGenerator, size: Int): Chain<Buffer<Int>>

Generates size integer samples and chunks them into some buffers.

fun <T : Any> Sampler<T>.sampleBuffer(generator: RandomGenerator, size: Int, bufferFactory: BufferFactory<T> = BufferFactory.boxing()): Chain<Buffer<T>>

Sample a bunch of values

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open override fun toString(): String