SmallMeanPoissonSampler

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

Sampler for the Poisson distribution.

  • For small means, a Poisson process is simulated using uniform deviates, as described in Knuth (1969). Seminumerical Algorithms. The Art of Computer Programming, Volume 2. Chapter 3.4.1.F.3 Important integer-valued distributions: The Poisson distribution. Addison Wesley.

  • The Poisson process (and hence, the returned value) is bounded by 1000 * mean. This sampler is suitable for mean < 40. For large means, LargeMeanPoissonSampler should be used instead.

Based on Commons RNG implementation.

See https://commons.apache.org/proper/commons-rng/commons-rng-sampling/apidocs/org/apache/commons/rng/sampling/distribution/SmallMeanPoissonSampler.html.

Constructors

SmallMeanPoissonSampler
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common
fun SmallMeanPoissonSampler(mean: Double)

Functions

sample
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common
open override fun sample(generator: RandomGenerator): BlockingIntChain
Generates a chain of samples.
toString
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common
open override fun toString(): String

Properties

mean
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common
val mean: Double

Sources

common source
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