PoissonSampler

fun PoissonSampler(mean: Double): Sampler<Int>
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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.

  • 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.

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