kmath-stat/space.kscience.kmath.samplers/LargeMeanPoissonSampler

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.

Constructors

LargeMeanPoissonSampler

fun LargeMeanPoissonSampler(mean: Double)

Types

Companion

object Companion

Functions

sample

open override fun sample(generator: RandomGenerator): BlockingIntChain

Generates a chain of samples.

toString

open override fun toString(): String

Properties

mean

val mean: Double

Sources

common source