KempSmallMeanPoissonSampler

class KempSmallMeanPoissonSampler : Sampler<Int>

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

sample

common

open override fun sample(generator: RandomGenerator): BlockingIntChain

Generates a chain of samples.

toString

common

open override fun toString(): String

Sources

common source