LargeMeanPoissonSampler

class LargeMeanPoissonSampler(mean: Double) : Sampler<Int>
Content copied to clipboard

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
Link copied to clipboard
common
fun LargeMeanPoissonSampler(mean: Double)
Content copied to clipboard

Types

Companion
Link copied to clipboard
common
object Companion
Content copied to clipboard

Functions

sample
Link copied to clipboard
common
open override fun sample(generator: RandomGenerator): BlockingIntChain
Content copied to clipboard
Generates a chain of samples.
toString
Link copied to clipboard
common
open override fun toString(): String
Content copied to clipboard

Properties

mean
Link copied to clipboard
common
val mean: Double
Content copied to clipboard

Sources

common source
Link copied to clipboard