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  1. Commons RNG
  2. RNG-105

Use the KempSmallMeanPoissonSampler in the LargeMeanPoissonSampler

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Details

    • Improvement
    • Status: Closed
    • Trivial
    • Resolution: Duplicate
    • 1.3
    • 1.3
    • sampling
    • None

    Description

      The LargeMeanPoissonSampler requires a Poisson sample using a mean less than 1. This is the fractional component of the large mean.

      The KempSmallMeanPoissonSampler outperforms the SmallMeanPoissonSampler when the mean is less than 1. This can be significant if the underlying generator is slow. The Kemp sampler only requires a single uniform deviate.

      Switch the algorithm used in the LargeMeanPoissonSampler.

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            aherbert Alex Herbert
            aherbert Alex Herbert
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