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  1. Commons RNG
  2. RNG-103

LargeMeanPoissonSampler to use KempSmallMeanPoissonSampler

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Details

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

    Description

      The LargeMeanPoissonSampler requires a Poisson sample using a mean of <1 when the mean is fractional. This is done using a SmallMeanPoissonSampler. This can be changed to a KempSmallMeanPoissonSampler which has more stable performance with RNGs that are very slow. This is due to the algorithm requiring only 1 uniform deviate per sample.

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              aherbert Alex Herbert
              aherbert Alex Herbert
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