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  1. Commons RNG
  2. RNG-150

Update samplers to use the ziggurat exponential sampler

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Details

    • Improvement
    • Status: Closed
    • Trivial
    • Resolution: Implemented
    • 1.3
    • 1.4
    • sampling
    • None

    Description

      The LargeMeanPoissionSampler uses a standard exponential deviate.

      The GeometricSampler uses an exponential deviate.

      These can be changed from the AhrensDieterExponentialSampler to the ziggurat exponential sampler which is 4x faster.

       

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          is related to

          New Feature - A new feature of the product, which has yet to be developed. RNG-149 ZigguratExponentialSampler

          • Major - Major loss of function.
          • Closed
          relates to

          Improvement - An improvement or enhancement to an existing feature or task. RNG-151 Modified Ziggurat algorithm for normal and exponential sampling

          • Major - Major loss of function.
          • Closed

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              aherbert Alex Herbert
              aherbert Alex Herbert
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              Dates

                Created:
                Updated:
                Resolved: