Package org.apache.commons.rng.sampling.distribution

Class MarsagliaTsangWangDiscreteSampler.Poisson

java.lang.Object

org.apache.commons.rng.sampling.distribution.MarsagliaTsangWangDiscreteSampler.Poisson

Enclosing class:

MarsagliaTsangWangDiscreteSampler

public static final class MarsagliaTsangWangDiscreteSampler.Poisson
extends Object

Create a sampler for the Poisson distribution.

Method Summary

Modifier and Type	Method	Description
static SharedStateDiscreteSampler	of(UniformRandomProvider rng, double mean)	Creates a sampler for the Poisson distribution.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

of

public static SharedStateDiscreteSampler of(UniformRandomProvider rng,
                                            double mean)

Creates a sampler for the Poisson distribution.

Any probability less than 2^-31 will not be observed in samples.

Storage requirements depend on the tabulated probability values. Example storage requirements are listed below.

 mean      table size     kB
 0.25      882            0.88
 0.5       1135           1.14
 1         1200           1.20
 2         1451           1.45
 4         1955           1.96
 8         2961           2.96
 16        4410           4.41
 32        6115           6.11
 64        8499           8.50
 128       11528          11.53
 256       15935          31.87
 512       20912          41.82
 1024      30614          61.23
 

Note: Storage changes to 2 bytes per index between mean=128 and mean=256.

Parameters:

rng - Generator of uniformly distributed random numbers.

mean - Mean.

Returns:

Sampler.

Throws:

IllegalArgumentException - if mean <= 0 or mean > 1024.