[Lemon-commits] Alpar Juttner: Poisson distribution added

[Lemon HG]

details:   http://lemon.cs.elte.hu/hg/lemon/rev/5d4decd1b870
changeset: 92:5d4decd1b870
user:      Alpar Juttner <alpar [at] cs.elte.hu>
date:      Fri Mar 14 16:57:49 2008 +0000
description:
	Poisson distribution added

diffstat:

2 files changed, 24 insertions(+)
lemon/random.h      |   23 +++++++++++++++++++++++
test/random_test.cc |    1 +

diffs (42 lines):

diff -r c46b3453455f -r 5d4decd1b870 lemon/random.h
--- a/lemon/random.h	Thu Feb 28 17:06:02 2008 +0100
+++ b/lemon/random.h	Fri Mar 14 16:57:49 2008 +0000
@@ -803,6 +803,29 @@ namespace lemon {
       return exponential(gamma(k,1.0/x_min));
     }  
       
+    /// Poisson distribution
+
+    /// This function generates a Poisson distribution random number with
+    /// parameter \c lambda.
+    /// 
+    /// The probability mass function of this distribusion is
+    /// \f[ \frac{e^{-\lambda}\lambda^k}{k!} \f]
+    /// \note The algorithm is taken from the book of Donald E. Knuth titled
+    /// ''Seminumerical Algorithms'' (1969). Its running time is linear in the
+    /// return value.
+    
+    int poisson(double lambda)
+    {
+      const double l = std::exp(-lambda);
+      int k=0;
+      double p = 1.0;
+      do {
+	k++;
+	p*=real<double>();
+      } while (p>=l);
+      return k-1;
+    }  
+      
     ///@}
     
     ///\name Two dimensional distributions
diff -r c46b3453455f -r 5d4decd1b870 test/random_test.cc
--- a/test/random_test.cc	Thu Feb 28 17:06:02 2008 +0100
+++ b/test/random_test.cc	Fri Mar 14 16:57:49 2008 +0000
@@ -33,4 +33,5 @@ int main()
   a=lemon::rnd.gamma(4);
   //Does gamma work with integer k?
   a=lemon::rnd.gamma(4.0,0);
+  a=lemon::rnd.poisson(.5);
 }