1.1 --- a/lemon/random.h Mon Mar 17 18:31:52 2008 +0000
1.2 +++ b/lemon/random.h Mon Mar 17 19:21:27 2008 +0000
1.3 @@ -803,6 +803,29 @@
1.4 return exponential(gamma(k,1.0/x_min));
1.5 }
1.6
1.7 + /// Poisson distribution
1.8 +
1.9 + /// This function generates a Poisson distribution random number with
1.10 + /// parameter \c lambda.
1.11 + ///
1.12 + /// The probability mass function of this distribusion is
1.13 + /// \f[ \frac{e^{-\lambda}\lambda^k}{k!} \f]
1.14 + /// \note The algorithm is taken from the book of Donald E. Knuth titled
1.15 + /// ''Seminumerical Algorithms'' (1969). Its running time is linear in the
1.16 + /// return value.
1.17 +
1.18 + int poisson(double lambda)
1.19 + {
1.20 + const double l = std::exp(-lambda);
1.21 + int k=0;
1.22 + double p = 1.0;
1.23 + do {
1.24 + k++;
1.25 + p*=real<double>();
1.26 + } while (p>=l);
1.27 + return k-1;
1.28 + }
1.29 +
1.30 ///@}
1.31
1.32 ///\name Two dimensional distributions
2.1 --- a/test/random_test.cc Mon Mar 17 18:31:52 2008 +0000
2.2 +++ b/test/random_test.cc Mon Mar 17 19:21:27 2008 +0000
2.3 @@ -33,4 +33,5 @@
2.4 a=lemon::rnd.gamma(4);
2.5 //Does gamma work with integer k?
2.6 a=lemon::rnd.gamma(4.0,0);
2.7 + a=lemon::rnd.poisson(.5);
2.8 }