RhodeCode

    /// 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;

    }  

  a=lemon::rnd.poisson(.5);