Brian Gough wrote: > John D Lamb writes: > > Can you tell me whether anything's happened with the Gamma generator, > > also due to Marsaglia-Tsang? It would be good to implement that too. > > > > I'm happy to test and or write any of this. > > If you could put up a page like Jochen's with some analysis and > testing that would be great. > Here it is. Sorry the web page is a little hurriedly constructed.
http://www.uyea.btinternet.co.uk/gamma/gamma.html The gamma generator of Marsaglia and Tsang also substantially outperforms GSL and has the virtue of running about the same speed for all a >= 1. (a < 1 is very unusual). It might also be worthwhile to add one other distribution to GSL. gsl_ran_erlang( int a ) This is just a gamma distribution with integer coefficients. I assume that gsl_ran_chisq uses gsl_ran_gamma and so could also be made to run much faster. In any case, I suspect that an erlang generator would be used much more than a chi-squared generator because of its applications to queueing models. -- JDL _______________________________________________ Help-gsl mailing list Help-gsl@gnu.org http://lists.gnu.org/mailman/listinfo/help-gsl
