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Project: http://git-wip-us.apache.org/repos/asf/commons-rng/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-rng/commit/d2e6b6ec Tree: http://git-wip-us.apache.org/repos/asf/commons-rng/tree/d2e6b6ec Diff: http://git-wip-us.apache.org/repos/asf/commons-rng/diff/d2e6b6ec Branch: refs/heads/RNG-30__sampling Commit: d2e6b6ec5c928d02f5cbdbd9972097f56195559c Parents: ecb2729 Author: Gilles <er...@apache.org> Authored: Tue Nov 15 16:53:20 2016 +0100 Committer: Gilles <er...@apache.org> Committed: Tue Nov 15 16:53:20 2016 +0100 ---------------------------------------------------------------------- .../rng/sampling/distribution/PoissonSampler.java | 15 +++++++++++++++ .../rng/sampling/distribution/SamplerBase.java | 1 + 2 files changed, 16 insertions(+) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-rng/blob/d2e6b6ec/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/PoissonSampler.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/PoissonSampler.java b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/PoissonSampler.java index bd2161b..bf998a0 100644 --- a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/PoissonSampler.java +++ b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/PoissonSampler.java @@ -20,6 +20,21 @@ import org.apache.commons.rng.UniformRandomProvider; /** * Sampler for the <a href="http://mathworld.wolfram.com/PoissonDistribution.html";>Poisson distribution</a>. + * + * <ul> + * <li> + * For small means, a Poisson process is simulated using uniform deviates, as + * described <a href="http://mathaa.epfl.ch/cours/PMMI2001/interactive/rng7.htm";>here</a>. + * The Poisson process (and hence, the returned value) is bounded by 1000 * mean. + * </li> + * <li> + * For large means, we use the rejection algorithm described in + * <blockquote> + * Devroye, Luc. (1981).<i>The Computer Generation of Poisson Random Variables</i><br> + * <strong>Computing</strong> vol. 26 pp. 197-207. + * </blockquote> + * </li> + * </ul> */ public class PoissonSampler extends SamplerBase http://git-wip-us.apache.org/repos/asf/commons-rng/blob/d2e6b6ec/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/SamplerBase.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/SamplerBase.java b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/SamplerBase.java index 6ff9a67..3737a48 100644 --- a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/SamplerBase.java +++ b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/SamplerBase.java @@ -48,6 +48,7 @@ public class SamplerBase { } /** + * @param max Upper bound (excluded). * @return a random {@code int} value in the interval {@code [0, max)}. */ protected int nextInt(int max) {
