NAME

poisson_rand - Returns a Poisson-distributed random number

SYNOPSIS

#include "sample/sample_misc.h"

Example compile flags (system dependent):
  -DLINUX_X86_64 -DLINUX_X86_64_OPTERON  -DGNU_COMPILER 
   -I/home/kobus/include
   -L/home/kobus/misc/load/linux_x86_64_opteron -L/usr/lib/x86_64-linux-gnu
  -lKJB                               -lfftw3  -lgsl -lgslcblas -ljpeg  -lSVM -lstdc++                    -lpthread -lSLATEC -lg2c    -lacml -lacml_mv -lblas -lg2c      -lncursesw 


int poisson_rand(double lambda);

DESCRIPTION

This routine returns a Poisson-distributed random integer, with parameter lambda. The random stream from kjb_rand() is used.

RETURNS

A Poisson-distributed integer. If lambda is negative, it calls the bug handler and (if that returns), returns ERROR. We advise you to use another algorithm if lambda is large; perhaps use a normal approximation with mean = variance = lambda. This implements Knuth's algorithm in TAOCP vol. 2.

kjb_rand

DISCLAIMER

This software is not adequatedly tested. It is recomended that results are checked independantly where appropriate.

AUTHOR

Ernesto Brau

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