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From Brent Worden <brent.wor...@gmail.com>
Subject Re: [math] releasing 2.0 ?
Date Mon, 06 Apr 2009 01:50:37 GMT


Phil Steitz wrote:
> I will look at MATH-197 if Brent does not catch this.
>
Thanks for nudging me to actually contribute something. :)

I added a rejection method for Poisson random variables.  As Luc 
mentioned in the issue, the original approach experienced numerical 
instability for larger mean values.  The new rejection method seems to 
be stable for means over 100,000.  I tried a mean of 1,000,000 and the 
performance was unsatisfactory.

I checked in the implementation.  Feel free to check out the code and 
make any suggestions.

Also, I didn't close the issue as I'll let the more active committers 
determine if this addresses the problem in a satisfactory manner.

-- 
Thanks,

Brent Worden


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