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From "Mikkel Meyer Andersen (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-597) Improvement of sampling random exponential variables
Date Mon, 20 Jun 2011 21:10:48 GMT

     [ https://issues.apache.org/jira/browse/MATH-597?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Mikkel Meyer Andersen updated MATH-597:
---------------------------------------

    Attachment: MATH597-2.patch

Cf. Phil's comments:

1) This patch calculates the constants at initiation.

0) As with MATH-585: I agree it is important, but I haven't been able to locate a free sample,
and think that the quality of the algorithm is more important than whether it is freely available
or not.

2) I agree it is important, and I'll create a new issue with this subject as it applies to
all the distributions.

> Improvement of sampling random exponential variables
> ----------------------------------------------------
>
>                 Key: MATH-597
>                 URL: https://issues.apache.org/jira/browse/MATH-597
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Mikkel Meyer Andersen
>            Assignee: Mikkel Meyer Andersen
>            Priority: Minor
>              Labels: Exponential, Random
>             Fix For: 2.2, 3.0
>
>         Attachments: MATH597-1.patch, MATH597-2.patch
>
>   Original Estimate: 4m
>  Remaining Estimate: 4m
>


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