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From "Mikkel Meyer Andersen (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-597) Improvement of sampling random exponential variables
Date Fri, 17 Jun 2011 22:58:47 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: MATH597-1.patch

Implementation of the method described in 
Ahrens, J. H. and Dieter, U. (1972). Computer methods for sampling from the exponential and
normal distributions. Communications of the ACM, 15, 873-882.

> 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
>
>   Original Estimate: 4m
>  Remaining Estimate: 4m
>


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