double
gsl_ran_gamma (const gsl_rng * r, const double a, const double b)
{
/* assume a > 0 */
unsigned int na = floor (a);
if (a == na)
{
return b * gsl_ran_gamma_int (r, na);
}
else if (na == 0)
{
return b * gamma_frac (r, a);
}
else
{
return b * (gsl_ran_gamma_int (r, na) + gamma_frac (r, a - na)) ;
}
}
unsigned int
gsl_ran_poisson (const gsl_rng * r, double mu)
{
double emu;
double prod = 1.0;
unsigned int k = 0;
while (mu > 10)
{
unsigned int m = mu * (7.0 / 8.0);
double X = gsl_ran_gamma_int (r, m);
if (X >= mu)
{
return k + gsl_ran_binomial (r, mu / X, m - 1);
}
else
{
k += m;
mu -= X;
}
}
/* This following method works well when mu is small */
emu = exp (-mu);
do
{
prod *= gsl_rng_uniform (r);
k++;
}
while (prod > emu);
return k - 1;
}