static int rpois_rng (lua_State *L) {
nl_RNG *r = getrng(L);
lua_Number mu = luaL_checknumber(L, 1);
checkneg(L, mu);
setdeviate(integer, ignpoi(r, mu), 2);
return 1;
}
double PoissonRandom(double mean)
{
// Call into ranlib for the Poisson deviate.
if (mean == 0) {
return 0;
} else if (mean > 1e3) {
return (mean + sqrt(mean)*snorm());
} else if (mean > 1e6) {
return mean;
} else
return static_cast<double>(ignpoi(static_cast<float>(mean)));
}
long ignnbn(lua_RNG *o,long n,double p)
/*
**********************************************************************
GENerate Negative BiNomial random deviate
Function
Generates a single random deviate from a negative binomial
distribution.
Arguments
N --> The number of trials in the negative binomial distribution
from which a random deviate is to be generated.
P --> The probability of an event.
Method
Algorithm from page 480 of
Devroye, Luc
Non-Uniform Random Variate Generation. Springer-Verlag,
New York, 1986.
**********************************************************************
*/
{
static long ignnbn;
static double y,a,r;
/*
..
.. Executable Statements ..
*/
/*
Check Arguments
*/
if(n < 0) ftnstop("N < 0 in IGNNBN");
if(p <= 0.0F) ftnstop("P <= 0 in IGNNBN");
if(p >= 1.0F) ftnstop("P >= 1 in IGNNBN");
/*
Generate Y, a random gamma (n,(1-p)/p) variable
*/
r = (float)n;
a = p/(1.0F-p);
y = gengam(o,a,r);
/*
Generate a random Poisson(y) variable
*/
ignnbn = ignpoi(o,y);
return ignnbn;
}
