nag_rand_poisson (g05tjc) generates
integers
from a discrete Poisson distribution with mean
, where the probability of
is
where
.
The variates can be generated with or without using a search table and index. If a search table is used then it is stored with the index in a reference vector and subsequent calls to nag_rand_poisson (g05tjc) with the same parameter values can then use this reference vector to generate further variates. The reference array is found using a recurrence relation if is less than and by Stirling's formula otherwise.
One of the initialization functions
nag_rand_init_repeatable (g05kfc) (for a repeatable sequence if computed sequentially) or
nag_rand_init_nonrepeatable (g05kgc) (for a non-repeatable sequence) must be called prior to the first call to
nag_rand_poisson (g05tjc).
Not applicable.
Please consult the
x06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
None.
This example prints
pseudorandom integers from a Poisson distribution with mean
, generated by a single call to
nag_rand_poisson (g05tjc), after initialization by
nag_rand_init_repeatable (g05kfc).
None.