/** * @license Apache-2.0 * * Copyright (c) 2018 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ 'use strict'; // MODULES // var factory = require( './factory.js' ); // MAIN // /** * Returns a pseudorandom number drawn from a Poisson distribution with parameter `lambda`. * * ## Method * * - When \\(\lambda < 30\\), use Knuth's method. * - When \\(lambda \geq 30\\), use transformed rejection method as Knuth's method does not scale well with \\(\lambda\\). * * ## References * * - Knuth, Donald E. 1997. _The Art of Computer Programming, Volume 2 (3rd Ed.): Seminumerical Algorithms_. Boston, MA, USA: Addison-Wesley Longman Publishing Co., Inc. * - Hörmann, W. 1993. "The transformed rejection method for generating Poisson random variables." _Insurance: Mathematics and Economics_ 12 (1): 39–45. doi:[10.1016/0167-6687(93)90997-4][@hormann:1993b]. * * [@hormann:1993b]: http://dx.doi.org/10.1016/0167-6687(93)90997-4 * * * @name poisson * @type {PRNG} * @param {PositiveNumber} lambda - mean * @returns {NonNegativeInteger} pseudorandom number * * @example * var v = poisson( 0.5 ); * // returns * * @example * var v = poisson( 0.0 ); * // returns NaN * * @example * var v = poisson( NaN ); * // returns NaN */ var poisson = factory(); // EXPORTS // module.exports = poisson;