/** * @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 exp = require( '@stdlib/math/base/special/exp' ); // MAIN // /** * Returns a pseudorandom number drawn from a Poisson distribution. * * ## Notes * * - Appropriate for \\(lambda < 30\\). * * * ## 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. * * * @private * @param {PRNG} rand - PRNG for generating uniformly distributed numbers * @param {PositiveNumber} lambda - mean * @returns {NonNegativeInteger} pseudorandom number */ function poisson( rand, lambda ) { var p = rand(); var k = 1; while ( p > exp( -lambda ) ) { k += 1; p *= rand(); } return k - 1; } // EXPORTS // module.exports = poisson;