File size: 726 Bytes
bc20498 |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 |
import defaultSource from "./defaultSource.js";
import binomial from "./binomial.js";
import gamma from "./gamma.js";
export default (function sourceRandomPoisson(source) {
var G = gamma.source(source),
B = binomial.source(source);
function randomPoisson(lambda) {
return function() {
var acc = 0, l = lambda;
while (l > 16) {
var n = Math.floor(0.875 * l),
t = G(n)();
if (t > l) return acc + B(n - 1, l / t)();
acc += n;
l -= t;
}
for (var s = -Math.log1p(-source()), k = 0; s <= l; ++k) s -= Math.log1p(-source());
return acc + k;
};
}
randomPoisson.source = sourceRandomPoisson;
return randomPoisson;
})(defaultSource);
|