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| author | Julian Taylor <jtaylor.debian@googlemail.com> | 2016-06-13 17:56:00 +0200 |
|---|---|---|
| committer | Julian Taylor <jtaylor.debian@googlemail.com> | 2016-06-13 19:40:37 +0200 |
| commit | 69fb4f160518ac347efc63dc17ebdf81285c1958 (patch) | |
| tree | d34693ff76a6188a50c0e3fe034f29b114a7bcdd /numpy/random | |
| parent | 9d3f4757fe7600efc9c77aa945bea9476fa9dcd0 (diff) | |
| download | numpy-69fb4f160518ac347efc63dc17ebdf81285c1958.tar.gz | |
DOC: add reference to poisson rng
[ci skip]
Diffstat (limited to 'numpy/random')
| -rw-r--r-- | numpy/random/mtrand/distributions.c | 5 |
1 files changed, 5 insertions, 0 deletions
diff --git a/numpy/random/mtrand/distributions.c b/numpy/random/mtrand/distributions.c index 7c44088a7..e195700d4 100644 --- a/numpy/random/mtrand/distributions.c +++ b/numpy/random/mtrand/distributions.c @@ -500,6 +500,11 @@ long rk_poisson_mult(rk_state *state, double lam) } } +/* + * The transformed rejection method for generating Poisson random variables + * W. Hoermann + * Insurance: Mathematics and Economics 12, 39-45 (1993) + */ #define LS2PI 0.91893853320467267 #define TWELFTH 0.083333333333333333333333 long rk_poisson_ptrs(rk_state *state, double lam) |