poisson distribution¶

group turbo_random_poisson

Functions

template<typename IntType, typename URBG> IntType poisson(URBG &&urbg, double mean = 1.0)¶

turbo::poisson<T>(bitgen, mean = 1) turbo::poisson produces discrete probabilities for a given number of events occurring within a fixed interval within the closed interval [0, max].

T must be an integral type.

See https://en.wikipedia.org/wiki/Poisson_distribution

Example:

cpp
      turbo::BitGen bitgen;
      ...
      int requests_per_minute = turbo::poisson<int>(bitgen, 3.2);

Template Parameters:

IntType –
URBG –

Parameters:

urbg –
mean –

Returns:

IntType

template<typename IntType> IntType poisson(double mean = 1.0)¶

turbo::poisson<T>(mean = 1) similar to turbo::poisson<T>(bitgen, mean = 1), using a thread-local generator.

Template Parameters:: IntType –
Parameters:: mean –
Returns:: IntType

template<typename IntType> IntType fast_poisson(double mean = 1.0)¶

turbo::poisson<T>(mean = 1) similar to turbo::poisson<T>(bitgen, mean = 1), using a thread-local generator.

Template Parameters:: IntType –
Parameters:: mean –
Returns:: IntType

template<typename IntType = int> class poisson_distribution¶

#include <poisson_distribution.h>

turbo::poisson_distribution<T> Generates discrete variates conforming to a Poisson distribution.

p(n) = (mean^n / n!) exp(-mean)

Depending on the parameter, the distribution selects one of the following algorithms:

The standard algorithm, attributed to Knuth, extended using a split method for larger values
The “Ratio of Uniforms as a convenient method for sampling from classical

discrete distributions”, Stadlober, 1989.
http://www.sciencedirect.com/science/article/pii/0377042790903495

NOTE: param_type.mean() is a double, which permits values larger than poisson_distribution<IntType>::max(), however this should be avoided and the distribution results are limited to the max() value.

The goals of this implementation are to provide good performance while still beig thread-safe: This limits the implementation to not using lgamma provided by <math.h>.

Template Parameters:: IntType –

class param_type¶