random_poisson
Generates pseudorandom numbers from a Poisson distribution.
Synopsis
#include <imsls.h>
int *imsls_random_poisson(int n_random, float theta, …, 0)
Required Arguments
int n_random (Input)
Number of random numbers to generate.
Number of random numbers to generate.
float theta (Input)
Mean of the Poisson distribution. Argument theta must be positive.
Mean of the Poisson distribution. Argument theta must be positive.
Return Value
An array of length n_random containing the random Poisson deviates.
Synopsis with Optional Arguments
#include <imsls.h>
int *imsls_random_poisson (int n_random, float theta,
IMSLS_RETURN_USER, int r[],
0)
IMSLS_RETURN_USER, int r[],
0)
Optional Arguments
IMSLS_RETURN_USER, int r[] (Output)
User-supplied array of length n_random containing the random Poisson deviates.
User-supplied array of length n_random containing the random Poisson deviates.
Description
Function imsls_random_poisson generates pseudorandom numbers from a Poisson distribution with positive mean theta. The probability function (with θ = theta) is
If theta is less than 15, imsls_random_poisson uses an inverse CDF method; otherwise, the PTPE method of Schmeiser and Kachitvichyanukul (1981) (see also Schmeiser 1983) is used. The PTPE method uses a composition of four regions, a triangle, a parallelogram, and two negative exponentials. In each region except the triangle, acceptance/rejection is used. The execution time of the method is essentially insensitive to the mean of the Poisson.
Function imsls_random_seed_set can be used to initialize the seed of the random number generator; function imsls_random_option can be used to select the form of the generator.
Example
In this example, imsls_random_poisson is used to generate five pseudorandom deviates from a Poisson distribution with mean equal to 0.5.
#include <imsls.h>
#define N_RANDOM 5
int main()
{
int *r;
int seed = 123457;
float theta = 0.5;
imsls_random_seed_set (seed);
r = imsls_random_poisson (N_RANDOM, theta, 0);
imsls_i_write_matrix ("Poisson(0.5) random deviates", 1, N_RANDOM, r, 0);
}
Output
Poisson(0.5) random deviates
1 2 3 4 5
2 0 1 0 1
