More clever poisson generating algorithms

DolevArtzi / probably-probability

Probability playground to work with and simulate RVs

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Open DolevArtzi opened 1 year ago

DolevArtzi commented 1 year ago

~~Overshooting by 1. Worry about it. Seems to be generating the correct distribution though.~~

bug fixed.

TODO: two faster poisson generating algorithms:

1. Summing exponentials [Ross 69]
2. starting inverse transform search from Int(λ) and searching up or down accordingly [Ross 56]