Phil Steitz wrote:
I will look at MATH-197 if Brent does not catch this.
Thanks for nudging me to actually contribute something. :)
I added a rejection method for Poisson random variables. As Luc
mentioned in the issue, the original approach experienced numerical
instability for larger mean values. The new rejection method seems to
be stable for means over 100,000. I tried a mean of 1,000,000 and the
performance was unsatisfactory.
I checked in the implementation. Feel free to check out the code and
make any suggestions.
Also, I didn't close the issue as I'll let the more active committers
determine if this addresses the problem in a satisfactory manner.
--
Thanks,
Brent Worden
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