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From: | Dmitri A. Sergatskov |
Subject: | Re: randn benchmarks |
Date: | Sat, 24 Jan 2004 18:18:16 -0700 |
User-agent: | Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.6) Gecko/20040115 |
I should also take the opportunity to add in the fast poisson generator that I have, but that will have to wait until next pass.
Is it replacement for poisson_rnd by Kurt Hornik? (Or I am mixing apples with oranges again.) I had to use it the other day and it was so slow it was unusable for me. I found another one on the net (statbox by Gordon K Smyth at http://www.statsci.org/ with unfortunately undefined license -- it appears to be free to use) which is 10 times faster. In the help it sayes it uses "naive inversion method."
Paul Kienzle address@hidden
Sincerely, Dmitri.
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