#include #include #include #include #include /* The poisson distribution has the form p(n) = (mu^n / n!) exp(-mu) for n = 0, 1, 2, ... . The method used here is the one from Knuth. */ unsigned int gsl_ran_poisson (const gsl_rng * r, double mu) { double emu; double prod = 1.0; unsigned int k = 0; while (mu > 10) { unsigned int m = mu * (7.0 / 8.0); double X = gsl_ran_gamma_int (r, m); if (X >= mu) { return k + gsl_ran_binomial (r, mu / X, m - 1); } else { k += m; mu -= X; } } /* This following method works well when mu is small */ emu = exp (-mu); do { prod *= gsl_rng_uniform (r); k++; } while (prod > emu); return k - 1; } void gsl_ran_poisson_array (const gsl_rng * r, size_t n, unsigned int array[], double mu) { size_t i; for (i = 0; i < n; i++) { array[i] = gsl_ran_poisson (r, mu); } return; } double gsl_ran_poisson_pdf (const unsigned int k, const double mu) { double p; gsl_sf_result lf; gsl_sf_lnfact_impl (k, &lf); p = exp (log (mu) * k - lf.val - mu); return p; }