Add random::poisson distribution
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libs/random/include/psemek/random/poisson.hpp
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39
libs/random/include/psemek/random/poisson.hpp
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#pragma once
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#include <psemek/random/uniform.hpp>
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#include <cmath>
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namespace psemek::random
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{
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template <typename T>
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struct poisson_distribution
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{
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poisson_distribution(T lambda)
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: exp_mlambda_(std::exp(-lambda))
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{}
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template <typename RNG>
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std::size_t operator()(RNG & rng)
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{
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// Knuth's method
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std::size_t result = 0;
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T product = T{1};
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do
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{
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++result;
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product *= uniform<T>(rng);
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}
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while (product > exp_mlambda_);
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return result - 1;
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}
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private:
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T exp_mlambda_;
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};
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}
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