RE: binomial_tpe

[James Theiler <jt at lanl dot gov>]

oops, i just noticed that GSL development website already points
to a very thorough study of the Marsaglia and Tang generator

http://sources.redhat.com/gsl/devel.html
http://www.uyea.btinternet.co.uk/gamma/gamma.html


On Fri, 26 Aug 2005, James Theiler wrote:

] thanks for the pointer, i've printed it out, and it looks 
] pretty interesting.  i've cc'd gsl-discuss in case
] somebody wants to follow-up on this.
] 
] jt
] 
] On Thu, 25 Aug 2005, Chris Paulse wrote:
] 
] ] Hi James,
] ] The Gamma rv generator in GSL is also a little out of date, and slow.  Once
] ] again, Marsaglia & co have developed a fast, simple alternative:
] ] http://oldmill.uchicago.edu/~wilder/Code/random/Papers/Marsaglia_00_SMGGV.pdf  
] ] 
] ] chris
] ] 
] 
] 

-- 
James Theiler            Space and Remote Sensing Sciences
MS-B244, ISR-2, LANL     Los Alamos National Laboratory
Los Alamos, NM 87545     http://nis-www.lanl.gov/~jt