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RE: binomial_tpe
- From: "Chris Paulse" <cpaulse at aecom dot yu dot edu>
- To: "'James Theiler'" <jt at lanl dot gov>
- Cc: "'gsl-discuss'" <gsl-discuss at sources dot redhat dot com>
- Date: Fri, 26 Aug 2005 12:16:10 -0400
- Subject: RE: binomial_tpe
There's an implementation of the Gamma draw, as well as a Normal draw using
the Ziggurat method in http://oldmill.uchicago.edu/~wilder/Code/random/
chris
-----Original Message-----
From: James Theiler [mailto:jt@lanl.gov]
Sent: Friday, August 26, 2005 11:08 AM
To: Chris Paulse
Cc: gsl-discuss
Subject: RE: binomial_tpe
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] The Gamma rv generator in GSL is also a little out of date, and slow.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.pd
f
]
] 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