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Re: randn benchmarks

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



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