UNU.RAN random variate generator for the Poisson distribution
with parameter lambda.
It also allows sampling from the truncated distribution.
[Special Generator] -- Sampling Function: Poisson.
Usage
urpois(n, lambda, lb = 0, ub = Inf)
Arguments
n
size of required sample.
lambda
(non-negative) mean.
lb
lower bound of (truncated) distribution.
ub
upper bound of (truncated) distribution.
Details
The Poisson distribution has density
$$p(x) = \frac{\lambda^x e^{-\lambda}}{x!}$$
for $x = 0, 1, 2, \ldots$.
The generation algorithm uses guide table based inversion when the
tails are not too heavy and method DARI otherwise.
The parameters lb and ub can be used to generate
variates from the Poisson distribution truncated to the interval
(lb,ub).
References
W. H"ormann, J. Leydold, and G. Derflinger (2004):
Automatic Nonuniform Random Variate Generation.
Springer-Verlag, Berlin Heidelberg
See Also
runif and .Random.seed about random number
generation, unuran for the UNU.RAN class, and
rpois for the Rbuilt-in generator.