Mathematics. Computer science. My Little Pony. Furries. Everything in between. Made in Singapore. Real name Jeremy Tan Jie Rui.
function randomPoissonSimple(lambda) {
var Exp = d3r.randomExponential(1);
return function() {
for (var s = Exp(), k = 0; s <= lambda; ++k) s += Exp();
return k;
};
}
pachinko(randomPoisson(Math.pow(10, lam)))
function randomPoisson(lambda) {
var Exp = d3r.randomExponential(1);
return function() {
var acc = 0, l = lambda;
while (l > 16) {
var n = Math.floor(0.875 * l),
t = randomGamma(n, 1)();
if (t > l) {
return acc + randomBinomial(n - 1, l / t)();
}
acc += n;
l -= t;
}
for (var s = Exp(), k = 0; s <= l; ++k) s += Exp();
return acc + k;
};
}
// times in milliseconds
[timefunc(randomPoissonSimple(100)), timefunc(randomPoisson(100)), timefunc(randomPoisson(1e12))]
function timefunc(f) {
var start = performance.now(),
A = Array.from({length: 100000}, f),
end = performance.now();
return end - start;
}
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