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RE: binomial_tpe
- From: James Theiler <jt at lanl dot gov>
- To: Chris Paulse <cpaulse at aecom dot yu dot edu>
- Cc: gsl-discuss <gsl-discuss at sources dot redhat dot com>
- Date: Fri, 26 Aug 2005 21:03:37 -0600 (MDT)
- Subject: RE: binomial_tpe
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] ] The Gamma rv generator in GSL is also a little out of date, and slow.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