This is a
simple random-number generator providing deviates in the from a Poisson distribution, with a period of
and to 6 or 7 digits accuracy. It is based upon Ahrens, Dieter & Grube
’s TOMS599 routines.
RESULT = PDA_RNPOI( MEAN )
MEAN = REAL (Given)
mean value of the Poisson distribution.
PDA_RNPOI = INTEGER
pseudo-random deviate. A value of -1 is returned if the supplied mean is not positive.
The initial seed MUST be set using routine PDA_RNSED (equivalent to NAG
G05CBF). If it has not, there is no guarantee that sensible values will be returned from this
Ahrens, J.H., & Dieter, U. 1973,
"Computer Generation of Poisson
Deviates from modified Normal distributions
", ACM Trans. Math. Software, 8(2), pp.163–179.