Returns pseudo-random numbers from a Poisson distribution

This is a
simple random-number generator providing deviates in the from a Poisson distribution, with a period of
2$\ast $$\ast $26,
and to 6 or 7 digits accuracy. It is based upon Ahrens, Dieter & Grube

`’`

s TOMS599 routines. RESULT = PDA_RNPOI( MEAN )

The
mean value of the Poisson distribution.

The
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

`’`

s
G05CBF). If it has not, there is no guarantee that sensible values will be returned from this
function. Ahrens, J.H., & Dieter, U. 1973,

`"`

Computer Generation of Poisson
Deviates from modified Normal distributions`"`

, ACM Trans. Math. Software, 8(2), pp.163–179.