Description:
This is a
simple random-number generator providing deviates in the from a Poisson distribution, with a period of
226,
and to 6 or 7 digits accuracy. It is based upon Ahrens, Dieter & Grube’s TOMS599 routines.
Invocation
RESULT = PDA_RNPOI( MEAN )
Arguments
MEAN = REAL (Given)
The
mean value of the Poisson distribution.
Returned Value
PDA_RNPOI = INTEGER
The
pseudo-random deviate. A value of -1 is returned if the supplied mean is not positive.
Prior
Requirements
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.
References
Ahrens, J.H., & Dieter, U. 1973, "Computer Generation of Poisson
Deviates from modified Normal distributions", ACM Trans. Math. Software, 8(2), pp.163–179.