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Poisson returns -1 for small lambda #1284

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merged 2 commits into from
Feb 13, 2023
Merged

Poisson returns -1 for small lambda #1284

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7e4a338
Correct Knuth's method since not using do-while
tearne Feb 10, 2023
cee45a5
Update changelog
tearne Feb 12, 2023
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1 change: 1 addition & 0 deletions rand_distr/CHANGELOG.md
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Expand Up @@ -8,6 +8,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
- Remove unused fields from `Gamma`, `NormalInverseGaussian` and `Zipf` distributions (#1184)
This breaks serialization compatibility with older versions.
- Upgrade Rand
- Fix Knuth's method so `Poisson` doesn't return -1.0 for small lambda

## [0.4.3] - 2021-12-30
- Fix `no_std` build (#1208)
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17 changes: 11 additions & 6 deletions rand_distr/src/poisson.rs
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Expand Up @@ -89,8 +89,8 @@ where F: Float + FloatConst, Standard: Distribution<F>

// for low expected values use the Knuth method
if self.lambda < F::from(12.0).unwrap() {
let mut result = F::zero();
let mut p = F::one();
let mut result = F::one();
let mut p = rng.gen::<F>();
while p > self.exp_lambda {
p = p*rng.gen::<F>();
result = result + F::one();
Expand Down Expand Up @@ -161,10 +161,15 @@ mod test {

#[test]
fn test_poisson_avg() {
test_poisson_avg_gen::<f64>(10.0, 0.5);
test_poisson_avg_gen::<f64>(15.0, 0.5);
test_poisson_avg_gen::<f32>(10.0, 0.5);
test_poisson_avg_gen::<f32>(15.0, 0.5);
test_poisson_avg_gen::<f64>(10.0, 0.1);
test_poisson_avg_gen::<f64>(15.0, 0.1);

test_poisson_avg_gen::<f32>(10.0, 0.1);
test_poisson_avg_gen::<f32>(15.0, 0.1);

//Small lambda will use Knuth's method with exp_lambda == 1.0
test_poisson_avg_gen::<f32>(0.00000000000000005, 0.1);
test_poisson_avg_gen::<f64>(0.00000000000000005, 0.1);
}

#[test]
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