Can I get a review of the PR for RNG-101 please.
This is a new sampler based on the source code from the paper:
George Marsaglia, Wai Wan Tsang, Jingbo Wang (2004)
Fast Generation of Discrete Random Variables.
Journal of Statistical Software. Vol. 11, Issue. 3, pp. 1-11.
https://www.jstatsoft.org/article/view/v011i03
The code has no explicit licence.
The paper states:
"We have provided C versions of the two methods described here, for
inclusion in the “Browse
files”section of the journal. ... You may then want to examine the
components of the two files, for illumination
or for extracting portions that might be usefully applied to your
discrete distributions."
So I assuming that it can be incorporated with little modification.
The Java implementation has been rewritten to allow the storage to be
optimised for the required size. The generation of the tables has been
adapted appropriately and checks have been added on the input parameters
to ensure the sampler does not generate exceptions once constructed (I
found out the hard way that the original code was not entirely correct).
Thanks.
Alex
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