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https://issues.apache.org/jira/browse/MATH-597?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Mikkel Meyer Andersen updated MATH-597:
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Attachment: MATH597-2.patch
Cf. Phil's comments:
1) This patch calculates the constants at initiation.
0) As with MATH-585: I agree it is important, but I haven't been able to locate
a free sample, and think that the quality of the algorithm is more important
than whether it is freely available or not.
2) I agree it is important, and I'll create a new issue with this subject as it
applies to all the distributions.
> Improvement of sampling random exponential variables
> ----------------------------------------------------
>
> Key: MATH-597
> URL: https://issues.apache.org/jira/browse/MATH-597
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Mikkel Meyer Andersen
> Assignee: Mikkel Meyer Andersen
> Priority: Minor
> Labels: Exponential, Random
> Fix For: 2.2, 3.0
>
> Attachments: MATH597-1.patch, MATH597-2.patch
>
> Original Estimate: 4m
> Remaining Estimate: 4m
>
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