I haven't rolled my own - at least not in a long while - might have done
in APL yonks ago!
But I see that R has a function rnegbin which is a
"Function to generate random outcomes from a Negative Binomial
distribution, with mean|mu|and variance|mu + mu^2/theta|."
And J's addons include an R server.
So, faute de mieux, R might serve your purpose. Likely to be better in
native J if you're doing lots, of course.
Ewart has probably rolled this in all sorts of ways, so I'm copying to him.
Mike
On 04/04/2014 16:55, John Baker wrote:
As far as I can tell there is no negative binomial random number generator
in stats/distribs. Before rolling my own I thought a quick query to the
J'verse would be helpful.
Does anyone have an reasonably efficient generator for negative binomials?
Thanks in advance.
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