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From Phil Steitz <>
Subject Re: [math] releasing 2.0 ?
Date Mon, 06 Apr 2009 03:11:14 GMT
Brent Worden wrote:
> Phil Steitz wrote:
>> I will look at MATH-197 if Brent does not catch this.
> Thanks for nudging me to actually contribute something. :)
> I added a rejection method for Poisson random variables.  As Luc 
> mentioned in the issue, the original approach experienced numerical 
> instability for larger mean values.  The new rejection method seems to 
> be stable for means over 100,000.  I tried a mean of 1,000,000 and the 
> performance was unsatisfactory.
> I checked in the implementation.  Feel free to check out the code and 
> make any suggestions.
> Also, I didn't close the issue as I'll let the more active committers 
> determine if this addresses the problem in a satisfactory manner.

I will do some more testing, but it looks good to me.

Thanks again.  If you have any spare cycles, it would be great if you 
could provide suggestions (or implement them ;) for improvements to the 
multiple regression classes.  Also,  if you have time, hava a look at 
the GA implementation code added in MATH-207.  I am leaning toward 
committing the last patch with minor doc changes and making the 
randomness source pluggable.


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