Hello,
I am new to the boost mailing list, so I apologize before hand if this is
not the appropriate forum for this question.
I have been using boost/random recently and have encountered what appears to
be a problem with poisson variate generators with large lambda values.
The random values can't seem to get much higher than 800 regardless of what
value lambda is.
For example:
#include<iostream>
#include<iterator>
#include<vector>
#include<algorithm>
#include
#include
#include
using namespace boost;
using namespace std;
int main() {
mt19937 gen;
double lambda = 1000.;
poisson_distribution pois(lambda);
variate_generator >
rpois(gen, pois);
// generate 10 random poisson variables
vector<double> sample(10);
generate(sample.begin(), sample.end(), rpois);
cout << "Simulating from Poisson Random Variable with lambda=" << lambda
<< endl;
cout << "\nSample: ";
copy(sample.begin(), sample.end(), ostream_iterator<int>(cout, " "));
cout << "\n\nShouldn't the numbers be a little closer to 1,000?" <<
endl;
return 0;
}
Thanks,
Mike
