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Binomial: Faster sampling for n * p >= 10 #740

Merged
merged 7 commits into from Apr 1, 2019
Merged

Binomial: Faster sampling for n * p >= 10 #740

merged 7 commits into from Apr 1, 2019

Commits on Mar 29, 2019

  1. Implement the BTPE for binomial sampling 

    This should be more efficient than our previous algorithm, see [1].
The implementation is close to the algorithm as specified in the paper,
where many goto statements are used. It can still be refactored to be
more readable.

[1] Voratas Kachitvichyanukul and Bruce W. Schmeiser. 1988. Binomial
    random variate generation. Commun. ACM 31, 2 (February 1988),
    216-222. http://dx.doi.org/10.1145/42372.42381
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  2. Binomial test: Better output on error

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  3. Binomial: Simplify code

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  4. Binomial: Eliminate some common subexpressions

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  5. Binomial: Use correct sign for stirling correction 

    This was noted by the GSL implementors. The new signs were confirmed by
one of the authors publishing the original algorithm.
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  6. Binomial: Comment on difference to original algorithm

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  7. Binomial: Move distribution initialization out of loop

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