go.charczuk.com@v0.0.0-20240327042549-bc490516bd1a/sdk/simutil/poisson_f64.go (about)

     1  /*
     2  
     3  Copyright (c) 2023 - Present. Will Charczuk. All rights reserved.
     4  Use of this source code is governed by a MIT license that can be found in the LICENSE file at the root of the repository.
     5  
     6  */
     7  
     8  package simutil
     9  
    10  import (
    11  	"math"
    12  	"math/rand"
    13  )
    14  
    15  // PoissonF64 generates a random poisson distributed float64
    16  // with average given by `lambda`.
    17  func PoissonF64(lambda float64) float64 {
    18  	rv := rand.Float64()
    19  	rv = -math.Log(1.0 - rv)
    20  	return rv * lambda
    21  }