random variate from power exponential distribution: performances

Brian Gough bjg@network-theory.co.uk
Fri Oct 1 16:52:00 GMT 2004


Giulio Bottazzi writes:
 > prompted by the previous message by Brian I started to look closer to
 > the code for the rejection method in gsl_ran_exppow. I confronted
 > the code with the original paper by Tadikamalla, and I noticed
 > some differences between the two. Then, I rewrote the code following
 > step-by-step the suggestion by Tadikamalla (ref. in my previous posts)
 > and I obtained a DRAMATIC improvement in performance!

Good. 

-- 
Brian Gough



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