DOC: add reference to poisson rng

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jjdmol · Jun 13, 2016 · 69fb4f1 · 69fb4f1
1 parent 9d3f475
commit 69fb4f1
Showing 1 changed file with 5 additions and 0 deletions.
diff --git a/numpy/random/mtrand/distributions.c b/numpy/random/mtrand/distributions.c
@@ -500,6 +500,11 @@ long rk_poisson_mult(rk_state *state, double lam)
     }
 }
 
+/*
+ * The transformed rejection method for generating Poisson random variables
+ * W. Hoermann
+ * Insurance: Mathematics and Economics 12, 39-45 (1993)
+ */
 #define LS2PI 0.91893853320467267
 #define TWELFTH 0.083333333333333333333333
 long rk_poisson_ptrs(rk_state *state, double lam)