Option variable
random_exp_algorithm
Default value: inverse
This is the selected algorithm for simulating random exponential variates. Implemented algorithms are inverse
, ahrens_cheng
and ahrens_dieter
inverse
, based on the general inverse method.
ahrens_cheng
, based on the fact that the Exp(m) random variable is equivalent to the Gamma(1,1/m). See for details.
ahrens_dieter
, based on algorithm described in Ahrens, J.H. and Dieter, U. (1972) Computer methods for sampling from the exponential and normal distributions. Comm, ACM, 15, Oct., 873-882.