Re: [Boost-users] Generating Multinomial Random Numbers

Subject: Re: [Boost-users] Generating Multinomial Random Numbers
From: Stephan Kitchovitch (sk490_at_[hidden])
Date: 2011-02-11 10:16:57

Thanks Steven,

> The binomial_distribution implementation in the current release is very
slow for large n.
> I've written a replacement that should be reasonably fast.  It will be
released in 1.47.

Do you know for roughly what range of n the binomial_distribution provided
becomes very slow? It would be useful to know whether computing for, say, n
approx. 10 or 100 would be efficient.
I need to generate from a multinomial for a stochastic simulation. n is
unlikely to be very large, however this generation (as well as some based on
the gamma distribution) will need to be done at every time step and
thousands of simulations would need to be executed. For this reason I would
like to make this generation step as efficient as possible.

Will it be a while before version 1.47 is released?
 
Cheers,
Stephan