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Improve algorithm for sampling Beta #1000

Merged
merged 11 commits into from
Sep 8, 2020
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Commits on Sep 6, 2020

  1. Implement Cheng algorithm for sampling Beta

    This should be faster than the gamma variate transformation we are currently
    using, and it seems to work better for parameters smaller than one.
    
    The algorithm is also used by the R language, however I did not consult their
    implementation in order to avoid licensing problems.
    
    Reference:
    
    R. C. H. Cheng (1978).
    Generating beta variates with nonintegral shape parameters.
    Communications of the ACM 21, 317-322.
    https://doi.org/10.1145/359460.359482
    vks committed Sep 6, 2020
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  3. Optimize struct size of Beta

    vks committed Sep 6, 2020
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  4. rand_distr: Fix benchmarks

    vks committed Sep 6, 2020
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  5. Add rand_distr benches to CI

    vks committed Sep 6, 2020
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  6. Fix CI script

    vks committed Sep 6, 2020
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  7. Fix Beta sampling algorithm

    vks committed Sep 6, 2020
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  8. Reduce code duplication

    vks committed Sep 6, 2020
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  9. Fix value stability tests

    vks committed Sep 6, 2020
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  10. Fix changelog

    vks committed Sep 6, 2020
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Commits on Sep 7, 2020

  1. More specific changelog

    vks committed Sep 7, 2020
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