org.jquantlib.math.distributions

Class PoissonDistribution

java.lang.Object

org.jquantlib.math.distributions.PoissonDistribution

All Implemented Interfaces:

Ops.IntToDouble

public class PoissonDistribution
extends java.lang.Object
implements Ops.IntToDouble

Normal distribution function

Given an integer , it returns its probability in a Poisson distribution.

Constructor Summary

Constructors

Constructor and Description
PoissonDistribution(double mu) PoissonDistribution constructor

Method Summary

Modifier and Type	Method and Description
double	op(int k)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

PoissonDistribution

public PoissonDistribution(double mu)

PoissonDistribution constructor

Initialize the mean value

Parameters:

the - mean value

Method Detail

op

public double op(int k)

PoissonDistribution evaluation

Compute the Poisson Distribution with input and .

Specified by:

op in interface Ops.IntToDouble

Parameters:

k -

Returns:

Math.exp(k*Math.log(mu_) - logFactorial - mu_)