/*
 Copyright (C) 2007 Dominik Holenstein

 This source code is release under the BSD License.

 This file is part of JQuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://jquantlib.org/

 JQuantLib is free software: you can redistribute it and/or modify it
 under the terms of the JQuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

 JQuantLib is based on QuantLib. http://quantlib.org/
 When applicable, the original copyright notice follows this notice.
 */

package org.jquantlib.testsuite.math.distributions;

import static org.junit.Assert.fail;

import org.jquantlib.QL;
import org.jquantlib.math.distributions.PoissonDistribution;
import org.junit.Test;


/**
 *
 * @author Dominik Holenstein
 *
 */
public class PoissonNormalTest {

    public PoissonNormalTest() {
        QL.info("::::: "+this.getClass().getSimpleName()+" :::::");
    }

    @Test
    public void testPoissonDistribution() {

        // Expected values with n = 15 trials and mean = 0.5
        final double[]testvalues = {	0.6065306597126334,
                0.30326532985632,
                0.07581633246408,
                0.01263605541068,
                0.0015795069263349827,
                1.579506926334980E-4,
                1.316255771945820E-5,
                9.401826942470140E-7,
                5.876141839043840E-8,
                3.26452324391324E-9,
                1.63226162195662E-10,
                7.419371008893730E-12,
                3.09140458703905E-13,
                1.18900176424579E-14,
                4.246434872306390E-16,
        };

        final double mu = 0.5; 		   // mu = mean
        final int n = testvalues.length; // n = number of trials

        final PoissonDistribution poissondist = new PoissonDistribution(mu);

        for(int i=0;i tolerance){
                fail("expected: " +  expected + " but was: " + computed);
            }
        }
    }
}