Cumulative Poisson distribution function. More...
#include <ql/math/distributions/poissondistribution.hpp>
Inherits unary_function< Real, Real >.
Public Member Functions | |
CumulativePoissonDistribution (Real mu) | |
Real | operator() (BigNatural k) const |
Cumulative Poisson distribution function.
This function provides an approximation of the integral of the Poisson distribution.
For this implementation see "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6