Package org.jquantlib.math.distributions

Examples of org.jquantlib.math.distributions.MoroInverseCumulativeNormal.op()


        for (final double[] normalTestvalue : normal_testvalues) {
            final double x_position = normalTestvalue[0];
            final double tolerance = 15.0e-3;//(Math.abs(x_position)<3.01) ? 1.0e-15: 1.0e-10;

            final double normal_expected = normalTestvalue[1];
            final double computed_normal = icn.op(x_position);
            if (Math.abs(normal_expected - computed_normal) > tolerance) {
                fail("x_position " + x_position + " normal_expected: "
                        + normal_expected + " normal_computed: "
                        + computed_normal);
            }
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