algorithm for calculating CDF (default: PoissonAlgo.direct)
import mir.math.common: approxEqual; assert(3.poissonCDF(6.0).approxEqual(poissonPMF(0, 6.0) + poissonPMF(1, 6.0) + poissonPMF(2, 6.0) + poissonPMF(3, 6.0))); // Can compute directly with upper incomplete gamma function assert(3.poissonCDF!"gamma"(6.0).approxEqual(poissonCDF(3, 6.0))); // For large values of k or lambda, can approximate with normal distribution assert(1_000_000.poissonCDF!"approxNormal"(1_000_000.0).approxEqual(poissonCDF!"gamma"(1_000_000, 1_000_000.0), 10e-3)); // Or closer with continuity correction assert(1_000_000.poissonCDF!"approxNormalContinuityCorrection"(1_000_000.0).approxEqual(poissonCDF!"gamma"(1_000_000, 1_000_000.0), 10e-3));
Computes the poisson cumulative distrivution function (CDF).