--- a
+++ b/tests/test_permutation_entropy.py
@@ -0,0 +1,18 @@
+import numpy
+import unittest
+
+from pyeeg import permutation_entropy
+
+
+class PermutationEntropyTests(unittest.TestCase):
+    def test_permutation_entropy(self):
+        data = numpy.asarray([1, 2, 4, 5, 12, 3, 4, 5])
+
+        self.assertEqual(
+            permutation_entropy(data, 5, 1),
+            2.0
+        )
+
+
+if __name__ == '__main__':
+    unittest.main()