fj_cox_fit.h File Reference

Two-stage Coxian fit of a mean and a squared coefficient of variation. More...

#include <cmath>
#include "line/api/fj/fj_types.h"
#include "line/num/number.h"
#include "line/util/error.h"

Include dependency graph for fj_cox_fit.h:

Go to the source code of this file.

Classes
struct	line::fj::FJCoxFitResult< T >
	[mu1, mu2, q, kmin, kmax] of fj_cox_fit. More...

Namespaces
namespace	line
namespace	line::fj

Functions
template<class T>
FJCoxFitResult< T >	line::fj::fj_cox_fit (const T &m1, const T &c2)
	Two-stage Coxian fit of a mean and a squared coefficient of variation.

Detailed Description

Two-stage Coxian fit of a mean and a squared coefficient of variation.

Templated port of matlab/src/api/fj/fj_cox_fit.m.

Marie's balanced-stage condition 1/mu1 = q/mu2 closes the system of two moment equations in three unknowns and gives

mu1 = 2 mu, q = 1/(2 c2), mu2 = 2 mu q = mu/c2,

which needs q <= 1, hence c2 >= 0.5. The Erlang stage count representing the same target is bracketed by ceil(1/c2) <= k <= floor(1/c2) + 1.

Definition in file fj_cox_fit.h.