fj_xmax_2.h File Reference

Expected maximum of two independent, possibly unequal-rate exponentials. More...

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

Include dependency graph for fj_xmax_2.h:

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Namespaces
namespace	line
namespace	line::fj

Functions
template<class T>
T	line::fj::fj_xmax_2 (const T &lambda1, const T &lambda2)
	Expected maximum of two independent, possibly unequal-rate exponentials.
template<class T>
T	line::fj::fj_xmax_2 (const T &lambda)
	Equal-rate overload, matching MATLAB's single-argument call.

Detailed Description

Expected maximum of two independent, possibly unequal-rate exponentials.

Templated port of matlab/src/api/fj/fj_xmax_2.m, cross-checked against FJ_xmax.fj_xmax_2 in jar/src/main/java/jline/api/fj/FJ_xmax.java (identical).

Y_2^max = 1/lambda1 + 1/lambda2 - 1/(lambda1 + lambda2)

Rational, hence exact in the field. At lambda1 = lambda2 = mu it collapses to (3/2)/mu = H_2/mu, which is fj_xmax_exp at K = 2.

Definition in file fj_xmax_2.h.