map_pdf.h File Reference

Probability density of the inter-arrival time of a MAP. More...

#include <cstddef>
#include <vector>
#include "line/api/mam/map_moment.h"
#include "line/num/number.h"
#include "line/util/error.h"
#include "line/util/expm.h"
#include "line/util/linalg.h"
#include "line/util/matrix.h"

Include dependency graph for map_pdf.h:

Go to the source code of this file.

Namespaces
namespace	line
namespace	line::mam

Functions
template<class T>
std::vector< T >	line::mam::map_pdf (const Map< T > &m, const std::vector< T > &tset)
	Probability density of the inter-arrival time at the given points.

Detailed Description

Probability density of the inter-arrival time of a MAP.

Templated port of matlab/lib/kpctoolbox/map/map_pdf.m. Conditional on the phase pie seen by an arrival the inter-arrival time is phase-type with representation (pie, D0), so f(t) = pie exp(D0 t) (-D0) e. The JAR has no counterpart of this function.

ARITHMETIC: exp(D0 t) is a tolerance-controlled approximation, so this requires transcendental arithmetic; pie itself is exact.

Definition in file map_pdf.h.