mmpp2_fit4.h File Reference

MMPP(2) matching mean, SCV, skewness and the lag-1 autocorrelation (matlab/lib/kpctoolbox/mmpp/mmpp2_fit4.m). More...

#include "line/api/mam/map_fit_detail.h"
#include "line/api/mam/map_moment.h"
#include "line/api/mam/map_transform.h"
#include "line/api/mam/mmpp2_fit2.h"
#include "line/api/mam/mmpp2_fit3.h"
#include "line/num/number.h"
#include "line/util/error.h"

Include dependency graph for mmpp2_fit4.h:

Go to the source code of this file.

Namespaces
namespace	line
namespace	line::mam

Functions
template<class T>
Mmpp2FitResult< T >	line::mam::mmpp2_fit4 (const T &mean, const T &scv, const T &skew, const T &acf1)
	MMPP(2) with the given mean, SCV, skewness and lag-1 autocorrelation.

Detailed Description

MMPP(2) matching mean, SCV, skewness and the lag-1 autocorrelation (matlab/lib/kpctoolbox/mmpp/mmpp2_fit4.m).

Same conversion as mmpp2_fit2 except that the autocorrelation is given at lag 1 rather than as the decay rate, so it is divided by the lag-0 autocorrelation rho0 = (1 - 1/scv)/2 first. skew = -1 is the sentinel that defers the choice of the third moment, which mmpp2_fit3 does not support; unlike MATLAB, which would pass E3 = -1 straight into the closed form and return a meaningless MAP, this port rejects it.

Gated on transcendental arithmetic through mmpp2_fit3.

Definition in file mmpp2_fit4.h.