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CdfFromDPH.m
1% cdf = CdfFromDPH(alpha, A, x, prec)
2%
3% Returns the cummulative distribution function of a
4% discrete phase-type distribution.
5%
6% Parameters
7% ----------
8% alpha : matrix, shape (1,M)
9% The initial probability vector of the discrete phase-
10% type distribution.
11% A : matrix, shape (M,M)
12% The transition probability matrix of the discrete phase-
13% type distribution.
14% x : vector of non-negative integers
15% The cdf will be computed at these points
16% prec : double, optional
17% Numerical precision to check if the input DPH
18% distribution is valid. The default value is 1e-14.
19%
20% Returns
21% -------
22% cdf : column vector of doubles
23% The probabilities that the discrete phase type
24% distributed random variable is less or equal to the
25% corresponding "x" values
26%
27
28function cdf = CdfFromDPH (alpha, A, x)
29
30 global BuToolsCheckInput;
31 if isempty(BuToolsCheckInput)
32 BuToolsCheckInput = true;
33 end
34
35 if BuToolsCheckInput && ~CheckDPHRepresentation(alpha, A)
36 error('CdfFromDPH: Input isn''t a valid PH distribution!');
37 end
38
39 cdf = CdfFromMG (alpha, A, x);
40end
41