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CdfFromPH.m
1% cdf = CdfFromPH(alpha, A, x)
2%
3% Returns the cummulative distribution function of a
4% continuous phase-type distribution.
5%
6% Parameters
7% ----------
8% alpha : matrix, shape (1,M)
9% The initial probability vector of the phase-type
10% distribution.
11% A : matrix, shape (M,M)
12% The transient generator matrix of the phase-type
13% distribution.
14% x : vector of doubles
15% The cdf will be computed at these points
16%
17% Returns
18% -------
19% cdf : column vector of doubles
20% The values of the cdf at the corresponding "x" values
21
22function cdf = CdfFromPH (alpha, A, x)
23
24 if ~exist('prec','var')
25 prec = 1e-14;
26 end
27
28 global BuToolsCheckInput;
29 if isempty(BuToolsCheckInput)
30 BuToolsCheckInput = true;
31 end
32
33 if BuToolsCheckInput && ~CheckPHRepresentation(alpha, A)
34 error('CdfFromPH: Input isn''t a valid PH distribution!');
35 end
36
37 cdf = CdfFromME (alpha, A, x);
38end
39