mamap22_fit_gamma_fs.m

function MMAP = mamap22_fit_gamma_fs(M1, M2, M3, GAMMA, P, F, S)
% Performs approximate fitting of a MMAP given the underlying MAP,
% the class probabilities (always fitted exactly), the forward moments,
% and the one-step class transition probabilities.
% Input
% - M1,M2,M3: moments of the inter-arrival times
% - GAMMA: auto-correlation decay rate of the inter-arrival times
% - P: class probabilities
% - F: first-order forward moments
% - S: one-step class transition probabilities
% Output
% - mmap: fitted MAMAP[2]
 
if size(F,1) == 1
    F = F';
end
 
% fit underlying AMAP(2)
[~,MAPS] = amap2_fit_gamma(M1, M2, M3, GAMMA);
 
% If Poisson (1 state), try to convert to second-order process
% with constraint (h2 - h1*r2 = 0) for forward moment fitting
if length(MAPS) == 1 && size(MAPS{1}{1},1) == 1
    M2a = M2 * (1 + 1e-4);
    M3a = M3 * (M2a/M2)^(3/2);
    MAPS2 = amap2_fitall_gamma(M1, M2a, M3a, GAMMA);
    if ~isempty(MAPS2)
        for j = 1:length(MAPS2)
            MAPS2{j} = map_normalize(MAPS2{j});
        end
        MAPS = MAPS2;
    else
        MAP = MAPS{1};
        m = length(P);
        MMAP = cell(1,2+m);
        MMAP{1} = MAP{1};
        MMAP{2} = MAP{2};
        for c = 1:m
            MMAP{2+c} = MMAP{2} .* P(c);
        end
        return;
    end
end
 
% fit the MAMAP(2,m) using the underlying AMAP(2) form which produces the
% least error
MMAPS = cell(1,length(MAPS));
ERRORS = zeros(1,length(MAPS));
for j = 1:length(MAPS)
    [MMAPS{j},fF,fS] = mamap22_fit_fs_multiclass(MAPS{j}, P, F, S);
    ERRORS(j) = sum((fF(1)./F(1) - 1).^2) + sum((fS(1,1)./S(1,1) - 1).^2);
end
[~,BEST] = min(ERRORS);
 
MMAP = MMAPS{BEST};
 
end