Package jline.api.mam

Class Aph_bernstein

java.lang.Object

jline.api.mam.Aph_bernstein

public final class Aph_bernstein
extends Object

Method Summary

Modifier and Type	Method	Description
static Pair<Matrix,Matrix>	aph_bernstein(DoubleUnaryOperator f, int order)	Fits an Acyclic Phase-type distribution using Bernstein's approximation.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

aph_bernstein

public static Pair<Matrix,Matrix> aph_bernstein(DoubleUnaryOperator f,
 int order)

Fits an Acyclic Phase-type distribution using Bernstein's approximation. Based on: Andras Horvath, Enrico Vicario: Construction of Phase Type Distributions by Bernstein Exponentials. EPEW 2023: 201-215.

Parameters:

f - Function for the density f(x) to approximate

order - Approximation order

Returns:

Pair containing (D0, D1) matrices representing the APH distribution