Package jline.api.mam

Class Aph_bernsteinKt

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    • Method Summary

      Modifier and Type Method Description
      final static Pair<Matrix, Matrix> aph_bernstein(Function1<Double, Double> f, Integer order) Fits an Acyclic Phase-type distribution using Bernstein's approximationBased on: András Horváth, Enrico Vicario: Construction of Phase Type Distributions by Bernstein Exponentials.

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

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      • aph_bernstein

         final static Pair<Matrix, Matrix> aph_bernstein(Function1<Double, Double> f, Integer order)

        Fits an Acyclic Phase-type distribution using Bernstein's approximation

        Based on: András Horváth, Enrico Vicario: Construction of Phase Type Distributions by Bernstein Exponentials. EPEW 2023: 201-215.

        Parameters:
        f - Function handle for the density function f(x) to approximate
        order - Approximation order (e.g.
        Returns:

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