Package jline.api.mam

Class Aph_fitKt

  • All Implemented Interfaces:
    
public final class Aph_fitKt

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    • Method Summary

      Modifier and Type Method Description
      final static MatrixCell aph_fit(Double e1, Double e2, Double e3, Integer nmax) Fits an acyclic phase-type (APH) distribution to the given moments of a random variable.
      final static MatrixCell aph_fit(Double e1, Double e2, Double e3) Fits an acyclic phase-type (APH) distribution to the given moments of a random variable.

      • Methods inherited from class java.lang.Object

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

    • Constructor Detail

    • Method Detail

      • aph_fit

         final static MatrixCell aph_fit(Double e1, Double e2, Double e3, Integer nmax)

        Fits an acyclic phase-type (APH) distribution to the given moments of a random variable.

        This method approximates a random variable with an APH distribution, characterized by the first three moments: the mean (e1), the second moment (e2), and the third moment (e3). The APH distribution is represented as a MAP with two matrices: D0 and D1. If the second or third moment is infinite, the method defaults to fitting an exponential MAP.

        The method iteratively tries to find an appropriate order n for the APH distribution up to a maximum order nmax. The order determines the number of phases in the distribution. If the moments cannot be matched exactly within the given nmax, an approximate solution is returned.

        Parameters:
        e1 - the first moment (mean) of the distribution
        e2 - the second moment of the distribution
        e3 - the third moment of the distribution
        nmax - the maximum number of phases to consider in the APH distribution
        Returns:

        a MatrixCell containing the transition matrices D0 and D1 of the fitted APH distribution

      • aph_fit

         final static MatrixCell aph_fit(Double e1, Double e2, Double e3)

        Fits an acyclic phase-type (APH) distribution to the given moments of a random variable.

        This method approximates a random variable with an APH distribution, characterized by the first three moments: the mean (e1), the second moment (e2), and the third moment (e3). The APH distribution is represented as a MAP with two matrices: D0 and D1. If the second or third moment is infinite, the method defaults to fitting an exponential MAP.

        This version of the method uses a default maximum order of 10 for the APH distribution.

        Parameters:
        e1 - the first moment (mean) of the distribution
        e2 - the second moment of the distribution
        e3 - the third moment of the distribution
        Returns:

        a MatrixCell containing the transition matrices D0 and D1 of the fitted APH distribution