Package jline.api.mam

Class Dmap_distKt

  • All Implemented Interfaces:
    
public final class Dmap_distKt

    • Constructor Detail

    • Method Detail

      • dmap_geo_mul_sum

         final static Double dmap_geo_mul_sum(Matrix D0A, Matrix D1A, Matrix D0B, Matrix D1B, Integer L, Matrix alA, Matrix alB)

        Computes the joint PMF inner product of two D-MAPs via recursive discrete Lyapunov equations.

        Parameters:
        D0A - sub-stochastic matrix for non-arrival transitions of the first D-MAP
        D1A - arrival transition matrix of the first D-MAP
        D0B - sub-stochastic matrix for non-arrival transitions of the second D-MAP
        D1B - arrival transition matrix of the second D-MAP
        L - number of inter-arrival intervals (lag parameter)
        alA - stationary vector at arrivals of the first D-MAP
        alB - stationary vector at arrivals of the second D-MAP
        Returns:

        the inner product value (scalar)

      • dmap_dist

         final static Double dmap_dist(Matrix D0A, Matrix D1A, Matrix D0B, Matrix D1B, Integer L)

        Computes the squared L2 distance between lag-L joint PMFs of two D-MAPs.

        The stationary vectors at arrivals are computed internally.

        Parameters:
        D0A - sub-stochastic matrix for non-arrival transitions of the first D-MAP
        D1A - arrival transition matrix of the first D-MAP
        D0B - sub-stochastic matrix for non-arrival transitions of the second D-MAP
        D1B - arrival transition matrix of the second D-MAP
        L - lag parameter
        Returns:

        the squared L2 distance

      • dmap_dist

         final static Double dmap_dist(Matrix D0A, Matrix D1A, Matrix D0B, Matrix D1B, Integer L, Matrix alA, Matrix alB)

        Computes the squared L2 distance between lag-L joint PMFs of two D-MAPs.

        Parameters:
        D0A - sub-stochastic matrix for non-arrival transitions of the first D-MAP
        D1A - arrival transition matrix of the first D-MAP
        D0B - sub-stochastic matrix for non-arrival transitions of the second D-MAP
        D1B - arrival transition matrix of the second D-MAP
        L - lag parameter
        alA - stationary vector at arrivals of the first D-MAP
        alB - stationary vector at arrivals of the second D-MAP
        Returns:

        the squared L2 distance

      • dmap_geo_mul_sum_acf

         final static Double dmap_geo_mul_sum_acf(Matrix D0A, Matrix D1A, Matrix D0B, Matrix D1B, Matrix alA, Matrix alB)

        Computes the geometric sum for the discrete autocorrelation distance of two D-MAPs.

        Parameters:
        D0A - sub-stochastic matrix for non-arrival transitions of the first D-MAP
        D1A - arrival transition matrix of the first D-MAP
        D0B - sub-stochastic matrix for non-arrival transitions of the second D-MAP
        D1B - arrival transition matrix of the second D-MAP
        alA - stationary vector at arrivals of the first D-MAP
        alB - stationary vector at arrivals of the second D-MAP
        Returns:

        the geometric sum value (scalar)

      • dmap_dist_acf

         final static Double dmap_dist_acf(Matrix D0A, Matrix D1A, Matrix D0B, Matrix D1B)

        Computes the squared L2 distance between autocorrelation functions of two D-MAPs.

        The stationary vectors at arrivals are computed internally.

        Parameters:
        D0A - sub-stochastic matrix for non-arrival transitions of the first D-MAP
        D1A - arrival transition matrix of the first D-MAP
        D0B - sub-stochastic matrix for non-arrival transitions of the second D-MAP
        D1B - arrival transition matrix of the second D-MAP
        Returns:

        the squared L2 distance between ACFs

      • dmap_dist_acf

         final static Double dmap_dist_acf(Matrix D0A, Matrix D1A, Matrix D0B, Matrix D1B, Matrix alA, Matrix alB)

        Computes the squared L2 distance between autocorrelation functions of two D-MAPs.

        Uses geometric sums and discrete marginal moments, normalized by variances.

        Parameters:
        D0A - sub-stochastic matrix for non-arrival transitions of the first D-MAP
        D1A - arrival transition matrix of the first D-MAP
        D0B - sub-stochastic matrix for non-arrival transitions of the second D-MAP
        D1B - arrival transition matrix of the second D-MAP
        alA - stationary vector at arrivals of the first D-MAP
        alB - stationary vector at arrivals of the second D-MAP
        Returns:

        the squared L2 distance between ACFs