Package jline.api.mam

Class Dph_from_dist

java.lang.Object

jline.api.mam.Dph_from_dist

public final class Dph_from_dist
extends Object

Exact discrete phase-type representation of a lattice-valued law.

Returns (alpha, A) with P[X=k] = alpha*A^(k-1)*a, a = e - A*e, k = 1,2,..., measuring X in slots. Geometric, Det and DiscreteUniform are represented EXACTLY, not moment-matched: a fitted surrogate would leave the lattice the caller relies on, so any other family is an error here.

MATLAB twin: dph_from_dist.m

Method Summary

Modifier and Type	Method	Description
static Pair<Matrix,Matrix>	dph_from_dist(ProcessType procType, double meanSlots, double scv)

Methods inherited from class java.lang.Object

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

Method Details

dph_from_dist

public static Pair<Matrix,Matrix> dph_from_dist(ProcessType procType,
 double meanSlots,
 double scv)

Parameters:

procType - process type, one of GEOMETRIC, DET, DUNIFORM

meanSlots - mean of the law expressed in slots

scv - squared coefficient of variation, used by DUNIFORM only

Returns:

(alpha, A), the initial vector and the transient matrix