Package jline.api.mam

Class Map_anfitKt

  • All Implemented Interfaces:
    
public final class Map_anfitKt

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    • Method Summary

      Modifier and Type Method Description
      final static MatrixCell map_anfit(Double ls, Double rho, Double H, Integer n, Integer ds, DoubleArray SA, IntArray SAlags, Integer iter_max, Double iter_tol) Fits a Markovian Arrival Process (MAP) using the Andersen-Nielsen algorithm.

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

    • Constructor Detail

    • Method Detail

      • map_anfit

         final static MatrixCell map_anfit(Double ls, Double rho, Double H, Integer n, Integer ds, DoubleArray SA, IntArray SAlags, Integer iter_max, Double iter_tol)

        Fits a Markovian Arrival Process (MAP) using the Andersen-Nielsen algorithm.

        The algorithm constructs a MAP by superposing ds Interrupted Poisson Process (IPP) components whose parameters are calibrated from the counting process statistics: mean arrival rate ls, lag-1 autocorrelation rho, and Hurst parameter H. The number of time scales n controls the geometric spacing of transition rates.

        When SA and SAlags are provided, a least-square optimization step refines the IPP parameters to match the specified autocorrelation coefficients of the inter-arrival times.

        Parameters:
        ls - mean arrival rate of the counting process
        rho - lag-1 autocorrelation of the counting process
        H - Hurst coefficient of the counting process (0.
        n - number of time scales to be modeled
        ds - number of IPP components to be used in the superposition
        SA - autocorrelation coefficients of inter-arrival times to match (null if no LSQ fit)
        SAlags - lag indices corresponding to SA (null if no LSQ fit)
        iter_max - maximum number of iterations for the optimizer (default 100)
        iter_tol - convergence tolerance for the optimizer (default 1e-9)
        Returns:

        a MatrixCell containing the fitted MAP transition matrices (D0, D1)