Package jline.api.mam

Class Maph2m_fit

java.lang.Object

jline.api.mam.Maph2m_fit

public final class Maph2m_fit
extends Object

Method Summary

Modifier and Type	Method	Description
static MatrixCell	maph2m_fit(double M1, double M2, double M3, Matrix P, Matrix B)	Computes the second-order MAPH[m] fitting the first three moments, the class probabilities (always fitted exactly) and the first-order backward moments.
static Pair<MatrixCell,Matrix>	maph2m_fit_multiclass(MatrixCell aph, Matrix P, Matrix B)	Convenience overload with unit class weights.
static Pair<MatrixCell,Matrix>	maph2m_fit_multiclass(MatrixCell aph, Matrix P, Matrix B, double[] classWeights)	Marks a canonical acyclic APH(2) so that the class probabilities are matched exactly and the backward moments as closely as possible.

Methods inherited from class java.lang.Object

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

Method Details

maph2m_fit

public static MatrixCell maph2m_fit(double M1,
 double M2,
 double M3,
 Matrix P,
 Matrix B)

Computes the second-order MAPH[m] fitting the first three moments, the class probabilities (always fitted exactly) and the first-order backward moments.

Parameters:

M1 - first moment of the inter-arrival times

M2 - second moment of the inter-arrival times

M3 - third moment of the inter-arrival times

P - class probabilities

B - first-order backward moments

Returns:

the fitted MAPH(2,m) as {D0, D1, D11, ..., D1m}

maph2m_fit_multiclass

public static Pair<MatrixCell,Matrix> maph2m_fit_multiclass(MatrixCell aph,
 Matrix P,
 Matrix B)

Convenience overload with unit class weights.

maph2m_fit_multiclass

public static Pair<MatrixCell,Matrix> maph2m_fit_multiclass(MatrixCell aph,
 Matrix P,
 Matrix B,
 double[] classWeights)

Marks a canonical acyclic APH(2) so that the class probabilities are matched exactly and the backward moments as closely as possible.

Parameters:

aph - underlying APH(2) in canonical acyclic form

P - class probabilities

B - target first-order backward moments

classWeights - per-class weights in the objective (null for unit weights)

Returns:

the fitted MAPH and the backward moments it realizes