Package jline.api.mam

Class Maph2m_fitKt

  • All Implemented Interfaces:

    
    public final class Maph2m_fitKt
    
                        
    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description
    • Field Summary

      Fields 
      Modifier and Type Field Description
    • Constructor Summary

      Constructors 
      Constructor Description
    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
    • Method Summary

      Modifier and Type Method Description
      final static MatrixCell maph2m_fit(Double M1, Double M2, Double M3, Matrix P, Matrix B) Computes the second-order MAPHm fitting the given ordinary moments (of order up to three), the class probabilities (always fitted exactly) and the backward moments.
      final static Pair<MatrixCell, Matrix> maph2m_fit_multiclass(MatrixCell aph, Matrix P, Matrix B) Fits MAPH(2,m) for multiple classes given underlying APH(2), class probabilities, and backward moments.
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

    • Method Detail

      • maph2m_fit

         final static MatrixCell maph2m_fit(Double M1, Double M2, Double M3, Matrix P, Matrix B)

        Computes the second-order MAPHm fitting the given ordinary moments (of order up to three), the class probabilities (always fitted exactly) and the backward moments.

        Parameters:
        M1 - first moment of inter-arrival times
        M2 - second moment of inter-arrival times
        M3 - third moment of inter-arrival times
        P - class probabilities (row vector)
        B - first-order backward moments (column vector)
        Returns:

        fitted second-order MAPHm

      • maph2m_fit_multiclass

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

        Fits MAPH(2,m) for multiple classes given underlying APH(2), class probabilities, and backward moments.

        Parameters:
        aph - underlying APH(2) process
        P - class probabilities (row vector)
        B - backward moments (column vector)
        Returns:

        Pair of (fitted MAPH, fitted backward moments)