Me_varKt

All Implemented Interfaces:


public final class Me_varKt

Nested Class Summary

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Field Summary

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Constructor Summary

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Enum Constant Summary

Enum Constants
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Method Summary

Modifier and Type	Method	Description
`final static Double`	`me_var(Matrix alpha, Matrix A)`	Computes the variance of a Matrix Exponential (ME) distribution.
`final static Double`	`me_var(MatrixCell ME)`	Computes the variance of a Matrix Exponential (ME) distribution using matrices stored in a MatrixCell.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
- Method Detail
  - me_var
```
 final static Double me_var(Matrix alpha, Matrix A)
```
    Computes the variance of a Matrix Exponential (ME) distribution.
    For an ME distribution with initial vector alpha and matrix parameter A, the variance is computed using the first two moments:
    m1 = -alpha * A^(-1) * e
    m2 = 2 * alpha * A^(-2) * e
    variance = m2 - m1^2
    Parameters:
    
    alpha - The initial vector of the ME distribution
    
    A - The matrix parameter of the ME distribution
    
    Returns:
    
    The variance of the ME distribution
  - me_var
```
 final static Double me_var(MatrixCell ME)
```
    Computes the variance of a Matrix Exponential (ME) distribution using matrices stored in a MatrixCell.
    This is a convenience method that computes the variance using the process representation.
    
    Parameters:
    
    ME - The Matrix Exponential distribution stored in a MatrixCell
    
    Returns:
    
    The variance of the ME distribution