Package jline.api.mam
Class Mmap2k_fit
java.lang.Object
jline.api.mam.Mmap2k_fit
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Nested Class Summary
Nested ClassesModifier and TypeClassDescriptionstatic final classResult of a fit: the MMAP and whether the closed form matched exactly. -
Method Summary
Modifier and TypeMethodDescriptionstatic Mmap2k_fit.Resultmmap2k_fit(double M1, double M2, double M3, double GAMMA, double[] P, double[] F, double[] B) Fits an MMAP(2,K) to the inter-arrival moments, the autocorrelation decay rate and the per-class probabilities, forward moments and backward moments.
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Method Details
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mmap2k_fit
public static Mmap2k_fit.Result mmap2k_fit(double M1, double M2, double M3, double GAMMA, double[] P, double[] F, double[] B) Fits an MMAP(2,K) to the inter-arrival moments, the autocorrelation decay rate and the per-class probabilities, forward moments and backward moments.- Parameters:
M1- first raw moment of the inter-arrival timesM2- second raw momentM3- third raw momentGAMMA- autocorrelation decay rateP- class probabilities, summing to oneF- first-order forward moments, with sum_c P[c] F[c] = M1B- first-order backward moments, with sum_c P[c] B[c] = M1
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