Package jline.api.mam

Class Mmap_mixture_fit

java.lang.Object

jline.api.mam.Mmap_mixture_fit

public final class Mmap_mixture_fit
extends Object

Port of m3a mmap_mixture_fit.m: an MMAP[m] built as a mixture of m^2 APH(2) components, one per (last class, next class) pair.

Component (i,j) carries the inter-arrival law conditioned on the previous arrival being of class i and the next of class j, fitted by aph2_fit to the cross moments M1..M3(i,j). On absorption of component (i1,j1) an arrival of class j1 is emitted and the process restarts in component (j1,j2) with probability P2(i1,j1,j2)/sum_h P2(i1,j1,h), so the two-step class transition probabilities P2 are retained.

Method Summary

Modifier and Type	Method	Description
static Ret.mamMMAPMixtureFit	mmap_mixture_fit(double[][][] P2, Matrix M1, Matrix M2, Matrix M3)	Fits the order-2 mixture.
static Ret.mamMMAPMixtureFit	mmap_mixture_fit(Object P2, Matrix M1, Matrix M2, Matrix M3)	Overload accepting P2 as a boxed array (Mmap_sigma2.mmap_sigma2(jline.util.matrix.MatrixCell)) or as a MatrixCell whose cell i holds P2(i,:,:) (Mmap_sigma2.mmap_sigma2_cell(jline.util.matrix.MatrixCell)).

Methods inherited from class java.lang.Object

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

Method Details

mmap_mixture_fit

public static Ret.mamMMAPMixtureFit mmap_mixture_fit(double[][][] P2,
 Matrix M1,
 Matrix M2,
 Matrix M3)

Fits the order-2 mixture.

Parameters:

P2 - two-step class transition probabilities P2[i][j][h] as returned by Mmap_sigma2.mmap_sigma2(jline.util.matrix.MatrixCell)

M1 - first cross moments, M1(i,j) = E[T | last class i, next class j]

M2 - second cross moments

M3 - third cross moments

Returns:

the fitted MMAP and the APH(2) component of each class pair

mmap_mixture_fit

public static Ret.mamMMAPMixtureFit mmap_mixture_fit(Object P2,
 Matrix M1,
 Matrix M2,
 Matrix M3)

Overload accepting P2 as a boxed array (Mmap_sigma2.mmap_sigma2(jline.util.matrix.MatrixCell)) or as a MatrixCell whose cell i holds P2(i,:,:) (Mmap_sigma2.mmap_sigma2_cell(jline.util.matrix.MatrixCell)).