Package jline.api.mam

Class Mmpp2_fit

java.lang.Object

jline.api.mam.Mmpp2_fit

public final class Mmpp2_fit
extends Object

Method Summary

Modifier and Type	Method	Description
static MatrixCell	mmpp2_fit(double E1, double E2, double E3, double G2)	Fits a 2-phase Markov modulated Poisson process (MMPP(2)) to the first three moments E1, E2, E3 and the autocorrelation decay rate G2 = rho(k+1)/rho(k).
static double	mmpp2_fit_mu00(double E1, double E2, double E3, double G2)	Closed-form mu00 (arrival rate in the first environment state) of the MMPP(2) matching (E1, E2, E3, G2).
static double	mmpp2_fit_mu11(double E1, double E2, double E3, double G2)	Closed-form mu11 (arrival rate in the second environment state) of the MMPP(2) matching (E1, E2, E3, G2).
static double	mmpp2_fit_q01(double E1, double E2, double E3, double G2)	Closed-form q01 (environment transition rate out of the first state) of the MMPP(2) matching (E1, E2, E3, G2).
static double	mmpp2_fit_q10(double E1, double E2, double E3, double G2)	Closed-form q10 (environment transition rate out of the second state) of the MMPP(2) matching (E1, E2, E3, G2).

Methods inherited from class java.lang.Object

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

Method Details

mmpp2_fit_mu00

public static double mmpp2_fit_mu00(double E1,
 double E2,
 double E3,
 double G2)

Closed-form mu00 (arrival rate in the first environment state) of the MMPP(2) matching (E1, E2, E3, G2). Transcribed from matlab/lib/kpctoolbox/mmpp/mmpp2_fit3.m, whose closed form is exact: the fitted MAP reproduces E1, E2, E3 and the decay rate G2 = rho(k+1)/rho(k) identically (verified symbolically in SageMath). SQ is the square root of the discriminant shared by the four rates.

mmpp2_fit_mu11

public static double mmpp2_fit_mu11(double E1,
 double E2,
 double E3,
 double G2)

Closed-form mu11 (arrival rate in the second environment state) of the MMPP(2) matching (E1, E2, E3, G2). Transcribed from matlab/lib/kpctoolbox/mmpp/mmpp2_fit3.m, whose closed form is exact: the fitted MAP reproduces E1, E2, E3 and the decay rate G2 = rho(k+1)/rho(k) identically (verified symbolically in SageMath). SQ is the square root of the discriminant shared by the four rates.

mmpp2_fit_q01

public static double mmpp2_fit_q01(double E1,
 double E2,
 double E3,
 double G2)

Closed-form q01 (environment transition rate out of the first state) of the MMPP(2) matching (E1, E2, E3, G2). Transcribed from matlab/lib/kpctoolbox/mmpp/mmpp2_fit3.m, whose closed form is exact: the fitted MAP reproduces E1, E2, E3 and the decay rate G2 = rho(k+1)/rho(k) identically (verified symbolically in SageMath). SQ is the square root of the discriminant shared by the four rates.

mmpp2_fit_q10

public static double mmpp2_fit_q10(double E1,
 double E2,
 double E3,
 double G2)

Closed-form q10 (environment transition rate out of the second state) of the MMPP(2) matching (E1, E2, E3, G2). Transcribed from matlab/lib/kpctoolbox/mmpp/mmpp2_fit3.m, whose closed form is exact: the fitted MAP reproduces E1, E2, E3 and the decay rate G2 = rho(k+1)/rho(k) identically (verified symbolically in SageMath). SQ is the square root of the discriminant shared by the four rates.

mmpp2_fit

public static MatrixCell mmpp2_fit(double E1,
 double E2,
 double E3,
 double G2)

Fits a 2-phase Markov modulated Poisson process (MMPP(2)) to the first three moments E1, E2, E3 and the autocorrelation decay rate G2 = rho(k+1)/rho(k).