Package jline.api.mc

Class Ctmc_accumulated

java.lang.Object

jline.api.mc.Ctmc_accumulated

public final class Ctmc_accumulated
extends Object

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final class	Ctmc_accumulated.Result	Outcome: L and piT have one row per time point; kmax is the deepest truncation.

Method Summary

Modifier and Type	Method	Description
static Ctmc_accumulated.Result	ctmc_accumulated(Matrix pi0, Matrix Q, double t)
static Ctmc_accumulated.Result	ctmc_accumulated(Matrix pi0, Matrix Q, double[] t)
static Ctmc_accumulated.Result	ctmc_accumulated(Matrix pi0, Matrix Q, double[] t, double tol, int maxiter)

Methods inherited from class java.lang.Object

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

Method Details

ctmc_accumulated

public static Ctmc_accumulated.Result ctmc_accumulated(Matrix pi0,
 Matrix Q,
 double[] t)

ctmc_accumulated

public static Ctmc_accumulated.Result ctmc_accumulated(Matrix pi0,
 Matrix Q,
 double t)

ctmc_accumulated

public static Ctmc_accumulated.Result ctmc_accumulated(Matrix pi0,
 Matrix Q,
 double[] t,
 double tol,
 int maxiter)

Parameters:

pi0 - initial distribution (n entries)

Q - infinitesimal generator

t - nonempty, finite, nonnegative, nondecreasing time points

tol - truncation tolerance (<= 0 selects 1e-12)

maxiter - cap on the truncation depth per segment (<= 0 for the max(100, ceil(qh+10*sqrt(qh)+20)) rule of Ctmc_uniformization)