Package jline.api.mc

Class Ctmc_passage_time

java.lang.Object

jline.api.mc.Ctmc_passage_time

public final class Ctmc_passage_time
extends Object

Cumulative distribution and density of the first passage time into a target state set: F(t) = 1 - alpha exp(St) 1 and f(t) = alpha exp(St) s0.

The method is "expm" (default) or "lt". The transform route exists for chains whose non-target block is too large for a dense exp(St), NOT because it needs fewer time points: every Abate-Whitt inverter places its nodes at s = beta/t, so a grid of T points costs T*|beta| solves. On a small chain "expm" is both faster and more accurate, which is why it is the default.

Reference: P. G. Harrison and W. J. Knottenbelt, "Passage Time Distributions in Large Markov Chains", 2002.

Method Summary

Modifier and Type	Method	Description
static PassageCurve	ctmc_passage_time(Matrix Q, Matrix pi0, int[] target, double[] tset)
static PassageCurve	ctmc_passage_time(Matrix Q, Matrix pi0, int[] target, double[] tset, String method, String ltiMethod)

Methods inherited from class java.lang.Object

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

Method Details

ctmc_passage_time

public static PassageCurve ctmc_passage_time(Matrix Q,
 Matrix pi0,
 int[] target,
 double[] tset)

ctmc_passage_time

public static PassageCurve ctmc_passage_time(Matrix Q,
 Matrix pi0,
 int[] target,
 double[] tset,
 String method,
 String ltiMethod)