Package jline.api.mc

Class Smp_passage_time

java.lang.Object

jline.api.mc.Smp_passage_time

public final class Smp_passage_time
extends Object

Cumulative distribution and density of the SEMI-MARKOV first passage time, by inverting Smp_passage_lst through jline.api.lti.

There is no matrix-exponential route here: a semi-Markov chain has no generator to exponentiate, which is exactly the case uniformization does not reach and the transform does. That is the argument the paper makes for preferring transform inversion.

The inverter defaults to "euler" RATHER THAN "weeks". Semi-Markov passage densities are the case Sec. 4.2 singles out as slow-converging for a Laguerre series, and the Weeks scaling search then refuses by name rather than returning noise.

Method Summary

Modifier and Type	Method	Description
static PassageCurve	smp_passage_time(Matrix P, List<UnaryOperator<org.apache.commons.math3.complex.Complex>> hlst, Matrix pi0, int[] target, double[] tset)
static PassageCurve	smp_passage_time(Matrix P, List<UnaryOperator<org.apache.commons.math3.complex.Complex>> hlst, Matrix pi0, int[] target, double[] tset, String ltiMethod)

Methods inherited from class java.lang.Object

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

Method Details

smp_passage_time

public static PassageCurve smp_passage_time(Matrix P,
 List<UnaryOperator<org.apache.commons.math3.complex.Complex>> hlst,
 Matrix pi0,
 int[] target,
 double[] tset)

smp_passage_time

public static PassageCurve smp_passage_time(Matrix P,
 List<UnaryOperator<org.apache.commons.math3.complex.Complex>> hlst,
 Matrix pi0,
 int[] target,
 double[] tset,
 String ltiMethod)