Package jline.api.mc
package jline.api.mc
Markov Chain analysis algorithms.
This package provides fundamental algorithms for analyzing discrete and continuous-time Markov chains, including steady-state and transient analysis.
- Since:
- LINE 2.0
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ClassesClassDescriptionOutcome of a BiCGSTAB solve.Transient distribution of a fast adaptive uniformization sweep, together with the diagnostics that make its error auditable.Poisson weights on the Fox-Glynn truncation window.Outcome of a GMRES solve.Mean time to reach any state in a target set from each state of a CTMC.Result of ctmc_multi computation.Laplace-Stieltjes transform of the first passage time into a target state set: L(s) = alpha (sI-S)^-1 s0 + atom.Moments of order 1..nmax of the first passage time into a target state set.Phase-type representation of the first passage time into a target STATE SET.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.CTMC random generator matrix construction.Saddlepoint approximation of Pr{N(t)=k} for the counting process of a MAP.Perron root of A(theta) with its first two derivatives in theta and the amplitude of the Perron projection between pi0 and 1.Result of a saddlepoint evaluation, one entry per (t,k) pair.Solve reducible CTMCs via direct block decomposition on the generator matrix.Result of full reducible CTMC solve.Reachability-based CTMC state space generation for FJ tag-augmented structs (ModelAdapter.fjtag).CTMC State Space Generator for Reachability Analysis.Sensitivity of the transient distribution of a CTMC to a scalar parameter.Distribution and its sensitivity on the integrator's accepted grid.The phase-type form of a first passage time into a target state set.Result data class for CTMC SSG reachability analysisDTMC random transition matrix generation.Result class for DTMC solve reducible.Stochastic complement together with the blocks it was built from.Result class for DTMC uniformization analysis containing the probability vector and maximum iterations used.A passage-time law on a time grid.Per-source and initial-law-weighted passage-time moments.Laplace-Stieltjes transform of the first passage time into a target state set for a SEMI-MARKOV chain.Moments of order 1..nmax of the first passage time into a target state set for a SEMI-MARKOV chain with embedded transition matrix P.Cumulative distribution and density of the SEMI-MARKOV first passage time, by inverting
Smp_passage_lstthroughjline.api.lti.