Package jline.api.moment

Class Moment_joint_central_from_tail

java.lang.Object
jline.api.moment.Moment_joint_central_from_tail
public final class Moment_joint_central_from_tail extends Object
Joint central moments from a joint survival array.

Composes the four edges that separate the two vertices, tail -> binomial -> factorial -> raw -> central, reading the means off the raw array. This is the whole path from a solver that produces survival probabilities (a closed queueing network through its normalizing constants, a CTMC through its stationary distribution, a simulator through a histogram) to the covariances and the higher central moments.

Reference: A. Heindl and A. van de Liefvoort. Moment conversions for discrete distributions. PMCCS, 2003, Section 4.

Since:
LINE 3.0

  • Method Details

    • moment_joint_central_from_tail

      public static double[] moment_joint_central_from_tail(double[] t, int[] dims)
      Converts a joint survival array into joint central moments.
      Parameters:
      t - flattened joint survival array in row-major order, covering the support, element 0 being 1
      dims - extents of the array, dims[j] = n_j+1, every dims[j] >= 2
      Returns:
      flattened joint central moments, same layout; the entry of multi-order e_j+e_l is the covariance of N_j and N_l