Class Mtrace_joint

java.lang.Object
jline.api.trace.Mtrace_joint

public final class Mtrace_joint extends Object
  • Method Details

    • mtrace_joint

      public static Matrix mtrace_joint(double[] T, int[] A, int[] i)
      Given a multi-class trace, computes the empirical class-dependent joint moments that estimate E[ ( X^(a)_j )^i(1) (X^(a)_(j+l) )^i(2) ] for all classes a.
      Parameters:
      T - the inter-event times
      A - the class of each event
      i - a vector specifying the power of each variable in the joint moment
      Returns:
      the joint moment of each class