Class APH

  • All Implemented Interfaces:
    java.io.Serializable , jline.lang.Copyable

    
    public class APH
    extends Markovian
                        

    An acyclic phase type distribution

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description
    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
    • Method Summary

      Modifier and Type Method Description
      static APH fit(double mean, double scv, double skew)
      static APH fitCentral(double mean, double var, double skew)
      static APH fitMeanAndSCV(double mean, double scv)
      static APH fitRawMoments(double m1, double m2, double m3) Fits an APH distribution from the first three raw moments.
      double evalLST(double s) Evaluate the Laplace-Stieltjes Transform at s
      Matrix getInitProb() Gets the initial probability vector.
      Matrix initProb() Kotlin-style property alias for getInitProb()
      Matrix evalCDFMatrix() Evaluates the CDF at default time points and returns as a Matrix.
      Matrix evalCDFMatrix(Array<double> timePoints) Evaluates the CDF at specified time points and returns as a Matrix.
      • Methods inherited from class jline.lang.processes.Markovian

        D, acf, embedded, embeddedProb, evalCDF, evalCDF, evalMeanT, evalVarT, getACF, getEmbedded, getEmbeddedProb, getIDC, getIDI, getMean, getMoments, getMu, getNumberOfPhases, getPhi, getProcess, getRate, getSCV, getSkewness, getSubgenerator, getVar, getVariance, idc, idi, mean, moments, mu, numPhases, numberOfPhases, phi, process, rate, sample, sample, scv, setMean, setProcess, setRate, skewness, subgenerator, var, variance
      • Methods inherited from class jline.lang.processes.Distribution

        evalProbInterval, getName, getNumParams, getParam, getSupport, isContinuous, isDisabled, isDiscrete, isImmediate, isMarkovian, name, numParams, param, setNumParams, setParam, support
      • Methods inherited from class jline.lang.Copyable

        copy
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Method Detail

      • fit

         static APH fit(double mean, double scv, double skew)
      • fitCentral

         static APH fitCentral(double mean, double var, double skew)
      • fitRawMoments

         static APH fitRawMoments(double m1, double m2, double m3)

        Fits an APH distribution from the first three raw moments.

        Parameters:
        m1 - First raw moment (mean)
        m2 - Second raw moment
        m3 - Third raw moment
        Returns:

        APH distribution fitted to the given moments

      • evalLST

         double evalLST(double s)

        Evaluate the Laplace-Stieltjes Transform at s

        Parameters:
        s - the Laplace domain variable
        Returns:

        the LST value at s

      • getInitProb

         Matrix getInitProb()

        Gets the initial probability vector.

        Returns:

        the initial probabilities

      • initProb

         Matrix initProb()

        Kotlin-style property alias for getInitProb()

      • evalCDFMatrix

         Matrix evalCDFMatrix()

        Evaluates the CDF at default time points and returns as a Matrix. Returns a matrix with [CDF_value, time] pairs (matching MATLAB format).

        Returns:

        Matrix with numPoints rows and 2 columns [CDF, time]

      • evalCDFMatrix

         Matrix evalCDFMatrix(Array<double> timePoints)

        Evaluates the CDF at specified time points and returns as a Matrix.

        Parameters:
        timePoints - Array of time points at which to evaluate the CDF
        Returns:

        Matrix with timePoints.length rows and 2 columns [CDF, time]