Package jline.lang.processes

Class Coxian

java.lang.Object
jline.lang.processes.Distribution
jline.lang.processes.ContinuousDistribution
jline.lang.processes.Markovian
jline.lang.processes.Coxian
All Implemented Interfaces:
Serializable, Copyable
Direct Known Subclasses:
Cox2
public class Coxian extends Markovian
A general Coxian distribution with n phases.
See Also:

  • Constructor Details

  • Method Details

    • fitCentral

      public static Coxian fitCentral(double mean, double var, double skew)

    • fitMeanAndSCV

      public static Coxian fitMeanAndSCV(double mean, double var, double skew)

    • fitMeanAndSCV

      public static Coxian fitMeanAndSCV(double mean, double SCV)

    • evalCDF

      public double evalCDF(double t)
      Description copied from class: Markovian
      Evaluates the cumulative distribution function at the given point.
      Overrides:
      evalCDF in class Markovian
      Parameters:
      t - the point at which to evaluate the CDF
      Returns:
      the CDF value at point t

    • evalLST

      public double evalLST(double s)
      Description copied from class: Distribution
      Evaluate the Laplace-Stieltjes Transform at s
      Overrides:
      evalLST in class Markovian
      Parameters:
      s - the Laplace domain variable
      Returns:
      the LST value at s

    • getMean

      public double getMean()
      Description copied from class: Markovian
      Gets the mean of this Markovian distribution.
      Overrides:
      getMean in class Markovian
      Returns:
      the mean value, or NaN if the process contains NaN values

    • getMu

      public Matrix getMu()
      Description copied from class: Markovian
      Gets the diagonal rate matrix containing the negative diagonal elements of D0.
      Overrides:
      getMu in class Markovian
      Returns:
      column vector of rates

    • getNumberOfPhases

      public long getNumberOfPhases()
      Description copied from class: Markovian
      Gets the number of phases in this Markovian distribution.
      Overrides:
      getNumberOfPhases in class Markovian
      Returns:
      the number of phases

    • getPhi

      public Matrix getPhi()
      Description copied from class: Markovian
      Gets the exit probability vector (phi).
      Overrides:
      getPhi in class Markovian
      Returns:
      column vector of exit probabilities for each phase

    • getRate

      public double getRate()
      Description copied from class: Distribution
      Gets the rate of this distribution (inverse of mean).
      Overrides:
      getRate in class Markovian
      Returns:
      the rate value (1/mean)

    • getSCV

      public double getSCV()
      Description copied from class: Distribution
      Gets the squared coefficient of variation (SCV) of this distribution. SCV = Var(X) / E[X]^2.
      Overrides:
      getSCV in class Markovian
      Returns:
      the squared coefficient of variation

    • getSkewness

      public double getSkewness()
      Description copied from class: Distribution
      Gets the skewness of this distribution. Skewness measures the asymmetry of the probability distribution.
      Overrides:
      getSkewness in class Markovian
      Returns:
      the skewness value

    • getVar

      public double getVar()
      Description copied from class: Distribution
      Gets the variance of this distribution. Computed as SCV * mean^2.
      Overrides:
      getVar in class Markovian
      Returns:
      the variance

    • sample

      public double[] sample(int n)
      Description copied from class: Distribution
      Generates random samples from this distribution using default random generator.
      Overrides:
      sample in class Markovian
      Parameters:
      n - the number of samples to generate
      Returns:
      array of random samples

    • sample

      public double[] sample(int n, Random random)
      Description copied from class: Distribution
      Generates random samples from this distribution using the specified random generator.
      Overrides:
      sample in class Markovian
      Parameters:
      n - the number of samples to generate
      random - the random number generator to use
      Returns:
      array of random samples

    • mean

      public double mean()
      Kotlin-style property alias for getMean()
      Overrides:
      mean in class Markovian

    • rate

      public double rate()
      Kotlin-style property alias for getRate()
      Overrides:
      rate in class Markovian

    • scv

      public double scv()
      Kotlin-style property alias for getSCV()
      Overrides:
      scv in class Markovian

    • skewness

      public double skewness()
      Kotlin-style property alias for getSkewness()
      Overrides:
      skewness in class Markovian

    • var

      public double var()
      Kotlin-style property alias for getVar()
      Overrides:
      var in class Markovian

    • mu

      public Matrix mu()
      Kotlin-style property alias for getMu()
      Overrides:
      mu in class Markovian

    • phi

      public Matrix phi()
      Kotlin-style property alias for getPhi()
      Overrides:
      phi in class Markovian

    • numberOfPhases

      public long numberOfPhases()
      Kotlin-style property alias for getNumberOfPhases()
      Overrides:
      numberOfPhases in class Markovian

    • numPhases

      public long numPhases()
      Kotlin-style property alias for getNumberOfPhases()
      Overrides:
      numPhases in class Markovian