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

Direct Known Subclasses:

Cox2

public class Coxian
extends Markovian

A general Coxian distribution with n phases.

See Also:

• Serialized Form

Field Summary

Fields inherited from class jline.lang.processes.Markovian

nPhases, process

Fields inherited from class jline.lang.processes.Distribution

immediate, mean, name, numParam, params, support

Constructor Summary

Constructors

Constructor	Description
Coxian(List<Double> mu0, List<Double> phi0)
Coxian(Matrix mu0, Matrix phi0)

Method Summary

Modifier and Type	Method	Description
double	evalCDF(double t)
double	evalLST(double s)
static Coxian	fitCentral(double mean, double var, double skew)
static Coxian	fitMeanAndSCV(double mean, double SCV)
static Coxian	fitMeanAndSCV(double mean, double var, double skew)
double	getMean()
Matrix	getMu()
long	getNumberOfPhases()
Matrix	getPhi()
double	getRate()
double	getSCV()
double	getSkewness()
double	getVar()
double[]	sample(int n)
double[]	sample(int n, Random random)

Methods inherited from class jline.lang.processes.Markovian

D, evalCDF, evalMeanT, evalVarT, getACF, getEmbedded, getEmbeddedProb, getIDC, getIDI, getInitProb, getMoments, getProcess, getSubgenerator, getVariance, setMean, setProcess, setRate

Methods inherited from class jline.lang.processes.Distribution

evalProbInterval, getName, getNumParams, getParam, getSupport, isContinuous, isDisabled, isDiscrete, isImmediate, setNumParams, setParam

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

Coxian

public Coxian(Matrix mu0,
 Matrix phi0)

Coxian

public Coxian(List<Double> mu0,
 List<Double> phi0)

Method Details

fitMeanAndSCV

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

fitCentral

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

fitMeanAndSCV

public static Coxian fitMeanAndSCV(double mean,
 double SCV)

sample

public double[] sample(int n)

Overrides:

sample in class Markovian

sample

public double[] sample(int n,
 Random random)

Overrides:

sample in class Markovian

getMean

public double getMean()

Overrides:

getMean in class Markovian

getRate

public double getRate()

Overrides:

getRate in class Markovian

getSCV

public double getSCV()

Overrides:

getSCV in class Markovian

getVar

public double getVar()

Overrides:

getVar in class Markovian

getSkewness

public double getSkewness()

Overrides:

getSkewness in class Markovian

evalCDF

public double evalCDF(double t)

Overrides:

evalCDF in class Markovian

evalLST

public double evalLST(double s)

Overrides:

evalLST in class Markovian

getNumberOfPhases

public long getNumberOfPhases()

Overrides:

getNumberOfPhases in class Markovian

getMu

public Matrix getMu()

Overrides:

getMu in class Markovian

getPhi

public Matrix getPhi()

Overrides:

getPhi in class Markovian