Package jline.lang.processes

Class DMAP

  • All Implemented Interfaces:
    java.io.Serializable , jline.lang.Copyable 
    
public class DMAP
extends MarkovModulated implements Serializable

    A Discrete Markovian Arrival Process (DMAP). Unlike MAP (continuous-time), D0+D1 is a stochastic matrix (row sums = 1).

    • 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 DMAP rand()
      static DMAP rand(int order)
      Matrix D(int i) Gets the i-th matrix of the Markovian arrival process representation.
      double getMean() Mean inter-arrival time: pi * (I - D0)^{-1} * e
      double getVar() Variance: 2*pi*(I-D0)^{-2}*e - mean - mean^2
      double getSCV() Gets the squared coefficient of variation (SCV) of this distribution.
      Matrix getMu() Row sums of (I - D0).
      Array<double> sample(int n, Random random) Generates random samples from this distribution using the specified random generator.
      Array<double> sample(int n) Generates random samples from this distribution using default random generator.
      double getRate() Gets the rate of this distribution (inverse of mean).
      double evalCDF(double t) CDF(t) = 1 - pi * D0^floor(t) * e
      Matrix getTransitionMatrix() Embedded chain P = (I - D0)^{-1} * D1.
      long getNumberOfPhases() Gets the number of phases in this Markovian distribution.
      void normalize()
      MatrixCell getProcess() Gets the matrix representation of this Markovian process.
      String toString()
      boolean equals(Object obj)
      int hashCode()

      • Methods inherited from class jline.lang.processes.MarkovModulated

        evalACFT, getACFDecay

      • Methods inherited from class jline.lang.processes.Markovian

        acf, embedded, embeddedProb, evalCDF, evalLST, evalMeanT, evalVarT, getACF, getEmbedded, getEmbeddedProb, getIDC, getIDI, getInitProb, getMoments, getPhi, getSkewness, getSubgenerator, getVariance, idc, idi, initProb, mean, moments, mu, numPhases, numberOfPhases, phi, process, rate, 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

      • D

         Matrix D(int i)

        Gets the i-th matrix of the Markovian arrival process representation.

        Parameters:
        i - the matrix index (0 for D0, 1 for D1, etc.
        Returns:

        the matrix at index i

      • getMean

         double getMean()

        Mean inter-arrival time: pi * (I - D0)^{-1} * e

      • getVar

         double getVar()

        Variance: 2*pi*(I-D0)^{-2}*e - mean - mean^2

      • getSCV

         double getSCV()

        Gets the squared coefficient of variation (SCV) of this distribution. SCV = Var(X) / E[X]^2.

        Returns:

        the squared coefficient of variation

      • sample

         Array<double> sample(int n, Random random)

        Generates random samples from this distribution using the specified random generator.

        Parameters:
        n - the number of samples to generate
        random - the random number generator to use
        Returns:

        array of random samples

      • sample

         Array<double> sample(int n)

        Generates random samples from this distribution using default random generator.

        Parameters:
        n - the number of samples to generate
        Returns:

        array of random samples

      • getRate

         double getRate()

        Gets the rate of this distribution (inverse of mean).

        Returns:

        the rate value (1/mean)

      • evalCDF

         double evalCDF(double t)

        CDF(t) = 1 - pi * D0^floor(t) * e

      • getNumberOfPhases

         long getNumberOfPhases()

        Gets the number of phases in this Markovian distribution.

        Returns:

        the number of phases

      • getProcess

         MatrixCell getProcess()

        Gets the matrix representation of this Markovian process.

        Returns:

        MatrixCell containing D0, D1, ... matrices