Package jline.lang.processes

Class HyperExp

java.lang.Object

jline.lang.processes.Distribution

jline.lang.processes.ContinuousDistribution

jline.lang.processes.Markovian

jline.lang.processes.HyperExp

All Implemented Interfaces:

Serializable

public class HyperExp
extends Markovian
implements Serializable

A hyper-exponential distribution.

See Also:

• Serialized Form

Field Summary

Fields inherited from class jline.lang.processes.Markovian

process

Fields inherited from class jline.lang.processes.Distribution

immediate, mean, name, numParam, params, support

Constructor Summary

Constructors

Constructor	Description
HyperExp(double p, double lambda)
HyperExp(double p, double lambda1, double lambda2)

Method Summary

Modifier and Type	Method	Description
double	evalCDF(double t)
double	evalLST(double s)
static HyperExp	fitMeanAndSCV(double mean, double scv)	Fit distribution with given mean and squared coefficient of variation (SCV=variance/mean^2)
static HyperExp	fitMeanAndSCVBalanced(double mean, double scv)	Fit distribution with given squared coefficient of variation and balanced means i.e., p/mu1 = (1-p)/mu2
double	getMean()
long	getNumberOfPhases()
double	getRate()
double	getSCV()
double	getSkewness()
double	getVar()
double[]	sample(int n)	Gets n samples from the distribution
double[]	sample(int n, Random random)
String	toString()

Methods inherited from class jline.lang.processes.Markovian

D, evalCDF, evalMeanT, evalVarT, getACF, getEmbedded, getEmbeddedProb, getIDC, getIDI, getInitProb, getMoments, getMu, getPhi, 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, wait, wait, wait

Constructor Details

HyperExp

public HyperExp(double p,
 double lambda1,
 double lambda2)

HyperExp

public HyperExp(double p,
 double lambda)

Method Details

fitMeanAndSCV

public static HyperExp fitMeanAndSCV(double mean,
 double scv)

Fit distribution with given mean and squared coefficient of variation (SCV=variance/mean^2)

fitMeanAndSCVBalanced

public static HyperExp fitMeanAndSCVBalanced(double mean,
 double scv)

Fit distribution with given squared coefficient of variation and balanced means i.e., p/mu1 = (1-p)/mu2

sample

public double[] sample(int n)

Gets n samples from the distribution

Overrides:

sample in class Markovian

Parameters:

n - - the number of samples

Returns:

- n samples from the distribution

sample

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

Overrides:

sample in class Markovian

getNumberOfPhases

public long getNumberOfPhases()

Overrides:

getNumberOfPhases 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

getSCV

public double getSCV()

Overrides:

getSCV in class Markovian

getRate

public double getRate()

Overrides:

getRate in class Markovian

getMean

public double getMean()

Overrides:

getMean in class Markovian

getVar

public double getVar()

Overrides:

getVar in class Markovian

getSkewness

public double getSkewness()

Overrides:

getSkewness in class Markovian

toString

public String toString()

Overrides:

toString in class Object