Package jline.lang.processes

Class MMPP2

java.lang.Object

jline.lang.processes.Distribution

jline.lang.processes.ContinuousDistribution

jline.lang.processes.Markovian

jline.lang.processes.MarkovModulated

jline.lang.processes.MMPP2

All Implemented Interfaces:

Serializable

public class MMPP2
extends MarkovModulated
implements Serializable

A Markovian-modulated Poisson Process with 2 states

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
MMPP2(double lambda0, double lambda1, double sigma0, double sigma1)

Method Summary

Modifier and Type	Method	Description
Matrix	D(int i)
Matrix	evalACFT(int[] lags, double timescale)
double	evalCDF(double t)
double	evalLST(double s)
double	evalMeanT(double t)
static MMPP2	fitCentralAndACFDecay(double mean, double var, double skew, double g2)
static MMPP2	fitCentralAndACFLag1(double mean, double var, double skew, double acf1)
static MMPP2	fitCentralAndIDC(double mean, double var, double skew, double idc)
static MMPP2	fitRawMomentsAndACFDecay(double m1, double m2, double m3, double gamma2)
static MMPP2	fitRawMomentsAndACFLag1(double m1, double m2, double m3, double rho1)
static MMPP2	fitRawMomentsAndIDC(double m1, double m2, double m3, double idc)
double	getACFDecay(Matrix lags)
Matrix	getEmbedded()
Matrix	getEmbeddedProb()
double	getIDC()
double	getIDI()
double	getMean()
long	getNumberOfPhases()
double	getRate()
double	getSCV()
double	getSkewness()
double	getVar()
static void	main(String[] args)
void	normalize()
static MMPP2	rand()
double[]	sample(int n)
double[]	sample(int n, Random random)
MAP	toTimeReversed()

Methods inherited from class jline.lang.processes.MarkovModulated

getACFDecay

Methods inherited from class jline.lang.processes.Markovian

evalCDF, evalVarT, getACF, 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, toString, wait, wait, wait

Constructor Details

MMPP2

public MMPP2(double lambda0,
 double lambda1,
 double sigma0,
 double sigma1)

Method Details

rand

public static MMPP2 rand()

fitRawMomentsAndACFLag1

public static MMPP2 fitRawMomentsAndACFLag1(double m1,
 double m2,
 double m3,
 double rho1)

fitRawMomentsAndIDC

public static MMPP2 fitRawMomentsAndIDC(double m1,
 double m2,
 double m3,
 double idc)

fitRawMomentsAndACFDecay

public static MMPP2 fitRawMomentsAndACFDecay(double m1,
 double m2,
 double m3,
 double gamma2)

fitCentralAndIDC

public static MMPP2 fitCentralAndIDC(double mean,
 double var,
 double skew,
 double idc)

fitCentralAndACFDecay

public static MMPP2 fitCentralAndACFDecay(double mean,
 double var,
 double skew,
 double g2)

fitCentralAndACFLag1

public static MMPP2 fitCentralAndACFLag1(double mean,
 double var,
 double skew,
 double acf1)

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception

normalize

public void normalize()

getNumberOfPhases

public long getNumberOfPhases()

Overrides:

getNumberOfPhases in class Markovian

getMean

public double getMean()

Overrides:

getMean in class Markovian

sample

public double[] sample(int n)

Overrides:

sample in class Markovian

sample

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

Overrides:

sample in class Markovian

getVar

public double getVar()

Overrides:

getVar in class Markovian

getSkewness

public double getSkewness()

Overrides:

getSkewness in class Markovian

getSCV

public double getSCV()

Overrides:

getSCV in class Markovian

getRate

public double getRate()

Overrides:

getRate 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

evalMeanT

public double evalMeanT(double t)

Overrides:

evalMeanT in class Markovian

getACFDecay

public double getACFDecay(Matrix lags)

getIDI

public double getIDI()

Overrides:

getIDI in class Markovian

getIDC

public double getIDC()

Overrides:

getIDC in class Markovian

D

public Matrix D(int i)

Overrides:

D in class Markovian

getEmbedded

public Matrix getEmbedded()

Overrides:

getEmbedded in class Markovian

getEmbeddedProb

public Matrix getEmbeddedProb()

Overrides:

getEmbeddedProb in class Markovian

evalACFT

public Matrix evalACFT(int[] lags,
 double timescale)

Overrides:

evalACFT in class MarkovModulated

toTimeReversed

public MAP toTimeReversed()