Constructor Detail

• Markovian

  Markovian(String name, int numParam)

  Creates a new Markovian distribution with the specified name and parameter count.

  Parameters:

  name - the name of this distribution type

  numParam - the number of parameters

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

• evalCDF

   double evalCDF(double t)

  Evaluates the cumulative distribution function at the given point.

  Parameters:

  t - the point at which to evaluate the CDF

  Returns:

  the CDF value at point t

• evalCDF

   Array<double> evalCDF(Array<double> tset)

  Evaluates the cumulative distribution function at multiple points.

  Parameters:

  tset - array of points at which to evaluate the CDF

  Returns:

  array of CDF values

• evalLST

   double evalLST(double s)

  Evaluate the Laplace-Stieltjes Transform at s

  Parameters:

  s - the Laplace domain variable

  Returns:

  the LST value at s

• evalMeanT

   double evalMeanT(double t)

  Evaluates the mean count at time t.

  Parameters:

  t - the time point

  Returns:

  the mean count at time t

• evalVarT

   double evalVarT(double t)

  Evaluates the variance count at time t.

  Parameters:

  t - the time point

  Returns:

  the variance count at time t

• getACF

   Matrix getACF(Matrix lags)

  Gets the autocorrelation function at the specified lags.

  Parameters:

  lags - matrix of lag values

  Returns:

  matrix of autocorrelation values

• getEmbedded

   Matrix getEmbedded()

  Gets the embedded Markov chain transition matrix.

  Returns:

  the embedded chain matrix

• getEmbeddedProb

   Matrix getEmbeddedProb()

  Gets the stationary probability vector of the embedded Markov chain.

  Returns:

  the embedded chain stationary probabilities

• getIDC

   double getIDC()

  Gets the index of dispersion for counts (IDC).

  Returns:

  the IDC value

• getIDI

   double getIDI()

  Gets the index of dispersion for intervals (IDI). For renewal processes, IDI = IDC.

  Returns:

  the IDI value

• getInitProb

   Matrix getInitProb()

  Gets the initial probability vector.

  Returns:

  the initial probabilities

• getMean

   double getMean()

  Gets the mean of this Markovian distribution.

  Returns:

  the mean value, or NaN if the process contains NaN values

• setMean

   void setMean(double newMean)

  Sets the mean of this Markovian distribution by scaling the process.

  Parameters:

  newMean - the new mean value

• getMoments

   List<Double> getMoments()

  Gets the first three moments of this distribution.

  Returns:

  list containing the first, second, and third moments

• getMu

   Matrix getMu()

  Gets the diagonal rate matrix containing the negative diagonal elements of D0.

  Returns:

  column vector of rates

• getNumberOfPhases

   long getNumberOfPhases()

  Gets the number of phases in this Markovian distribution.

  Returns:

  the number of phases

• getPhi

   Matrix getPhi()

  Gets the exit probability vector (phi).

  Returns:

  column vector of exit probabilities for each phase

• getProcess

   MatrixCell getProcess()

  Gets the matrix representation of this Markovian process.

  Returns:

  MatrixCell containing D0, D1, ... matrices

• setProcess

   void setProcess(MatrixCell D)

  Sets the matrix representation of this Markovian process.

  Parameters:

  D - MatrixCell containing D0, D1, ...

• getRate

   double getRate()

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

  Returns:

  the rate value (1/mean)

• setRate

   void setRate(double newRate)

  Sets the rate of this Markovian distribution by scaling the process.

  Parameters:

  newRate - the new rate value

• 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

• getSkewness

   double getSkewness()

  Gets the skewness of this distribution. Skewness measures the asymmetry of the probability distribution.

  Returns:

  the skewness value

• getSubgenerator

   Matrix getSubgenerator()

• getVar

   double getVar()

  Gets the variance of this distribution. Computed as SCV * mean^2.

  Returns:

  the variance

• getVariance

   double getVariance()

• 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

• 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

• mean

   double mean()

  Kotlin-style property alias for getMean()

• rate

   double rate()

  Kotlin-style property alias for getRate()

• scv

   double scv()

  Kotlin-style property alias for getSCV()

• skewness

   double skewness()

  Kotlin-style property alias for getSkewness()

• var

   double var()

  Kotlin-style property alias for getVar()

• variance

   double variance()

  Kotlin-style property alias for getVariance()

• acf

   Matrix acf(int maxLag)

  Kotlin-style property alias for getACF()

• embedded

   Matrix embedded()

  Kotlin-style property alias for getEmbedded()

• embeddedProb

   Matrix embeddedProb()

  Kotlin-style property alias for getEmbeddedProb()

• idc

   double idc()

  Kotlin-style property alias for getIDC()

• idi

   double idi()

  Kotlin-style property alias for getIDI()

• initProb

   Matrix initProb()

  Kotlin-style property alias for getInitProb()

• moments

   List<Double> moments()

  Kotlin-style property alias for getMoments()

• mu

   Matrix mu()

  Kotlin-style property alias for getMu()

• numberOfPhases

   long numberOfPhases()

  Kotlin-style property alias for getNumberOfPhases()

• numPhases

   long numPhases()

  Kotlin-style property alias for getNumberOfPhases()

• phi

   Matrix phi()

  Kotlin-style property alias for getPhi()

• process

   MatrixCell process()

  Kotlin-style property alias for getProcess()

• subgenerator

   Matrix subgenerator()

  Kotlin-style property alias for getSubgenerator()