Package jline.lang.processes

Class PH

java.lang.Object

jline.lang.processes.Distribution

jline.lang.processes.ContinuousDistribution

jline.lang.processes.Markovian

jline.lang.processes.PH

All Implemented Interfaces:

Serializable

public class PH
extends Markovian

A general phase-type (PH) distribution

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
PH(Matrix alpha, Matrix T)

Method Summary

Modifier and Type	Method	Description
double	evalCDF(double t)
double	evalLST(double s)
Matrix	getInitProb()
double	getMean()
long	getNumberOfPhases()
MatrixCell	getProcess()
double	getRate()
double	getSCV()
double	getSkewness()
Matrix	getSubgenerator()
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, getMoments, getMu, getPhi, 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

PH

public PH(Matrix alpha,
 Matrix T)

Method Details

getInitProb

public Matrix getInitProb()

Overrides:

getInitProb 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

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

getProcess

public MatrixCell getProcess()

Overrides:

getProcess in class Markovian

getNumberOfPhases

public long getNumberOfPhases()

Overrides:

getNumberOfPhases in class Markovian

getSubgenerator

public Matrix getSubgenerator()

Overrides:

getSubgenerator in class Markovian