Package jline.lang.processes

Class PH

  • All Implemented Interfaces:
    java.io.Serializable , jline.lang.Copyable 
    
public class PH
extends Markovian

    A general phase-type (PH) distribution

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description

    • Constructor Summary

      Constructors 
      Constructor Description
      PH(Matrix alpha, Matrix T)

    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description

    • Method Summary

      Modifier and Type Method Description
      double evalCDF(double t) Evaluates the cumulative distribution function (CDF) at time t.
      double evalLST(double s) Evaluate the Laplace-Stieltjes Transform at s
      Matrix getInitProb() Gets the initial probability vector.
      double getMean() Gets the mean of this Markovian distribution.
      long getNumberOfPhases() Gets the number of phases in this Markovian distribution.
      MatrixCell getProcess() Gets the matrix representation of this Markovian process.
      double getRate() Gets the rate of this distribution (inverse of mean).
      double getSCV() Gets the squared coefficient of variation (SCV) of this distribution.
      double getSkewness() Gets the skewness of this distribution.
      Matrix getSubgenerator()
      double getVar() Gets the variance of this distribution.
      Array<double> sample(int n) Generates random samples from this distribution using default random generator.
      Array<double> sample(int n, Random random) Generates random samples from this distribution using the specified random generator.
      double mean() Kotlin-style property alias for getMean()
      double rate() Kotlin-style property alias for getRate()
      double scv() Kotlin-style property alias for getSCV()
      double skewness() Kotlin-style property alias for getSkewness()
      double var() Kotlin-style property alias for getVar()
      Matrix initProb() Kotlin-style property alias for getInitProb()
      long numberOfPhases() Kotlin-style property alias for getNumberOfPhases()
      long numPhases() Kotlin-style property alias for getNumberOfPhases()
      MatrixCell process() Kotlin-style property alias for getProcess()
      Matrix subgenerator() Kotlin-style property alias for getSubgenerator()

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

        D, acf, embedded, embeddedProb, evalCDF, evalMeanT, evalVarT, getACF, getEmbedded, getEmbeddedProb, getIDC, getIDI, getMoments, getMu, getPhi, getVariance, idc, idi, moments, mu, phi, setMean, setProcess, setRate, 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

      • evalCDF

         double evalCDF(double t)

        Evaluates the cumulative distribution function (CDF) at time t. For a PH distribution, CDF(t) = 1 - alpha * exp(T*t) * e where alpha is the initial probability vector, T is the subgenerator, and e is a vector of ones.

        Parameters:
        t - the time value
        Returns:

        the CDF value at time t

      • evalLST

         double evalLST(double s)

        Evaluate the Laplace-Stieltjes Transform at s

        Parameters:
        s - the Laplace domain variable
        Returns:

        the LST value at s

      • 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

      • 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

      • getRate

         double getRate()

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

        Returns:

        the rate value (1/mean)

      • 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

      • getVar

         double getVar()

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

        Returns:

        the variance

      • 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()

      • initProb

         Matrix initProb()

        Kotlin-style property alias for getInitProb()

      • numberOfPhases

         long numberOfPhases()

        Kotlin-style property alias for getNumberOfPhases()

      • numPhases

         long numPhases()

        Kotlin-style property alias for getNumberOfPhases()