Package jline.lib.butools.dmap

Class DMAP2FromMoments

java.lang.Object

jline.lib.butools.dmap.DMAP2FromMoments

public final class DMAP2FromMoments
extends Object

Method Summary

Modifier and Type	Method	Description
static Pair<Matrix,Matrix>	dmap2FromMoments(double[] moms, double corr1)	Returns a discrete MAP(2) which has the same 3 marginal moments and lag-1 autocorrelation as given.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

dmap2FromMoments

public static Pair<Matrix,Matrix> dmap2FromMoments(double[] moms,
 double corr1)

Returns a discrete MAP(2) which has the same 3 marginal moments and lag-1 autocorrelation as given.

Parameters:

moms - First three marginal moments of the inter-arrival times

corr1 - The lag-1 autocorrelation of the inter-arrival times

Returns:

Pair of (D0, D1) matrices of the discrete MAP(2)

Note: Raises an exception if the moments are not feasible with a DMAP(2).