Class DMAP2FromMomentsKt

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    • Method Summary

      Modifier and Type Method Description
      final static Pair<Matrix, Matrix> dmap2FromMoments(DoubleArray moms, Double corr1) Returns a discrete MAP(2) which has the same 3 marginal moments and lag-1 autocorrelation as given.
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    • Constructor Detail

    • Method Detail

      • dmap2FromMoments

         final static Pair<Matrix, Matrix> dmap2FromMoments(DoubleArray 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).