Package jline.lib.butools.dmap

Class DRAPFromMoments

java.lang.Object

jline.lib.butools.dmap.DRAPFromMoments

public final class DRAPFromMoments
extends Object

Method Summary

Modifier and Type	Method	Description
static Pair<Matrix,Matrix>	drapFromMoments(double[] moms, Matrix Nm)	Creates a discrete rational arrival process that has the same marginal and lag-1 joint moments as given.

Methods inherited from class java.lang.Object

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

Method Details

drapFromMoments

public static Pair<Matrix,Matrix> drapFromMoments(double[] moms,
 Matrix Nm)

Creates a discrete rational arrival process that has the same marginal and lag-1 joint moments as given.

Parameters:

moms - The list of marginal moments. To obtain a rational process of order M, 2*M-1 marginal moments are required.

Nm - The matrix of lag-1 joint moments

Returns:

Pair of (H0, H1) matrices of the discrete rational process