Package jline.lib.butools.dmap
Class DRAPFromMomentsKt
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- All Implemented Interfaces:
public final class DRAPFromMomentsKt
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Method Summary
Modifier and Type Method Description final static Pair<Matrix, Matrix>drapFromMoments(DoubleArray moms, Matrix Nm)Creates a discrete rational arrival process that has the same marginal and lag-1 joint moments as given. -
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Method Detail
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drapFromMoments
final static Pair<Matrix, Matrix> drapFromMoments(DoubleArray 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.Nm- The matrix of lag-1 joint moments- Returns:
Pair of (H0, H1) matrices of the discrete rational process
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