Class DRAPFromMomentsKt

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    • Field Summary

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    • Constructor Summary

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    • Enum Constant Summary

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      Enum Constant Description
    • 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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        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

    • Method Detail

      • 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