Package jline.lib.butools.dph

Class CanonicalFromDPH2Kt

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description

    • Field Summary

      Fields 
      Modifier and Type Field Description

    • Constructor Summary

      Constructors 
      Constructor Description

    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description

    • Constructor Detail

    • Method Detail

      • canonicalFromDPH2

         final static DPH2Representation canonicalFromDPH2(Matrix alpha, Matrix A, Double prec)

        Returns the canonical form of an order-2 discrete phase-type distribution.

        Parameters:
        alpha - Initial vector of the discrete phase-type distribution
        A - Transition probability matrix of the discrete phase-type distribution
        prec - Numerical precision for checking the input, default value is 1e-14
        Returns:

        The DPH2Representation containing beta (canonical initial vector) and B (canonical transition matrix)