Package jline.lib.butools.dph

Class CdfFromDPH

java.lang.Object

jline.lib.butools.dph.CdfFromDPH

public final class CdfFromDPH
extends Object

Method Summary

Modifier and Type	Method	Description
static double	cdfFromDPH(double[] alpha, Matrix A, int x)	Overload for double[] alpha and single integer x.
static double[]	cdfFromDPH(double[] alpha, Matrix A, int[] x)	Overload for double[] alpha.
static double	cdfFromDPH(Matrix alpha, Matrix A, int x)	Overload for single integer x.
static double[]	cdfFromDPH(Matrix alpha, Matrix A, int[] x)	Returns the cumulative distribution function of a discrete phase-type distribution.

Methods inherited from class java.lang.Object

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

Method Details

cdfFromDPH

public static double[] cdfFromDPH(Matrix alpha,
 Matrix A,
 int[] x)

Returns the cumulative distribution function of a discrete phase-type distribution.

Parameters:

alpha - The initial probability vector of the discrete phase-type distribution.

A - The transition probability matrix of the discrete phase-type distribution.

x - Vector of non-negative integers at which to compute the CDF.

Returns:

The probabilities that the discrete phase type distributed random variable is less or equal to the corresponding "x" values.

cdfFromDPH

public static double[] cdfFromDPH(double[] alpha,
 Matrix A,
 int[] x)

Overload for double[] alpha.

cdfFromDPH

public static double cdfFromDPH(Matrix alpha,
 Matrix A,
 int x)

Overload for single integer x.

cdfFromDPH

public static double cdfFromDPH(double[] alpha,
 Matrix A,
 int x)

Overload for double[] alpha and single integer x.