Package jline.lib.butools.dph

Class CdfFromDPHKt

  • All Implemented Interfaces:
    
public final class CdfFromDPHKt

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    • Constructor Detail

    • Method Detail

      • cdfFromDPH

         final static DoubleArray cdfFromDPH(Matrix alpha, Matrix A, IntArray 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.