Package jline.lib.butools.dph

Class DPH2From3Moments

java.lang.Object

jline.lib.butools.dph.DPH2From3Moments

public final class DPH2From3Moments
extends Object

Method Summary

Modifier and Type	Method	Description
static CanonicalFromDPH2.DPH2Representation	dph2From3Moments(double[] moms)	Returns an order-2 discrete phase-type distribution which has the same 3 moments as given.

Methods inherited from class java.lang.Object

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

Method Details

dph2From3Moments

public static CanonicalFromDPH2.DPH2Representation dph2From3Moments(double[] moms)

Returns an order-2 discrete phase-type distribution which has the same 3 moments as given.

Parameters:

moms - The moments to match (length 3)

Returns:

The DPH2Representation containing alpha (initial probability vector) and A (transition probability matrix) Note: Raises an error if the moments are not feasible with a DPH(2). This procedure first calls 'MGFromMoments', then transforms it to DPH(2) by 'CanonicalFromDPH2'.