Package jline.lib.butools.dph
Class DPH2From3MomentsKt
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- All Implemented Interfaces:
public final class DPH2From3MomentsKt
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Method Summary
Modifier and Type Method Description final static DPH2Representationdph2From3Moments(DoubleArray moms)Returns an order-2 discrete phase-type distribution which has the same 3 moments as given. -
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Method Detail
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dph2From3Moments
final static DPH2Representation dph2From3Moments(DoubleArray 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'.
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