Class DPH2From3MomentsKt

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    • Method Summary

      Modifier and Type Method Description
      final static DPH2Representation dph2From3Moments(DoubleArray moms) Returns an order-2 discrete phase-type distribution which has the same 3 moments as given.
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    • Constructor Detail

    • Method Detail

      • 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'.