Package jline.lib.butools.dph

Class DPH3From5Moments

java.lang.Object

jline.lib.butools.dph.DPH3From5Moments

public final class DPH3From5Moments
extends Object

Method Summary

Modifier and Type	Method	Description
static CanonicalFromDPH3.DPH3Representation	dph3From5Moments(double[] moms)
static CanonicalFromDPH3.DPH3Representation	dph3From5Moments(double[] moms, double prec)	Returns an order-3 discrete phase-type distribution which has the same 5 moments as given.

Methods inherited from class java.lang.Object

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

Method Details

dph3From5Moments

public static CanonicalFromDPH3.DPH3Representation dph3From5Moments(double[] moms,
 double prec)

Returns an order-3 discrete phase-type distribution which has the same 5 moments as given.

Parameters:

moms - The moments to match (length 5)

prec - Numerical precision, default value is 1e-14

Returns:

The DPH3Representation containing alpha (initial probability vector) and A (transition probability matrix) Note: Raises an error if the moments are not feasible with a DPH(3). This procedure first calls 'MGFromMoments', then transforms it to DPH(3) by 'CanonicalFromDPH3'.

dph3From5Moments

public static CanonicalFromDPH3.DPH3Representation dph3From5Moments(double[] moms)