Package jline.lib.butools.dph

Class DPH3From5MomentsKt

    • Nested Class Summary

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      Modifier and Type Class Description

    • Field Summary

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    • Constructor Summary

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      Constructor Description

    • Enum Constant Summary

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      Enum Constant Description

    • Method Summary

      Modifier and Type Method Description
      final static DPH3Representation dph3From5Moments(DoubleArray 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

    • Constructor Detail

    • Method Detail

      • dph3From5Moments

         final static DPH3Representation dph3From5Moments(DoubleArray 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'.