Class MGFromMoments

java.lang.Object
jline.lib.butools.dph.MGFromMoments

public final class MGFromMoments extends Object
  • Method Details

    • mgFromMoments

      public static MGFromMoments.MGRepresentation mgFromMoments(double[] moms)
      Creates a matrix-geometric distribution that has the same moments as given.
      Parameters:
      moms - The list of moments. The order of the resulting matrix-geometric distribution is determined based on the number of moments given. To obtain a matrix-geometric distribution of order M, 2*M-1 moments are required.
      Returns:
      The MGRepresentation containing alpha (initial vector) and A (matrix parameter).