Package jline.lib.butools.dph

Class MomentsFromDPH

java.lang.Object

jline.lib.butools.dph.MomentsFromDPH

public final class MomentsFromDPH
extends Object

Method Summary

Modifier and Type	Method	Description
static double[]	momentsFromDPH(double[] alpha, Matrix A)
static double[]	momentsFromDPH(double[] alpha, Matrix A, int K)	Overload for double[] alpha.
static double[]	momentsFromDPH(Matrix alpha, Matrix A)
static double[]	momentsFromDPH(Matrix alpha, Matrix A, int K)	Returns the first K moments of a discrete phase-type distribution.

Methods inherited from class java.lang.Object

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

Method Details

momentsFromDPH

public static double[] momentsFromDPH(Matrix alpha,
 Matrix A,
 int K)

Returns the first K moments of a discrete phase-type distribution.

Parameters:

alpha - The initial probability vector of the discrete phase-type distribution. The sum of the entries of alpha is less or equal to 1.

A - The transient generator matrix of the discrete phase-type distribution.

K - Number of moments to compute. If K=0, 2*M-1 moments are computed. The default value is 0.

Returns:

The vector of moments.

momentsFromDPH

public static double[] momentsFromDPH(Matrix alpha,
 Matrix A)

momentsFromDPH

public static double[] momentsFromDPH(double[] alpha,
 Matrix A,
 int K)

Overload for double[] alpha.

momentsFromDPH

public static double[] momentsFromDPH(double[] alpha,
 Matrix A)