Class MomentsFromMGKt

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    • Constructor Detail

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      • momentsFromMG

         final static DoubleArray momentsFromMG(Matrix alpha, Matrix A, Integer K)

        Returns the first K moments of a matrix-geometric distribution.

        Parameters:
        alpha - The initial vector of the matrix-geometric distribution.
        A - The matrix parameter of the matrix-geometric distribution.
        K - Number of moments to compute.
        Returns:

        The vector of moments.