Package jline.lib.butools.dph

Class PmfFromDPH

java.lang.Object

jline.lib.butools.dph.PmfFromDPH

public final class PmfFromDPH
extends Object

Method Summary

Modifier and Type	Method	Description
static double	pmfFromDPH(double[] alpha, Matrix A, int x)	Overload for double[] alpha and single integer x.
static double[]	pmfFromDPH(double[] alpha, Matrix A, int[] x)	Overload for double[] alpha.
static double	pmfFromDPH(Matrix alpha, Matrix A, int x)	Overload for single integer x.
static double[]	pmfFromDPH(Matrix alpha, Matrix A, int[] x)	Returns the probability mass function 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

pmfFromDPH

public static double[] pmfFromDPH(Matrix alpha,
 Matrix A,
 int[] x)

Returns the probability mass function 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.

x - Vector of non-negative integers at which to compute the PMF.

Returns:

The probabilities that the discrete phase type distributed random variable takes the corresponding "x" values.

pmfFromDPH

public static double[] pmfFromDPH(double[] alpha,
 Matrix A,
 int[] x)

Overload for double[] alpha.

pmfFromDPH

public static double pmfFromDPH(Matrix alpha,
 Matrix A,
 int x)

Overload for single integer x.

pmfFromDPH

public static double pmfFromDPH(double[] alpha,
 Matrix A,
 int x)

Overload for double[] alpha and single integer x.