Package jline.lib.butools.dph

package jline.lib.butools.dph
Package containing Discrete Phase-Type (DPH) distribution functions. Ported from BUTools V2.0. DPH distributions are the discrete-time analogues of PH distributions. They are characterized by an initial probability vector (alpha) and a substochastic transition probability matrix (A). This package also includes Matrix-Geometric (MG) distributions, which are the discrete-time analogues of Matrix-Exponential (ME) distributions. Functions include: - CheckMGRepresentation: Validate matrix-geometric representation - CheckDPHRepresentation: Validate discrete phase-type representation - MomentsFromMG: Compute moments from MG distribution - MomentsFromDPH: Compute moments from DPH distribution - CdfFromMG: Compute CDF from MG distribution - CdfFromDPH: Compute CDF from DPH distribution - PmfFromMG: Compute PMF from MG distribution - PmfFromDPH: Compute PMF from DPH distribution - MGFromMoments: Create MG distribution from moments - DPH2From3Moments: Create DPH(2) from 3 moments - DPH3From5Moments: Create DPH(3) from 5 moments - CanonicalFromDPH2: Convert DPH(2) to canonical form - CanonicalFromDPH3: Convert DPH(3) to canonical form - SamplesFromDPH: Generate random samples from DPH distribution - RandomDPH: Generate random DPH distribution - DPHFromMG: Transform MG to DPH representation - AcyclicDPHFromMG: Transform MG to acyclic DPH