Package jline.lib.butools.map

Class MAP2FromMoments

java.lang.Object

jline.lib.butools.map.MAP2FromMoments

public final class MAP2FromMoments
extends Object

Method Summary

Modifier and Type	Method	Description
static Pair<Matrix,Matrix>	map2FromMoments(double[] moms, double corr1)	Returns a MAP(2) which has the same 3 marginal moments and lag-1 autocorrelation as given.

Methods inherited from class java.lang.Object

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

Method Details

map2FromMoments

public static Pair<Matrix,Matrix> map2FromMoments(double[] moms,
 double corr1)

Returns a MAP(2) which has the same 3 marginal moments and lag-1 autocorrelation as given.

Parameters:

moms - First three marginal moments of the inter-arrival times

corr1 - The lag-1 autocorrelation of the inter-arrival times

Returns:

Pair of (D0, D1) matrices of the MAP(2)