Class MAPFromFewMomentsAndCorrelations

java.lang.Object
jline.lib.butools.map.MAPFromFewMomentsAndCorrelations

public final class MAPFromFewMomentsAndCorrelations extends Object
  • Method Details

    • mapFromFewMomentsAndCorrelations

      public static Matrix[] mapFromFewMomentsAndCorrelations(double[] moms)
    • mapFromFewMomentsAndCorrelations

      public static Matrix[] mapFromFewMomentsAndCorrelations(double[] moms, double corr1)
    • mapFromFewMomentsAndCorrelations

      public static Matrix[] mapFromFewMomentsAndCorrelations(double[] moms, double corr1, Double r)
      Creates a Markovian arrival process that has the given 2 or 3 marginal moments and lag-1 autocorrelation.
      Returns:
      Array {D0, D1}