Constructor Detail

Method Detail

• mapFromFewMomentsAndCorrelations

  @JvmOverloads() final static Pair<Matrix, Matrix> mapFromFewMomentsAndCorrelations(DoubleArray moms, Double corr1, Double r)

  Creates a Markovian arrival process that has the given 2 or 3 marginal moments and lag-1 autocorrelation. The decay of the autocorrelation function can be optionally adjusted as well. The lag-k autocorrelation function rho_k of the resulting MAP is rho_k = r * (corr1/r)^k.

  Parameters:

  moms - The list of marginal moments to match (length 2 or 3)

  corr1 - The lag-1 autocorrelation coefficient to match (default: 0)

  r - The decay of the autocorrelation function (optional, null for automatic)

  Returns:

  Pair of (D0, D1) matrices of the Markovian arrival process

• mapFromFewMomentsAndCorrelations

  @JvmOverloads() final static Pair<Matrix, Matrix> mapFromFewMomentsAndCorrelations(DoubleArray moms, Double corr1)

  Creates a Markovian arrival process that has the given 2 or 3 marginal moments and lag-1 autocorrelation. The decay of the autocorrelation function can be optionally adjusted as well. The lag-k autocorrelation function rho_k of the resulting MAP is rho_k = r * (corr1/r)^k.

  Parameters:

  moms - The list of marginal moments to match (length 2 or 3)

  corr1 - The lag-1 autocorrelation coefficient to match (default: 0)

  Returns:

  Pair of (D0, D1) matrices of the Markovian arrival process

• mapFromFewMomentsAndCorrelations

  @JvmOverloads() final static Pair<Matrix, Matrix> mapFromFewMomentsAndCorrelations(DoubleArray moms)

  Creates a Markovian arrival process that has the given 2 or 3 marginal moments and lag-1 autocorrelation. The decay of the autocorrelation function can be optionally adjusted as well. The lag-k autocorrelation function rho_k of the resulting MAP is rho_k = r * (corr1/r)^k.

  Parameters:

  moms - The list of marginal moments to match (length 2 or 3)

  Returns:

  Pair of (D0, D1) matrices of the Markovian arrival process