Class MRAPFromMomentsKt

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description
    • Field Summary

      Fields 
      Modifier and Type Field Description
    • Constructor Summary

      Constructors 
      Constructor Description
    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
    • Constructor Detail

    • Method Detail

      • mrapFromMoments

         final static MatrixCell mrapFromMoments(DoubleArray moms, MatrixCell Nm)

        Creates a continuous marked rational arrival process that has the same marginal and lag-1 joint moments as given.

        Parameters:
        moms - The list of marginal moments.
        Nm - The list of lag-1 joint moment matrices.
        Returns:

        The H0, H1, ..., HK matrices of the continuous marked rational process

      • rapFromMoments

         final static Pair<Matrix, Matrix> rapFromMoments(DoubleArray moms, Matrix Nm)

        Creates a rational arrival process that has the same marginal and lag-1 joint moments as given.

        This is a convenience wrapper around mrapFromMoments for single arrival type (K=1).

        Parameters:
        moms - The list of marginal moments
        Nm - The matrix of lag-1 joint moments (M x M)
        Returns:

        Pair of (H0, H1) matrices of the rational process