Package jline.lib.butools.map

Class RAPFromMomentsAndCorrelationsKt

    • 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

    • Method Summary

      Modifier and Type Method Description
      final static Pair<Matrix, Matrix> rapFromMomentsAndCorrelations(DoubleArray moms, DoubleArray corr) Returns a rational arrival process that has the same moments and lag autocorrelation coefficients as given.

      • Methods inherited from class java.lang.Object

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

    • Constructor Detail

    • Method Detail

      • rapFromMomentsAndCorrelations

         final static Pair<Matrix, Matrix> rapFromMomentsAndCorrelations(DoubleArray moms, DoubleArray corr)

        Returns a rational arrival process that has the same moments and lag autocorrelation coefficients as given.

        Parameters:
        moms - The vector of marginal moments.
        corr - The vector of lag autocorrelation coefficients.
        Returns:

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