Class CRPSolveKt

  • All Implemented Interfaces:

    
    public final class CRPSolveKt
    
                        
    • Nested Class Summary

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      Modifier and Type Class Description
    • Field Summary

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    • Constructor Summary

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    • Enum Constant Summary

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      Enum Constant Description
    • Method Summary

      Modifier and Type Method Description
      final static Matrix crpSolve(Matrix Q, Double prec) Computes the stationary solution of a continuous time rational process (CRP).
      final static Matrix drpSolve(Matrix P) Computes the stationary solution of a discrete time rational process (DRP).
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

    • Method Detail

      • crpSolve

         final static Matrix crpSolve(Matrix Q, Double prec)

        Computes the stationary solution of a continuous time rational process (CRP).

        Parameters:
        Q - The generator matrix of the rational process
        prec - Numerical precision.
        Returns:

        The vector that satisfies pi*Q = 0, sum(pi) = 1

        Note: Continuous time rational processes are like continuous time Markov chains, but the generator does not have to pass the checkGenerator test (but the rowsums still have to be zeros).

      • drpSolve

         final static Matrix drpSolve(Matrix P)

        Computes the stationary solution of a discrete time rational process (DRP).

        Parameters:
        P - The matrix parameter of the rational process
        Returns:

        The vector that satisfies pi*P = pi, sum(pi) = 1

        Note: Discrete time rational processes are like discrete time Markov chains, but the P matrix does not have to pass the checkProbMatrix test (but the rowsums still have to be ones).