Package jline.lib.butools.mc
Class CRPSolveKt
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- All Implemented Interfaces:
public final class CRPSolveKt
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Method Summary
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Method Detail
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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 processprec- 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).
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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).
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