Constructor Detail

Method Detail

• canonicalFromPH2

  @JvmOverloads() final static PH2Representation canonicalFromPH2(Matrix alpha, Matrix A, Double prec)

  Returns the canonical form of an order-2 phase-type distribution.

  Parameters:

  alpha - Initial vector of the phase-type distribution.

  A - Transient generator of the phase-type distribution.

  prec - Numerical precision, default value is 1e-14.

  Returns:

  The PH2Representation containing beta (canonical initial vector) and B (canonical generator).

  Note: This procedure calculates 3 moments of the input and calls 'ph2From3Moments'.

• canonicalFromPH2

  @JvmOverloads() final static PH2Representation canonicalFromPH2(Matrix alpha, Matrix A)

  Returns the canonical form of an order-2 phase-type distribution.

  Parameters:

  alpha - Initial vector of the phase-type distribution.

  A - Transient generator of the phase-type distribution.

  Returns:

  The PH2Representation containing beta (canonical initial vector) and B (canonical generator).

  Note: This procedure calculates 3 moments of the input and calls 'ph2From3Moments'.

• canonicalFromPH2

  @JvmOverloads() final static PH2Representation canonicalFromPH2(DoubleArray alpha, Matrix A, Double prec)

  Overload for DoubleArray alpha.

• canonicalFromPH2

  @JvmOverloads() final static PH2Representation canonicalFromPH2(DoubleArray alpha, Matrix A)

  Overload for DoubleArray alpha.