Package jline.lib.butools.ph

Class CheckMEPositiveDensity

java.lang.Object

jline.lib.butools.ph.CheckMEPositiveDensity

public final class CheckMEPositiveDensity
extends Object

Method Summary

Modifier and Type	Method	Description
static boolean	checkMEPositiveDensity(Matrix alpha, Matrix A)
static boolean	checkMEPositiveDensity(Matrix alpha, Matrix A, int maxSize)
static boolean	checkMEPositiveDensity(Matrix alpha, Matrix A, int maxSize, double prec)	Checks if the given ME distribution has positive density.

Methods inherited from class java.lang.Object

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

Method Details

checkMEPositiveDensity

public static boolean checkMEPositiveDensity(Matrix alpha,
 Matrix A,
 int maxSize,
 double prec)

Checks if the given ME distribution has positive density. This is done by trying to transform the ME distribution to a monocyclic PH representation. If successful, the density is positive.

Parameters:

alpha - Initial vector of the matrix-exponential distribution to check (shape 1 x M)

A - Matrix parameter of the matrix-exponential distribution to check (shape M x M)

maxSize - The procedure tries to transform the ME distribution to phase-type up to order maxSize. The default value is 100.

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

Returns:

True, if the given matrix-exponential distribution has a positive density. Notes: This procedure calls MonocyclicPHFromME, and can be time consuming.

checkMEPositiveDensity

public static boolean checkMEPositiveDensity(Matrix alpha,
 Matrix A,
 int maxSize)

checkMEPositiveDensity

public static boolean checkMEPositiveDensity(Matrix alpha,
 Matrix A)