Package jline.lib.butools.ph

Class CheckMEPositiveDensityKt

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    • Method Summary

      Modifier and Type Method Description
      final static Boolean checkMEPositiveDensity(Matrix alpha, Matrix A, Integer maxSize, Double prec) Checks if the given ME distribution has positive density.

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    • Constructor Detail

    • Method Detail

      • checkMEPositiveDensity

         final static Boolean checkMEPositiveDensity(Matrix alpha, Matrix A, Integer 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.
        prec - Numerical precision.
        Returns:

        True, if the given matrix-exponential distribution has a positive density.

        Notes: This procedure calls MonocyclicPHFromME, and can be time consuming.