Package jline.lib.butools.ph

Class IntervalPdfFromPH

java.lang.Object
jline.lib.butools.ph.IntervalPdfFromPH
public final class IntervalPdfFromPH extends Object

  • Method Summary

    Modifier and Type
    Method
    Description
    static Pair<double[],double[]>
    intervalPdfFromME(Matrix alpha, Matrix A, double[] intBounds)
    Returns the approximate probability density function of a matrix-exponential distribution, based on the probability of falling into intervals.
    static Pair<double[],double[]>
    intervalPdfFromPH(Matrix alpha, Matrix A, double[] intBounds)
    Returns the approximate probability density function of a continuous phase-type distribution, based on the probability of falling into intervals.

    Methods inherited from class java.lang.Object

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

  • Method Details

    • intervalPdfFromPH

      public static Pair<double[],double[]> intervalPdfFromPH(Matrix alpha, Matrix A, double[] intBounds)
      Returns the approximate probability density function of a continuous phase-type distribution, based on the probability of falling into intervals. The interval pdf is computed as the probability of falling into an interval divided by the interval length.
      Parameters:
      alpha - Initial probability vector of the phase-type distribution (shape 1 x M)
      A - Transient generator matrix of the phase-type distribution (shape M x M)
      intBounds - The array of interval boundaries. The pdf is the probability of falling into an interval divided by the interval length. If the size of intBounds is K, the size of the result is K-1.
      Returns:
      A pair of (x, y) where x contains the midpoints of the intervals and y contains the interval pdf values.

    • intervalPdfFromME

      public static Pair<double[],double[]> intervalPdfFromME(Matrix alpha, Matrix A, double[] intBounds)
      Returns the approximate probability density function of a matrix-exponential distribution, based on the probability of falling into intervals. Equivalent to intervalPdfFromPH for ME distributions.