IntervalPdfFromPHKt

All Implemented Interfaces:


public final class IntervalPdfFromPHKt

Nested Class Summary

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Field Summary

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Constructor Summary

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Enum Constant Summary

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Method Summary

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

- Constructor Detail
- Method Detail
  - intervalPdfFromPH
```
 final static Pair<DoubleArray, DoubleArray> intervalPdfFromPH(Matrix alpha, Matrix A, DoubleArray 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.
    
    Returns:
    
    A pair of (x, y) where x contains the midpoints of the intervals and y contains the interval pdf values.
    Notes: This method is more suitable for comparisons with empirical density functions than the exact one (given by PdfFromPH).
  - intervalPdfFromME
```
 final static Pair<DoubleArray, DoubleArray> intervalPdfFromME(Matrix alpha, Matrix A, DoubleArray intBounds)
```
    Returns the approximate probability density function of a matrix-exponential distribution, based on the probability of falling into intervals.
    This is equivalent to intervalPdfFromPH for ME distributions.