Package jline.lib.butools.ph

Class MEOrderFromMoments

java.lang.Object

jline.lib.butools.ph.MEOrderFromMoments

public final class MEOrderFromMoments
extends Object

Method Summary

Modifier and Type	Method	Description
static int	meOrderFromMoments(double[] moms)
static int	meOrderFromMoments(double[] moms, double prec)	Returns the order of ME distribution that can realize the given moments.

Methods inherited from class java.lang.Object

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

Method Details

meOrderFromMoments

public static int meOrderFromMoments(double[] moms,
 double prec)

Returns the order of ME distribution that can realize the given moments.

The order is determined using the Hankel determinant approach: we build Hankel matrices of increasing size from the reduced moments (prepended with 1) and check when the determinant becomes zero.

References: L. Bodrog, A. Horvath, M. Telek, "Moment characterization of matrix exponential and Markovian arrival processes," Annals of Operations Research, vol. 160, pp. 51-68, 2008.

Parameters:

moms - The list of moments

prec - Precision used to detect if the determinant of the Hankel matrix is zero

Returns:

The order of ME distribution that can realize the given moments

meOrderFromMoments

public static int meOrderFromMoments(double[] moms)