Package jline.lib.butools.ph

Class MomentsFromMEKt

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    • Field Summary

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    • Constructor Detail

    • Method Detail

      • momentsFromME

         final static DoubleArray momentsFromME(Matrix alpha, Matrix A, Integer K)

        Returns the first K moments of a matrix-exponential distribution.

        Parameters:
        alpha - The initial vector of the matrix-exponential distribution.
        A - The matrix parameter of the matrix-exponential distribution.
        K - Number of moments to compute.
        Returns:

        The vector of moments.

      • momentsFromPH

         final static DoubleArray momentsFromPH(Matrix alpha, Matrix A, Integer K)

        Returns the first K moments of a phase-type distribution. This is equivalent to momentsFromME for PH distributions.

        Parameters:
        alpha - The initial vector of the phase-type distribution.
        A - The transient generator of the phase-type distribution.
        K - Number of moments to compute.
        Returns:

        The vector of moments.