Package jline.lib.butools.ph

Class PdfFromME

java.lang.Object

jline.lib.butools.ph.PdfFromME

public final class PdfFromME
extends Object

Method Summary

Modifier and Type	Method	Description
static double[]	pdfFromME(double[] alpha, Matrix A, double[] x)	Overload for double[] alpha.
static double[]	pdfFromME(Matrix alpha, Matrix A, double[] x)	Returns the probability density function of a matrix-exponential distribution.
static double[]	pdfFromPH(double[] alpha, Matrix A, double[] x)	Overload for double[] alpha.
static double[]	pdfFromPH(Matrix alpha, Matrix A, double[] x)	Returns the probability density function of a phase-type distribution.

Methods inherited from class java.lang.Object

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

Method Details

pdfFromME

public static double[] pdfFromME(Matrix alpha,
 Matrix A,
 double[] x)

Returns the probability density function of a matrix-exponential distribution.

Parameters:

alpha - The initial vector of the matrix-exponential distribution.

A - The matrix parameter of the matrix-exponential distribution.

x - The points at which the density function will be computed.

Returns:

The values of the density function at the corresponding "x" values.

pdfFromPH

public static double[] pdfFromPH(Matrix alpha,
 Matrix A,
 double[] x)

Returns the probability density function of a phase-type distribution.

pdfFromME

public static double[] pdfFromME(double[] alpha,
 Matrix A,
 double[] x)

Overload for double[] alpha.

pdfFromPH

public static double[] pdfFromPH(double[] alpha,
 Matrix A,
 double[] x)

Overload for double[] alpha.