Package jline.lib.butools.ph

Class SamplesFromPH

java.lang.Object

jline.lib.butools.ph.SamplesFromPH

public final class SamplesFromPH
extends Object

Method Summary

Modifier and Type	Method	Description
static double[]	samplesFromPH(double[] alpha, Matrix A, int K)
static double[]	samplesFromPH(double[] alpha, Matrix A, int K, Random random)
static double[]	samplesFromPH(Matrix alpha, Matrix A, int K)
static double[]	samplesFromPH(Matrix alpha, Matrix A, int K, Random random)	Generates random samples from a phase-type distribution.

Methods inherited from class java.lang.Object

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

Method Details

samplesFromPH

public static double[] samplesFromPH(Matrix alpha,
 Matrix A,
 int K,
 Random random)

Generates random samples from a phase-type distribution.

Parameters:

alpha - The initial probability vector of the phase-type distribution.

A - The transient generator matrix of the phase-type distribution.

K - The number of samples to generate.

random - Random number generator.

Returns:

The vector of random samples.

samplesFromPH

public static double[] samplesFromPH(Matrix alpha,
 Matrix A,
 int K)

samplesFromPH

public static double[] samplesFromPH(double[] alpha,
 Matrix A,
 int K,
 Random random)

samplesFromPH

public static double[] samplesFromPH(double[] alpha,
 Matrix A,
 int K)