Package jline.lib.butools.ph

Class SamplesFromPHKt

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    • Field Summary

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    • Constructor Detail

    • Method Detail

      • samplesFromPH

         final static DoubleArray samplesFromPH(Matrix alpha, Matrix A, Integer 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 (optional).
        Returns:

        The vector of random samples.