Object MarkovChain

  • All Implemented Interfaces:

    
    public class MarkovChain
    
                        

    Facade object for Markov Chain functions. Accessed by the wrapper via: jline.lib.kpctoolbox.MarkovChain

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description
    • Field Summary

      Fields 
      Modifier and Type Field Description
      public final static MarkovChain INSTANCE
    • Constructor Summary

      Constructors 
      Constructor Description
    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
    • Method Summary

      Modifier and Type Method Description
      final static Matrix ctmcSteadyState(Matrix Q) Computes steady-state distribution for CTMC.
      final static Matrix dtmcSteadyState(Matrix P) Computes steady-state distribution for DTMC.
      final static Matrix ctmcTransient(Matrix Q, Double t) Computes transient distribution for CTMC at time t.
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

    • Method Detail

      • ctmcSteadyState

         final static Matrix ctmcSteadyState(Matrix Q)

        Computes steady-state distribution for CTMC. Wrapper calls: MarkovChain.ctmcSteadyState(Q_Matrix)

        Parameters:
        Q - Generator matrix as Matrix
        Returns:

        Steady-state distribution as Matrix (row vector)

      • dtmcSteadyState

         final static Matrix dtmcSteadyState(Matrix P)

        Computes steady-state distribution for DTMC. Wrapper calls: MarkovChain.dtmcSteadyState(P_Matrix)

        Parameters:
        P - Transition probability matrix as Matrix
        Returns:

        Steady-state distribution as Matrix (row vector)

      • ctmcTransient

         final static Matrix ctmcTransient(Matrix Q, Double t)

        Computes transient distribution for CTMC at time t. Wrapper calls: MarkovChain.ctmcTransient(Q_Matrix, t)

        Parameters:
        Q - Generator matrix as Matrix
        t - Time point
        Returns:

        Transient distribution as Matrix (row vector)