Package jline.lib.kpctoolbox.kpcfit
Class KPCFitKt
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- All Implemented Interfaces:
public final class KPCFitKt
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Field Summary
Fields Modifier and Type Field Description public final static DoubleKPCFIT_TOL
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Method Summary
Modifier and Type Method Description final static TraceDatakpcfit_init(DoubleArray S, IntArray acLags, IntArray bcGridLags)Initializes trace data for KPC fitting. final static KPCFitResultkpcfit_auto(TraceData trace, KPCFitOptions options)Automatic KPC fitting of a trace to a MAP. final static KPCFitResultkpcfit_manual(Integer numMAPs, DoubleArray E, DoubleArray AC, IntArray ACLags, DoubleArray BC, Array<IntArray> BCLags, KPCFitOptions options)Manual KPC fitting with specified parameters. final static Integerkpcfit_sub_bic(DoubleArray ACFull, IntArray orders)BIC-based order selection for KPC fitting. final static Triple<List<DoubleArray>, List<DoubleArray>, DoubleArray>kpcfit_sub_acfit(DoubleArray E, DoubleArray SA, IntArray SALags, Integer J, Integer maxIterAC, Integer maxRunsAC, Integer maxResAC)Autocorrelation fitting sub-routine. final static Pair<Double, DoubleArray>kpcfit_sub_eval_acfit(DoubleArray SCVj, DoubleArray G2j, IntArray lags)Evaluates ACF for given SCV and G2 parameters. final static Triple<DoubleArray, DoubleArray, Double>kpcfit_sub_bcfit(DoubleArray E, DoubleArray SCVj, DoubleArray G2j, DoubleArray BC, Array<IntArray> BCLags, Integer maxIterBC, Integer maxRunsBC)Bicovariance fitting sub-routine. final static Triple<MatrixCell, List<MatrixCell>, Integer>kpcfit_sub_compose(DoubleArray E1j, DoubleArray SCVj, DoubleArray E3j, DoubleArray G2j)Composes a MAP from sub-MAP parameters using KPC. -
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Method Detail
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kpcfit_init
final static TraceData kpcfit_init(DoubleArray S, IntArray acLags, IntArray bcGridLags)
Initializes trace data for KPC fitting. Computes moments, autocorrelations, and bicovariances.
- Parameters:
S- Input trace (inter-arrival times)acLags- Optional: specific lags for autocorrelationbcGridLags- Optional: lags for bicovariance grid- Returns:
TraceData structure with computed statistics
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kpcfit_auto
final static KPCFitResult kpcfit_auto(TraceData trace, KPCFitOptions options)
Automatic KPC fitting of a trace to a MAP.
- Parameters:
trace- Prepared trace data from kpcfit_initoptions- Fitting options- Returns:
KPCFitResult with fitted MAP and diagnostics
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kpcfit_manual
final static KPCFitResult kpcfit_manual(Integer numMAPs, DoubleArray E, DoubleArray AC, IntArray ACLags, DoubleArray BC, Array<IntArray> BCLags, KPCFitOptions options)
Manual KPC fitting with specified parameters.
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kpcfit_sub_bic
final static Integer kpcfit_sub_bic(DoubleArray ACFull, IntArray orders)
BIC-based order selection for KPC fitting.
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kpcfit_sub_acfit
final static Triple<List<DoubleArray>, List<DoubleArray>, DoubleArray> kpcfit_sub_acfit(DoubleArray E, DoubleArray SA, IntArray SALags, Integer J, Integer maxIterAC, Integer maxRunsAC, Integer maxResAC)
Autocorrelation fitting sub-routine.
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kpcfit_sub_eval_acfit
final static Pair<Double, DoubleArray> kpcfit_sub_eval_acfit(DoubleArray SCVj, DoubleArray G2j, IntArray lags)
Evaluates ACF for given SCV and G2 parameters.
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kpcfit_sub_bcfit
final static Triple<DoubleArray, DoubleArray, Double> kpcfit_sub_bcfit(DoubleArray E, DoubleArray SCVj, DoubleArray G2j, DoubleArray BC, Array<IntArray> BCLags, Integer maxIterBC, Integer maxRunsBC)
Bicovariance fitting sub-routine.
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kpcfit_sub_compose
final static Triple<MatrixCell, List<MatrixCell>, Integer> kpcfit_sub_compose(DoubleArray E1j, DoubleArray SCVj, DoubleArray E3j, DoubleArray G2j)
Composes a MAP from sub-MAP parameters using KPC.
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