Class MVPH

java.lang.Object
jline.lib.kpctoolbox.mvph.MVPH

public final class MVPH extends Object
  • Method Details

    • mvph_joint

      public static double mvph_joint(double[] alpha, Matrix S, Matrix T, Matrix D, int n1, int n2)
      Computes the joint moment E[X^n1 * Y^n2] of a bivariate phase-type distribution.
    • mvph_mean_x

      public static double mvph_mean_x(double[] alpha, Matrix S, Matrix T, Matrix D)
    • mvph_mean_y

      public static double mvph_mean_y(double[] alpha, Matrix S, Matrix T, Matrix D)
    • mvph_cov

      public static double mvph_cov(double[] alpha, Matrix S, Matrix T, Matrix D)
    • mvph_corr

      public static double mvph_corr(double[] alpha, Matrix S, Matrix T, Matrix D)