Package jline.lib.kpctoolbox.smp

Class DETKt

  • All Implemented Interfaces:
    
public final class DETKt

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description

    • Field Summary

      Fields 
      Modifier and Type Field Description

    • Constructor Summary

      Constructors 
      Constructor Description

    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description

    • Constructor Detail

    • Method Detail

      • det_embedded

         final static Matrix det_embedded(MatrixCell DET)

        Computes the embedded DTMC of a deterministic MAP.

        Parameters:
        DET - Deterministic MAP as {D0, D1}
        Returns:

        Embedded discrete-time transition probability matrix

      • det_moment

         final static DoubleArray det_moment(MatrixCell DET, IntArray kset)

        Computes the k-th moment of a deterministic process.

        Parameters:
        DET - Deterministic MAP as {D0, D1}
        kset - Array of moment orders to compute
        Returns:

        Array of moment values

      • det_scv

         final static Double det_scv(MatrixCell DET)

        Computes the squared coefficient of variation for a deterministic process.

        Parameters:
        DET - Deterministic MAP as {D0, D1}
        Returns:

        SCV value

      • det_acf

         final static DoubleArray det_acf(MatrixCell DET, IntArray kset)

        Computes the autocorrelation function for a deterministic process.

        Parameters:
        DET - Deterministic MAP as {D0, D1}
        kset - Lags at which to compute ACF
        Returns:

        Array of ACF values

      • det_sample

         final static Triple<DoubleArray, IntArray, IntArray> det_sample(MatrixCell DET, Integer nSamples, Integer initState)

        Generates samples from a deterministic MAP.

        Parameters:
        DET - Deterministic MAP as {D0, D1}
        nSamples - Number of samples to generate
        initState - Initial state (0-based, or null for random from stationary)
        Returns:

        Triple of (samples, last states, first states)

      • det_sum

         final static MatrixCell det_sum(MatrixCell DET1, MatrixCell DET2)

        Computes the sum of two deterministic processes.

        Parameters:
        DET1 - First deterministic MAP
        DET2 - Second deterministic MAP
        Returns:

        Combined MAP representing sum