Package jphase

This package provides capabilities for modeling Phase type distributions.

See:
          Description

Interface Summary
ContPhaseVar  
DiscPhaseVar  
PhaseVar This interface defines the behaviour that any Phase-Type distribution should have
 

Class Summary
AbstractContPhaseVar  
AbstractDiscPhaseVar  
DenseContPhaseVar This class allows the creation and manipulation of Continuous Phase-type distributions represented by dense matrices.
DenseDiscPhaseVar This class allows the creation and manipulation of Discrete Phase-type distributions represented by dense matrices.
ErlangCoxianVar Phase-Type representation of an ErlangCoxian distribution as defined by Osogami and Harchol in "Closed form solutions for mapping general distributions to quasi-minimal PH distributions", 2005.
HyperErlangVar  
MarkovMatrix  
MatrixUtils  
PhaseVarSet  
Poly This class represents a polynomial.
SparseContPhaseVar  
SparseDiscPhaseVar  
SuperErlang  
Term This class describes a basic term in a super-Erlang function It has the form: alpha lambda^n * t^(n-1) * exp(^-m*lambda) / (n-1)! Or alpha * R(n,lambda) where R(n,lambda) is an Erlang pdf.
Utils  
 

Package jphase Description

This package provides capabilities for modeling Phase type distributions. Phase type distributions are a very general family of destribution, which can be shown to be dense. That means that any distribution for a positive random variable can be approximated with a Phase type distribution. Phase type distributions are also useful because of numerous closeure properties. For overviews, tutorials, examples, guides, and tool documentation, please see:

Copa Group WEB page.