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public interface PhaseVar
This interface defines the behaviour that any Phase-Type distribution should have
Method Summary | |
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double |
cdf(double x)
Evaluates the cumulative density function at x |
double[] |
cdf(int n,
double delta)
Evaluates the Cumulative Density Function at n values of x, starting with x=0, step delta |
PhaseVar |
copy()
Creates a deep copy of the original Phase-Type Variable |
double |
CV()
Computes the Coefficient of Variation of the Phase variable |
double |
expectedValue()
Computes the Expected Value of the Phase variable |
no.uib.cipr.matrix.Vector |
getMat0()
Returns the exit vector from the transient states to absorption |
double[] |
getMat0Array()
Returns the exit vector in double[] format |
no.uib.cipr.matrix.Matrix |
getMatrix()
Returns the transition matrix of the Phase-Type Distribution |
double[][] |
getMatrixArray()
Returns the transition matrix in double format |
int |
getNumPhases()
Returns the number of Phases of the Phase distribution |
double |
getVec0()
Returns the probability mass at zero (alpha_0) |
no.uib.cipr.matrix.Vector |
getVector()
Returns the initial probability mass vector |
double[] |
getVectorArray()
Returns the initial probability mass vector in double[] format |
double |
lossFunction1(double x)
Evaluates the loss function of order 1 at x |
double |
lossFunction2(double x)
Evaluates the loss function of order 2 at x |
double |
median()
Compuetes the median of the distribution |
double |
moment(int k)
Compuetes the k-th Moment of the Phase variable |
double |
prob(double a,
double b)
Computes the probability that this variable takes a value between a and b |
double |
quantil(double p)
Computes the quantile q of the distribution, such that F(q) = p |
void |
setMatrix(no.uib.cipr.matrix.Matrix A)
Rate Matrix = A |
void |
setVector(no.uib.cipr.matrix.Vector alpha)
Initial Probability vector = alpha |
double |
stdDeviation()
Computes the Standard deviation of the Phase variable |
double |
survival(double x)
Evaluates the survival function at x |
double[] |
survival(int n,
double delta)
Evaluates the Survival Function at n values of x, starting with x=0, step delta |
double |
variance()
Computes the Variance of the Phase variable |
Methods inherited from interface jmarkov.basic.JMarkovElement |
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description, equals, label, toString |
Method Detail |
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no.uib.cipr.matrix.Matrix getMatrix()
void setMatrix(no.uib.cipr.matrix.Matrix A)
A
- Transition matrix for transient states of the
Phase-Type Distributionno.uib.cipr.matrix.Vector getVector()
void setVector(no.uib.cipr.matrix.Vector alpha)
alpha
- Initial probability mass vectorint getNumPhases()
double getVec0()
no.uib.cipr.matrix.Vector getMat0()
double[][] getMatrixArray()
double[] getVectorArray()
double[] getMat0Array()
PhaseVar copy()
double expectedValue()
double variance()
double stdDeviation()
double CV()
double moment(int k)
k
- Moment
double cdf(double x)
x
- Evaluation point
double[] cdf(int n, double delta)
n
- number of evaluation pointsdelta
- distance between evaluation points
double prob(double a, double b)
a
- inferior limitb
- superior limit
double survival(double x)
x
- Evaluation point
double[] survival(int n, double delta)
n
- number of evaluation pointsdelta
- distance between evaluation points
double lossFunction1(double x)
x
- Evaluation point
double lossFunction2(double x)
x
- Evaluation point
double quantil(double p)
p
- probability such that F(q) = p
double median()
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