jphase.fit
Class EMPhaseFit

java.lang.Object
  extended by jphase.fit.ContPhaseFitter
      extended by jphase.fit.MLContPhaseFitter
          extended by jphase.fit.EMPhaseFit
All Implemented Interfaces:
PhaseFitter

public class EMPhaseFit
extends MLContPhaseFitter

This class implements the Maximum Likelihood method proposed by Asmussen, Nerman and Olsson in "Fitting Phase-type Distributions via the EM algorithm", 1996. The method matches the likelilihood of any distribution to the entire class of Phase-Type distributions.

Author:
Juan Fernando Perez

Field Summary
static int evalPoints
          Constant to multiply thesize of the data trace to obtain the number of evaluation points.
static double logPrecision
           
static double precision
          Precision for the convergence criterion in the algorithm
static double precisionParam
          Precision for the convergence criterion in the coefficient of variance
 
Fields inherited from class jphase.fit.ContPhaseFitter
data, var
 
Constructor Summary
EMPhaseFit(double[] data)
           
 
Method Summary
 double doFitN(double[] data)
           
 DenseContPhaseVar fit()
          Executes the fitting procedure to find the parameter set
 
Methods inherited from class jphase.fit.MLContPhaseFitter
getLogLikelihood
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

precision

public static double precision
Precision for the convergence criterion in the algorithm


logPrecision

public static double logPrecision

precisionParam

public static double precisionParam
Precision for the convergence criterion in the coefficient of variance


evalPoints

public static int evalPoints
Constant to multiply thesize of the data trace to obtain the number of evaluation points. The number of evaluation points in the Runge-Kutta algorithm is the size of the data trace times evalPoints

Constructor Detail

EMPhaseFit

public EMPhaseFit(double[] data)
Parameters:
data -
Method Detail

fit

public DenseContPhaseVar fit()
Description copied from interface: PhaseFitter
Executes the fitting procedure to find the parameter set

Specified by:
fit in interface PhaseFitter
Specified by:
fit in class ContPhaseFitter
Returns:
Phase-Type variable with the best fit
See Also:
PhaseFitter.fit()

doFitN

public double doFitN(double[] data)
Parameters:
data -
Returns:
The loglikelihood