jphase.fit
Class EMPhaseFit
java.lang.Object
jphase.fit.ContPhaseFitter
jphase.fit.MLContPhaseFitter
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 |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
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
EMPhaseFit
public EMPhaseFit(double[] data)
- Parameters:
data
-
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