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See:
Description
Class Summary | |
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GeneratorUtils | This class contains a set of methods to make some usual calculations for the PhaseGenerator classes |
NeutsContPHGenerator | This class implements the algorithm proposed by Neuts and Pagano "generating Random Variates of Phase-Type", 1981. |
NeutsDiscPHGenerator | This class implements the algorithm proposed by Neuts and Pagano "generating Random Variates of Phase-Type", 1981. |
PhaseGenerator | This abstract class defines the behaviour that any Phase-Type random number generator should have |
Provides capabilities for generating random variates from Phase type distributions. These includes discrete and continuous random number generators. This package includes the implementation of two algorithms based on the alias method, a framework and a set of utilities for implement new methods. For overviews, tutorials, examples, guides, and tool documentation, please see:
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