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java.lang.Objectjphase.AbstractContPhaseVar
jphase.ErlangCoxianVar
public class 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.
Constructor Summary | |
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ErlangCoxianVar()
Constructor of an Erlang Coxian variable in dense representation. |
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ErlangCoxianVar(int n)
Constructor of a ErlangCoxian variable in dense representation |
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ErlangCoxianVar(int n,
double p,
double lambdaY,
double lambdaX1,
double lambdaX2,
double px)
Constructor of a ErlangCoxian variable in dense representation |
Method Summary | |
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PhaseVar |
convoExpo(double lambda)
Creates a Dense Continuous Phase Variable that represents the convolution of the original ErlangCoxian distribution and an exponential phase with rate lambda |
ContPhaseVar |
copy()
Creates a deep copy of the original Phase-Type Variable |
java.lang.String |
description()
This method return a complete verbal describtion of this element. |
double |
getLambdaX1()
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double |
getLambdaX2()
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double |
getLambdaY()
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no.uib.cipr.matrix.Matrix |
getMatrix()
Returns the transition matrix of the Phase-Type Distribution |
int |
getN()
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double |
getP()
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double |
getPx()
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no.uib.cipr.matrix.Vector |
getVector()
Returns the initial probability mass vector |
PhaseVar |
mixtureExpo(double lambda,
double p)
Creates a Dense Continuous Phase Variable that represents the mixture of the original ErlangCoxian distribution (p) and an exponential phase with rate lambda (1-p) |
ContPhaseVar |
newVar(int n)
Creates a new variable of the same class of the original Continuous Phase-Type Variable |
void |
setLambdaX1(double lambdaX1)
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void |
setLambdaX2(double lambdaX2)
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void |
setLambdaY(double lambdaY)
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void |
setMatrix(no.uib.cipr.matrix.Matrix A)
Rate Matrix = A |
void |
setN(int n)
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void |
setP(double p)
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void |
setPx(double px)
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void |
setVector(no.uib.cipr.matrix.Vector alpha)
Initial Probability vector = alpha |
Methods inherited from class jphase.AbstractContPhaseVar |
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cdf, cdf, CV, eqResidualTime, expectedValue, getMat0, getMat0Array, getMatrixArray, getNumPhases, getVec0, getVectorArray, label, lossFunction1, lossFunction2, max, max, median, min, min, mix, mix, moment, pdf, pdf, prob, quantil, residualTime, residualVar, stdDeviation, sum, sum, sumGeom, sumPH, sumPH, survival, survival, times, toString, variance, waitingQ |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Methods inherited from interface jphase.PhaseVar |
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cdf, cdf, CV, expectedValue, getMat0, getMat0Array, getMatrixArray, getNumPhases, getVec0, getVectorArray, lossFunction1, lossFunction2, median, moment, prob, quantil, stdDeviation, survival, survival, variance |
Methods inherited from interface jmarkov.basic.JMarkovElement |
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equals, label, toString |
Constructor Detail |
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public ErlangCoxianVar()
public ErlangCoxianVar(int n, double p, double lambdaY, double lambdaX1, double lambdaX2, double px)
n
- total number of phases (Erlang degree: n-2)p
- probability of having a positive elapse time
in the distribution. 1-p: mass probability at zerolambdaY
- rate of the Erlang distributionlambdaX1
- rate of the first stage of the Coxian
distributionlambdaX2
- rate of the second stage of the Coxian
distributionpx
- probability of going from the first to the second
stage in the Coxian distribution. 1-p: probability of
absorption at the first stage of the Coxian distributionpublic ErlangCoxianVar(int n)
n
- total number of phases (Erlang degree: n-2)
absorption at the first stage of the Coxian distributionMethod Detail |
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public int getN()
public void setN(int n)
n
- Total number of phasespublic double getP()
public void setP(double p)
p
- Probability of having a positive elapse time
in the distribution. 1-p: mass probability at zeropublic double getLambdaY()
public void setLambdaY(double lambdaY)
lambdaY
- Erlang distribution ratepublic double getLambdaX1()
public void setLambdaX1(double lambdaX1)
lambdaX1
- Rate of the first stage at the Coxian
distributionpublic double getLambdaX2()
public void setLambdaX2(double lambdaX2)
lambdaX2
- Rate of the second stage at the Coxian
distributionpublic double getPx()
public void setPx(double px)
px
- Probability of going from the first to the second
stage in the Coxian distribution. 1-p: probability of
absorption at the first stage if the Coxian distributionpublic no.uib.cipr.matrix.Matrix getMatrix()
PhaseVar
getMatrix
in interface PhaseVar
public void setMatrix(no.uib.cipr.matrix.Matrix A)
PhaseVar
setMatrix
in interface PhaseVar
A
- Transition matrix for transient states of the
Phase-Type Distributionpublic no.uib.cipr.matrix.Vector getVector()
PhaseVar
getVector
in interface PhaseVar
public void setVector(no.uib.cipr.matrix.Vector alpha)
PhaseVar
setVector
in interface PhaseVar
alpha
- Initial probability mass vectorpublic ContPhaseVar copy()
ContPhaseVar
copy
in interface ContPhaseVar
copy
in interface PhaseVar
public ContPhaseVar newVar(int n)
ContPhaseVar
newVar
in interface ContPhaseVar
n
- number of Phases of the new Variable
public PhaseVar mixtureExpo(double lambda, double p)
lambda
- rate of the exponential phase to be included
in the mixturep
- probability mass of the ErlangCoxian distribution
in the mixture
public PhaseVar convoExpo(double lambda)
lambda
- rate of the exponential phase to be included
in the convolution
public java.lang.String description()
JMarkovElement
description
in interface JMarkovElement
description
in class AbstractContPhaseVar
JMarkovElement.label()
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