jphase
Class DenseDiscPhaseVar

java.lang.Object
  extended by jphase.AbstractDiscPhaseVar
      extended by jphase.DenseDiscPhaseVar
All Implemented Interfaces:
JMarkovElement, DiscPhaseVar, PhaseVar

public class DenseDiscPhaseVar
extends AbstractDiscPhaseVar
implements DiscPhaseVar

This class allows the creation and manipulation of Discrete Phase-type distributions represented by dense matrices.

Version:
0.1 This class allows the creation and manipulation of Discrete Phase-type distributions represented by dense matrices.
Author:
German Riaņo, Juan Fernando Perez

Field Summary
protected  no.uib.cipr.matrix.DenseMatrix A
          Probability Transition Matrix
protected  no.uib.cipr.matrix.DenseVector alpha
          Initial Probability distribution vector
 
Constructor Summary
DenseDiscPhaseVar()
          Constructs an empty Discrete Phase-type Distribution with dense representation
DenseDiscPhaseVar(no.uib.cipr.matrix.DenseVector alpha, no.uib.cipr.matrix.DenseMatrix A)
          Constructs a Discrete Phase-type Distribution with dense representation
DenseDiscPhaseVar(double[] alpha, double[][] A)
          Constructs a Discrete Phase-type Distribution with dense representation
DenseDiscPhaseVar(int n)
          Constructs an empty Discrete Phase-type Distribution of size n with dense representation
DenseDiscPhaseVar(no.uib.cipr.matrix.Vector alpha, no.uib.cipr.matrix.Matrix A)
          Constructs a Discrete Phase-type Distribution with dense representation
 
Method Summary
 DiscPhaseVar copy()
          Creates a deep copy of the original Phase-Type Variable
static DenseDiscPhaseVar Geom(double p)
          Discrete Phase distribution that represents a geometric distribution with probability of success p
 no.uib.cipr.matrix.Matrix getMatrix()
          Returns the transition matrix of the Phase-Type Distribution
 no.uib.cipr.matrix.Vector getVector()
          Returns the initial probability mass vector
static DenseDiscPhaseVar NegativeBinomial(double p, int r)
          Discrete Phase Distribution thata represents a Negative Binomial distribution with parameters p and r
 DiscPhaseVar newVar(int n)
          Creates a new variable of the same class of the original Discrete Phase-Type Variable
 void setMatrix(no.uib.cipr.matrix.Matrix A)
          Rate Matrix = A
 void setVector(no.uib.cipr.matrix.Vector alpha)
          Initial Probability vector = alpha
 
Methods inherited from class jphase.AbstractDiscPhaseVar
cdf, cdf, CV, description, expectedValue, getMat0, getMat0Array, getMatrixArray, getNumPhases, getVec0, getVectorArray, label, lossFunction1, lossFunction2, max, max, median, min, min, mix, mix, moment, pmf, pmf, prob, quantil, stdDeviation, sum, sum, sumGeom, sumPH, sumPH, survival, survival, toString, variance
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
 
Methods inherited from interface jphase.DiscPhaseVar
max, max, min, min, mix, mix, pmf, pmf, sum, sum, sumGeom, sumPH, sumPH, toString
 
Methods inherited from interface jphase.PhaseVar
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
description, equals, label
 

Field Detail

A

protected no.uib.cipr.matrix.DenseMatrix A
Probability Transition Matrix


alpha

protected no.uib.cipr.matrix.DenseVector alpha
Initial Probability distribution vector

Constructor Detail

DenseDiscPhaseVar

public DenseDiscPhaseVar()
Constructs an empty Discrete Phase-type Distribution with dense representation


DenseDiscPhaseVar

public DenseDiscPhaseVar(int n)
Constructs an empty Discrete Phase-type Distribution of size n with dense representation

Parameters:
n - size of the Discrete Phase-type Distribution

DenseDiscPhaseVar

public DenseDiscPhaseVar(no.uib.cipr.matrix.DenseVector alpha,
                         no.uib.cipr.matrix.DenseMatrix A)
Constructs a Discrete Phase-type Distribution with dense representation

Parameters:
A - transition probability matrix
alpha - initial probability distribution vector

DenseDiscPhaseVar

public DenseDiscPhaseVar(no.uib.cipr.matrix.Vector alpha,
                         no.uib.cipr.matrix.Matrix A)
Constructs a Discrete Phase-type Distribution with dense representation

Parameters:
A - transition probability matrix
alpha - initial probability distribution vector

DenseDiscPhaseVar

public DenseDiscPhaseVar(double[] alpha,
                         double[][] A)
Constructs a Discrete Phase-type Distribution with dense representation

Parameters:
A - transition probability matrix
alpha - initial probability distribution vector
Method Detail

Geom

public static DenseDiscPhaseVar Geom(double p)
Discrete Phase distribution that represents a geometric distribution with probability of success p

Parameters:
p - probability of succes
Returns:
Dense Discrete Phase-Type Distribution

NegativeBinomial

public static DenseDiscPhaseVar NegativeBinomial(double p,
                                                 int r)
Discrete Phase Distribution thata represents a Negative Binomial distribution with parameters p and r

Parameters:
p - probability of success in one trial
r - number of successes until absorption
Returns:
Dense Discrete Phase-Type distribution

getMatrix

public no.uib.cipr.matrix.Matrix getMatrix()
Description copied from interface: PhaseVar
Returns the transition matrix of the Phase-Type Distribution

Specified by:
getMatrix in interface PhaseVar
Returns:
Transition matrix for transient states of the Phase-Type Distribution
See Also:
PhaseVar.getMatrix()

getVector

public no.uib.cipr.matrix.Vector getVector()
Description copied from interface: PhaseVar
Returns the initial probability mass vector

Specified by:
getVector in interface PhaseVar
Returns:
Initial probability mass vector
See Also:
PhaseVar.getVector()

setMatrix

public void setMatrix(no.uib.cipr.matrix.Matrix A)
Description copied from interface: PhaseVar
Rate Matrix = A

Specified by:
setMatrix in interface PhaseVar
Parameters:
A - Transition matrix for transient states of the Phase-Type Distribution
See Also:
PhaseVar.setMatrix(no.uib.cipr.matrix.Matrix)

setVector

public void setVector(no.uib.cipr.matrix.Vector alpha)
Description copied from interface: PhaseVar
Initial Probability vector = alpha

Specified by:
setVector in interface PhaseVar
Parameters:
alpha - Initial probability mass vector
See Also:
PhaseVar.setVector(no.uib.cipr.matrix.Vector)

copy

public DiscPhaseVar copy()
Description copied from interface: DiscPhaseVar
Creates a deep copy of the original Phase-Type Variable

Specified by:
copy in interface DiscPhaseVar
Specified by:
copy in interface PhaseVar
Returns:
A deep copy of the original Phase-Type Variable
See Also:
ContPhaseVar.copy()

newVar

public DiscPhaseVar newVar(int n)
Description copied from interface: DiscPhaseVar
Creates a new variable of the same class of the original Discrete Phase-Type Variable

Specified by:
newVar in interface DiscPhaseVar
Parameters:
n - number of Phases of the new Variable
Returns:
A new variable of the same class of the original Discrete Phase-Type Variable