jphase
Class AbstractContPhaseVar

java.lang.Object
  jphase.AbstractContPhaseVar

All Implemented Interfaces:

JMarkovElement, ContPhaseVar, PhaseVar

Direct Known Subclasses:

DenseContPhaseVar, ErlangCoxianVar, HyperErlangVar, SparseContPhaseVar

public abstract class AbstractContPhaseVar
extends java.lang.Object
implements ContPhaseVar

Version:

0.1 Abstract class that defines the behaviour of Continuous Phase-Type Distributions

Author:

German Ria�o, Juan Fernando Perez

Constructor Summary

AbstractContPhaseVar()

Method Summary

double	cdf(double x) Evaluates the cumulative density function at x
double[]	cdf(int n, double delta) Evaluates the Cumulative Density Function at n values of x, starting with x=0, step delta
double	CV() Computes the Coefficient of Variation of the Phase variable
java.lang.String	description() This method return a complete verbal describtion of this element.
ContPhaseVar	eqResidualTime() Computes the Equilibrium Residual Distribution
double	expectedValue() Computes the Expected Value of the Phase variable
no.uib.cipr.matrix.Vector	getMat0() Returns the exit vector from the transient states to absorption
double[]	getMat0Array() Returns the exit vector in double[] format
double[][]	getMatrixArray() Returns the transition matrix in double format
int	getNumPhases() Returns the number of Phases of the Phase distribution
double	getVec0() Returns the probability mass at zero (alpha_0)
double[]	getVectorArray() Returns the initial probability mass vector in double[] format
java.lang.String	label() This method returns a short String used in the user interface to describe this element.
double	lossFunction1(double x) Evaluates the loss function of order 1 at x
double	lossFunction2(double x) Evaluates the loss function of order 2 at x
ContPhaseVar	max(ContPhaseVar v2) Returns the maximum between the variable B and the original: res = max(A,B)
ContPhaseVar	max(ContPhaseVar v2, ContPhaseVar res) Returns the maximum between the variable B and the original: res = max(A,B)
double	median() Compuetes the median of the distribution
ContPhaseVar	min(ContPhaseVar v2) Returns the minimum between the variable B and the original: res = min(A,B)
ContPhaseVar	min(ContPhaseVar v2, ContPhaseVar res) Returns the minimum between the variable B and the original: res = min(A,B)
ContPhaseVar	mix(double p, ContPhaseVar v2) Computes the distribution of the mix: res = A*p + B*(1-p)
ContPhaseVar	mix(double p, ContPhaseVar v2, ContPhaseVar res) Computes the distribution of the mix: res = A*p + B*(1-p)
double	moment(int k) Compuetes the k-th Moment of the Phase variable
double	pdf(double x) Evaluates the probability density function at x
double[]	pdf(int n, double delta) Evaluates the Probability Density Function at n values of x, starting with x=0, step delta
double	prob(double a, double b) Computes the probability that this variable takes a value between a and b
double	quantil(double p) Computes the quantile q of the distribution, such that F(q) = p
ContPhaseVar	residualTime(double x) Computes the Residual Time Distribution
ContPhaseVar	residualVar(double a) Computes the variable (X-a)+, i.e.
double	stdDeviation() Computes the Standard deviation of the Phase variable
ContPhaseVar	sum(ContPhaseVar v2) Computes the sum of variables: res = A +B
ContPhaseVar	sum(ContPhaseVar v2, ContPhaseVar res) Computes the sum of variables: res = A +B
ContPhaseVar	sumGeom(double p) Returns the sum of a geometric number of independent copies of this variable
ContPhaseVar	sumPH(DiscPhaseVar v2) Returns the sum of a Phase number of Continuous Phase-type distributions
ContPhaseVar	sumPH(DiscPhaseVar B, ContPhaseVar res) Returns the sum of a Phase number of Continuous Phase-type distributions
double	survival(double x) Evaluates the survival function at x
double[]	survival(int n, double delta) Evaluates the Survival Function at n values of x, starting with x=0, step delta
ContPhaseVar	times(double c) Returns a Phase continuous variable that is the original one times c
java.lang.String	toString() This method returns a short String used in the user interface to describe this element.
double	variance() Computes the Variance of the Phase variable
ContPhaseVar	waitingQ(double rho) Computes the distribution of the waiting time in queue

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface jphase.ContPhaseVar

copy, newVar

Methods inherited from interface jphase.PhaseVar

getMatrix, getVector, setMatrix, setVector

Methods inherited from interface jmarkov.basic.JMarkovElement

equals

Constructor Detail

AbstractContPhaseVar

public AbstractContPhaseVar()

Method Detail

sumPH

public ContPhaseVar sumPH(DiscPhaseVar B,
                          ContPhaseVar res)

Description copied from interface: ContPhaseVar

Returns the sum of a Phase number of Continuous Phase-type distributions

Specified by:

sumPH in interface ContPhaseVar

Parameters:

B - Discrete-Phase Type Distribution that determines the number of Continuous Phase-Type Distributions to sum

res - Continuous Phase Variable to store the resulting distribution

Returns:

Sum of a Phase number of Continuous Phase-type distributions

See Also:

ContPhaseVar.sumPH(jphase.DiscPhaseVar, jphase.ContPhaseVar)

sumPH

public ContPhaseVar sumPH(DiscPhaseVar v2)

Description copied from interface: ContPhaseVar

Returns the sum of a Phase number of Continuous Phase-type distributions

Specified by:

sumPH in interface ContPhaseVar

Parameters:

v2 - Discrete-Phase Type Distribution that determines the number of Continuous Phase-Type Distributions to sum

Returns:

Sum of a Phase number of Continuous Phase-type distributions

See Also:

ContPhaseVar.sumPH(jphase.DiscPhaseVar)

getNumPhases

public int getNumPhases()

Description copied from interface: PhaseVar

Returns the number of Phases of the Phase distribution

Specified by:

getNumPhases in interface PhaseVar

Returns:

Number of Phases of the Phase distribution

See Also:

PhaseVar.getNumPhases()

getVec0

public double getVec0()

Description copied from interface: PhaseVar

Returns the probability mass at zero (alpha_0)

Specified by:

getVec0 in interface PhaseVar

Returns:

Probability mass at zero (alpha_0)

See Also:

PhaseVar.getVec0()

getMat0

public no.uib.cipr.matrix.Vector getMat0()

Description copied from interface: PhaseVar

Returns the exit vector from the transient states to absorption

Specified by:

getMat0 in interface PhaseVar

Returns:

Exit vector from the transient states to absorption

See Also:

PhaseVar.getMat0()

getMatrixArray

public double[][] getMatrixArray()

Description copied from interface: PhaseVar

Returns the transition matrix in double format

Specified by:

getMatrixArray in interface PhaseVar

Returns:

Transition matrix for transient states of the Phase-Type Distribution in double[][] format

See Also:

PhaseVar.getMatrixArray()

getVectorArray

public double[] getVectorArray()

Description copied from interface: PhaseVar

Returns the initial probability mass vector in double[] format

Specified by:

getVectorArray in interface PhaseVar

Returns:

Initial probability mass vector in double[] format

See Also:

PhaseVar.getVectorArray()

getMat0Array

public double[] getMat0Array()

Description copied from interface: PhaseVar

Returns the exit vector in double[] format

Specified by:

getMat0Array in interface PhaseVar

Returns:

Exit vector from the transient states to absorption in double[] format

See Also:

PhaseVar.getMat0Array()

expectedValue

public double expectedValue()

Description copied from interface: PhaseVar

Computes the Expected Value of the Phase variable

Specified by:

expectedValue in interface PhaseVar

Returns:

Expected Value of the Phase variable

See Also:

PhaseVar.expectedValue()

variance

public double variance()

Description copied from interface: PhaseVar

Computes the Variance of the Phase variable

Specified by:

variance in interface PhaseVar

Returns:

Variance of the Phase variable

See Also:

PhaseVar.variance()

stdDeviation

public double stdDeviation()

Description copied from interface: PhaseVar

Computes the Standard deviation of the Phase variable

Specified by:

stdDeviation in interface PhaseVar

Returns:

Standard deviation of the Phase variable

See Also:

PhaseVar.stdDeviation()

CV

public double CV()

Description copied from interface: PhaseVar

Computes the Coefficient of Variation of the Phase variable

Specified by:

CV in interface PhaseVar

Returns:

Coefficient of Variation of the Phase variable

See Also:

PhaseVar.CV()

moment

public double moment(int k)

Description copied from interface: PhaseVar

Compuetes the k-th Moment of the Phase variable

Specified by:

moment in interface PhaseVar

Parameters:

k - Moment

Returns:

k-th Moment of the Phase variable

See Also:

PhaseVar.moment(int)

cdf

public double cdf(double x)

Description copied from interface: PhaseVar

Evaluates the cumulative density function at x

Specified by:

cdf in interface PhaseVar

Parameters:

x - Evaluation point

Returns:

Cumulative density function at x

See Also:

PhaseVar.cdf(double)

cdf

public double[] cdf(int n,
                    double delta)

Description copied from interface: PhaseVar

Evaluates the Cumulative Density Function at n values of x, starting with x=0, step delta

Specified by:

cdf in interface PhaseVar

Parameters:

n - number of evaluation points

delta - distance between evaluation points

Returns:

Evaluation of the survival Function at x = 0,d,2d,..,(n-1)d

See Also:

PhaseVar.cdf(int, double)

pdf

public double pdf(double x)

Description copied from interface: ContPhaseVar

Evaluates the probability density function at x

Specified by:

pdf in interface ContPhaseVar

Parameters:

x - Evaluation point

Returns:

Probability density function at x

See Also:

ContPhaseVar.pdf(double)

pdf

public double[] pdf(int n,
                    double delta)

Description copied from interface: ContPhaseVar

Evaluates the Probability Density Function at n values of x, starting with x=0, step delta

Specified by:

pdf in interface ContPhaseVar

Parameters:

n - number of evaluation points

delta - distance between evaluation points

Returns:

Evaluation of the probability density function at x = 0,d,2d,..,(n-1)d

See Also:

ContPhaseVar.pdf(int, double)

prob

public double prob(double a,
                   double b)

Description copied from interface: PhaseVar

Computes the probability that this variable takes a value between a and b

Specified by:

prob in interface PhaseVar

Parameters:

a - inferior limit

b - superior limit

Returns:

Probability that this variable takes a value between a and b

See Also:

PhaseVar.prob(double, double)

survival

public double survival(double x)

Description copied from interface: PhaseVar

Evaluates the survival function at x

Specified by:

survival in interface PhaseVar

Parameters:

x - Evaluation point

Returns:

Evaluation of the survival Function at x = 1-F(x)=P(X>x)

See Also:

PhaseVar.survival(double)

survival

public double[] survival(int n,
                         double delta)

Description copied from interface: PhaseVar

Evaluates the Survival Function at n values of x, starting with x=0, step delta

Specified by:

survival in interface PhaseVar

Parameters:

n - number of evaluation points

delta - distance between evaluation points

Returns:

Evaluation of the survival Function at x = 0,d,2d,..,(n-1)d

See Also:

PhaseVar.survival(int, double)

lossFunction1

public double lossFunction1(double x)

Description copied from interface: PhaseVar

Evaluates the loss function of order 1 at x

Specified by:

lossFunction1 in interface PhaseVar

Parameters:

x - Evaluation point

Returns:

Evaluation of the loss function of order 1

See Also:

PhaseVar.lossFunction1(double)

lossFunction2

public double lossFunction2(double x)

Description copied from interface: PhaseVar

Evaluates the loss function of order 2 at x

Specified by:

lossFunction2 in interface PhaseVar

Parameters:

x - Evaluation point

Returns:

Evaluation of the loss function of order 2

See Also:

PhaseVar.lossFunction2(double)

quantil

public double quantil(double p)

Description copied from interface: PhaseVar

Computes the quantile q of the distribution, such that F(q) = p

Specified by:

quantil in interface PhaseVar

Parameters:

p - probability such that F(q) = p

Returns:

The quantile q of the distribution, such that F(q) = p

See Also:

PhaseVar.quantil(double)

median

public double median()

Description copied from interface: PhaseVar

Compuetes the median of the distribution

Specified by:

median in interface PhaseVar

Returns:

The median of the distribution

See Also:

PhaseVar.median()

sum

public ContPhaseVar sum(ContPhaseVar v2,
                        ContPhaseVar res)

Description copied from interface: ContPhaseVar

Computes the sum of variables: res = A +B

Specified by:

sum in interface ContPhaseVar

Parameters:

v2 - Variable to sum to the original

res - Variable to store the result

Returns:

Sum of Variables: res = A +B

See Also:

ContPhaseVar.sum(jphase.ContPhaseVar, jphase.ContPhaseVar)

sum

public ContPhaseVar sum(ContPhaseVar v2)

Description copied from interface: ContPhaseVar

Computes the sum of variables: res = A +B

Specified by:

sum in interface ContPhaseVar

Parameters:

v2 - Variable to sum to the original

Returns:

Sum of Variables: res = A +B

See Also:

ContPhaseVar.sum(jphase.ContPhaseVar)

sumGeom

public ContPhaseVar sumGeom(double p)

Description copied from interface: ContPhaseVar

Returns the sum of a geometric number of independent copies of this variable

Specified by:

sumGeom in interface ContPhaseVar

Parameters:

p - Parameter of the geometric variable

Returns:

Sum of a geometric number of independent copies of this variable

See Also:

ContPhaseVar.sumGeom(double)

mix

public ContPhaseVar mix(double p,
                        ContPhaseVar v2,
                        ContPhaseVar res)

Description copied from interface: ContPhaseVar

Computes the distribution of the mix: res = A*p + B*(1-p)

Specified by:

mix in interface ContPhaseVar

Parameters:

p - Portion of this variable in the mix (0<=p<=1)

v2 - Variable to mix with the original

res - Variable to store the resulting distribution with the same number of phases of the original distribution

Returns:

Distribution of the mix: res = A*p + B*(1-p)

See Also:

ContPhaseVar.mix(double, jphase.ContPhaseVar, jphase.ContPhaseVar)

mix

public ContPhaseVar mix(double p,
                        ContPhaseVar v2)

Description copied from interface: ContPhaseVar

Computes the distribution of the mix: res = A*p + B*(1-p)

Specified by:

mix in interface ContPhaseVar

Parameters:

p - Portion of this variable in the mix (0<=p<=1)

v2 - Variable to mix with the original

Returns:

Distribution of the mix: res = A*p + B*(1-p)

See Also:

ContPhaseVar.mix(double, jphase.ContPhaseVar)

min

public ContPhaseVar min(ContPhaseVar v2,
                        ContPhaseVar res)

Description copied from interface: ContPhaseVar

Returns the minimum between the variable B and the original: res = min(A,B)

Specified by:

min in interface ContPhaseVar

Parameters:

v2 - Variable to compare with the original

res - Variable to store the resulting distribution

Returns:

res = min(A,B)

See Also:

ContPhaseVar.min(jphase.ContPhaseVar, jphase.ContPhaseVar)

min

public ContPhaseVar min(ContPhaseVar v2)

Description copied from interface: ContPhaseVar

Returns the minimum between the variable B and the original: res = min(A,B)

Specified by:

min in interface ContPhaseVar

Parameters:

v2 - Variable to compare with the original

Returns:

res = min(A,B)

See Also:

ContPhaseVar.min(jphase.ContPhaseVar)

max

public ContPhaseVar max(ContPhaseVar v2,
                        ContPhaseVar res)

Description copied from interface: ContPhaseVar

Returns the maximum between the variable B and the original: res = max(A,B)

Specified by:

max in interface ContPhaseVar

Parameters:

v2 - Variable to compare with the original

res - Variable to store the resulting distribution

Returns:

res = max(A,B)

See Also:

ContPhaseVar.max(jphase.ContPhaseVar, jphase.ContPhaseVar)

max

public ContPhaseVar max(ContPhaseVar v2)

Description copied from interface: ContPhaseVar

Returns the maximum between the variable B and the original: res = max(A,B)

Specified by:

max in interface ContPhaseVar

Parameters:

v2 - Variable to compare with the original

Returns:

res = max(A,B)

See Also:

ContPhaseVar.max(jphase.ContPhaseVar)

times

public ContPhaseVar times(double c)

Description copied from interface: ContPhaseVar

Returns a Phase continuous variable that is the original one times c

Specified by:

times in interface ContPhaseVar

Parameters:

c - Scale factor to be applied to the original Phase continuous distribution

Returns:

Phase continuous variable that is the original one times c

See Also:

ContPhaseVar.times(double)

residualTime

public ContPhaseVar residualTime(double x)

Description copied from interface: ContPhaseVar

Computes the Residual Time Distribution

Specified by:

residualTime in interface ContPhaseVar

Parameters:

x - evaluation point

Returns:

Distribution of P(X - tau <= x | X > tau

See Also:

ContPhaseVar.residualTime(double)

eqResidualTime

public ContPhaseVar eqResidualTime()

Description copied from interface: ContPhaseVar

Computes the Equilibrium Residual Distribution

Specified by:

eqResidualTime in interface ContPhaseVar

Returns:

Fo(x) = integ(0,t,(1 - F(t))) / E(X)

See Also:

ContPhaseVar.eqResidualTime()

waitingQ

public ContPhaseVar waitingQ(double rho)

Description copied from interface: ContPhaseVar

Computes the distribution of the waiting time in queue

Specified by:

waitingQ in interface ContPhaseVar

Parameters:

rho - Server utilization

Returns:

Phase Variable that describes the waiting time in Queue

See Also:

ContPhaseVar.waitingQ(double)

residualVar

public ContPhaseVar residualVar(double a)

Description copied from interface: ContPhaseVar

Computes the variable (X-a)+, i.e. the distribution takes the value of the original distribution if it is greater or equal to a. Otherwise, it is equal to null.

Specified by:

residualVar in interface ContPhaseVar

Parameters:

a - Parameter for determining loss variable

Returns:

Phase Variable that describes (X-a)+

See Also:

ContPhaseVar.residualVar(double)

toString

public final java.lang.String toString()

Description copied from interface: JMarkovElement

This method returns a short String used in the user interface to describe this element. It is highly recommended that every class calls label(), using the following code:

 public final String toString() {
     return label();
 }
 

Specified by:

toString in interface JMarkovElement

Specified by:

toString in interface ContPhaseVar

Overrides:

toString in class java.lang.Object

Returns:

A String label.

See Also:

ContPhaseVar.toString()

label

public java.lang.String label()

Description copied from interface: JMarkovElement

This method returns a short String used in the user interface to describe this element.

Specified by:

label in interface JMarkovElement

Returns:

A String label.

See Also:

JMarkovElement.description()

description

public java.lang.String description()

Description copied from interface: JMarkovElement

This method return a complete verbal describtion of this element. This description may contain multiple text rows.

Specified by:

description in interface JMarkovElement

Returns:

A String describing this element.

See Also:

JMarkovElement.label()