jphase
Class AbstractDiscPhaseVar

java.lang.Object
  jphase.AbstractDiscPhaseVar

All Implemented Interfaces:

JMarkovElement, DiscPhaseVar, PhaseVar

Direct Known Subclasses:

DenseDiscPhaseVar, SparseDiscPhaseVar

public abstract class AbstractDiscPhaseVar
extends java.lang.Object
implements DiscPhaseVar

Version:

0.1 Abstract class that defines the behaviour of the Discrete Phase-Type distributions

Author:

German Ria�o, Juan Fernando Perez

Constructor Summary

AbstractDiscPhaseVar()

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.
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
DiscPhaseVar	max(DiscPhaseVar v2) Returns the maximum between the variable B and the original: res = max(A,B)
DiscPhaseVar	max(DiscPhaseVar v2, DiscPhaseVar res) Returns the maximum between the variable B and the original: res = max(A,B)
double	median() Compuetes the median of the distribution
DiscPhaseVar	min(DiscPhaseVar v2) Returns the minimum between the variable B and the original: res = min(A,B)
DiscPhaseVar	min(DiscPhaseVar v2, DiscPhaseVar res) Returns the minimum between the variable B and the original: res = min(A,B)
DiscPhaseVar	mix(double p, DiscPhaseVar v2) Computes the distribution of the mix: res = A*p + B*(1-p)
DiscPhaseVar	mix(double p, DiscPhaseVar v2, DiscPhaseVar 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	pmf(int k) Evaluates the probability mass function at k
double[]	pmf(int n, int delta) Evaluates the probability Mass Function at n values of x, from zero to n times 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
double	stdDeviation() Computes the Standard deviation of the Phase variable
DiscPhaseVar	sum(DiscPhaseVar v2) Computes the sum of variables: res = A +B
DiscPhaseVar	sum(DiscPhaseVar v2, DiscPhaseVar res) Computes the sum of variables: res = A +B
DiscPhaseVar	sumGeom(double p) Returns the sum of a geometric number of independent copies of this variable
DiscPhaseVar	sumPH(DiscPhaseVar v2) Returns the sum of a Phase number of Discrete Phase-type distributions
DiscPhaseVar	sumPH(DiscPhaseVar B, DiscPhaseVar res) Returns the sum of a Phase number of Discrete 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
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

Methods inherited from class java.lang.Object

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

Methods inherited from interface jphase.DiscPhaseVar

copy, newVar

Methods inherited from interface jphase.PhaseVar

getMatrix, getVector, setMatrix, setVector

Methods inherited from interface jmarkov.basic.JMarkovElement

equals

Constructor Detail

AbstractDiscPhaseVar

public AbstractDiscPhaseVar()

Method Detail

sumPH

public DiscPhaseVar sumPH(DiscPhaseVar B,
                          DiscPhaseVar res)

Description copied from interface: DiscPhaseVar

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

Specified by:

sumPH in interface DiscPhaseVar

Parameters:

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

res - Discrete Phase Variable to store the resulting distribution

Returns:

Sum of a Phase number of Discrete Phase-type distributions

See Also:

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

sumPH

public DiscPhaseVar sumPH(DiscPhaseVar v2)

Description copied from interface: DiscPhaseVar

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

Specified by:

sumPH in interface DiscPhaseVar

Parameters:

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

Returns:

Sum of a Phase number of Discrete Phase-type distributions

See Also:

DiscPhaseVar.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)

pmf

public double pmf(int k)

Description copied from interface: DiscPhaseVar

Evaluates the probability mass function at k

Specified by:

pmf in interface DiscPhaseVar

Parameters:

k - Evaluation point

Returns:

Evaluation of the probaility mass function at k

See Also:

DiscPhaseVar.pmf(int)

pmf

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

Description copied from interface: DiscPhaseVar

Evaluates the probability Mass Function at n values of x, from zero to n times delta

Specified by:

pmf in interface DiscPhaseVar

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:

DiscPhaseVar.pmf(int, int)

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 DiscPhaseVar sum(DiscPhaseVar v2,
                        DiscPhaseVar res)

Description copied from interface: DiscPhaseVar

Computes the sum of variables: res = A +B

Specified by:

sum in interface DiscPhaseVar

Parameters:

v2 - Variable to sum to the original

res - Variable to store the result

Returns:

Sum of Variables: res = A +B

See Also:

DiscPhaseVar.sum(jphase.DiscPhaseVar, jphase.DiscPhaseVar)

sum

public DiscPhaseVar sum(DiscPhaseVar v2)

Description copied from interface: DiscPhaseVar

Computes the sum of variables: res = A +B

Specified by:

sum in interface DiscPhaseVar

Parameters:

v2 - Variable to sum to the original

Returns:

Sum of Variables: res = A +B

See Also:

DiscPhaseVar.sum(jphase.DiscPhaseVar)

sumGeom

public DiscPhaseVar sumGeom(double p)

Description copied from interface: DiscPhaseVar

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

Specified by:

sumGeom in interface DiscPhaseVar

Parameters:

p - Parameter of the geometric variable

Returns:

Sum of a geometric number of independent copies of this variable

See Also:

DiscPhaseVar.sumGeom(double)

mix

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

Description copied from interface: DiscPhaseVar

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

Specified by:

mix in interface DiscPhaseVar

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:

DiscPhaseVar.mix(double, jphase.DiscPhaseVar, jphase.DiscPhaseVar)

mix

public DiscPhaseVar mix(double p,
                        DiscPhaseVar v2)

Description copied from interface: DiscPhaseVar

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

Specified by:

mix in interface DiscPhaseVar

Parameters:

p - Portion of this variable in the mix (0<=p<=1) with the same number of phases of the original distribution

v2 - Variable to mix with the original

Returns:

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

See Also:

DiscPhaseVar.mix(double, jphase.DiscPhaseVar)

min

public DiscPhaseVar min(DiscPhaseVar v2,
                        DiscPhaseVar res)

Description copied from interface: DiscPhaseVar

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

Specified by:

min in interface DiscPhaseVar

Parameters:

v2 - Variable to compare with the original

res - Variable to store the resulting distribution

Returns:

res = min(A,B)

See Also:

DiscPhaseVar.min(jphase.DiscPhaseVar, jphase.DiscPhaseVar)

min

public DiscPhaseVar min(DiscPhaseVar v2)

Description copied from interface: DiscPhaseVar

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

Specified by:

min in interface DiscPhaseVar

Parameters:

v2 - Variable to compare with the original

Returns:

res = min(A,B)

See Also:

DiscPhaseVar.min(jphase.DiscPhaseVar)

max

public DiscPhaseVar max(DiscPhaseVar v2,
                        DiscPhaseVar res)

Description copied from interface: DiscPhaseVar

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

Specified by:

max in interface DiscPhaseVar

Parameters:

v2 - Variable to compare with the original

res - Variable to store the resulting distribution

Returns:

res = max(A,B)

See Also:

DiscPhaseVar.max(jphase.DiscPhaseVar, jphase.DiscPhaseVar)

max

public DiscPhaseVar max(DiscPhaseVar v2)

Description copied from interface: DiscPhaseVar

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

Specified by:

max in interface DiscPhaseVar

Parameters:

v2 - Variable to compare with the original

Returns:

res = max(A,B)

See Also:

DiscPhaseVar.max(jphase.DiscPhaseVar)

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 DiscPhaseVar

Overrides:

toString in class java.lang.Object

Returns:

A String label.

See Also:

DiscPhaseVar.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()