jphase
Class DenseDiscPhaseVar

java.lang.Object
  jphase.AbstractDiscPhaseVar
      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 Ria�o, 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