jphase
Class HyperErlangVar

java.lang.Object
  jphase.AbstractContPhaseVar
      jphase.HyperErlangVar

All Implemented Interfaces:

JMarkovElement, ContPhaseVar, PhaseVar

public class HyperErlangVar
extends AbstractContPhaseVar
implements PhaseVar

Version:

0.1 This class allows the creation and manipulation of HyperErlang distributions. The associated matrix has dense representation

Author:

German Ria�o, Juan Fernando Perez

Constructor Summary

HyperErlangVar()
Constructor of a Hyper Erlang variable in dense representation.

HyperErlangVar(int n)
Constructor of a Hyper Erlang variable with n phases in dense representation

HyperErlangVar(int[] r, double[] alphas, double[] lambdas, boolean deep)
Constructor of a Hyper Erlang variable in dense representation

HyperErlangVar(int N, int M, int[] r, double[] alphas, double[] lambdas, boolean deep)
Constructor of a Hyper Erlang variable in dense representation

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
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	expectedValue() Computes the Expected Value of the Phase variable
double[]	getAlphas()
double[]	getLambdas()
int	getM()
no.uib.cipr.matrix.Matrix	getMatrix() Returns the transition matrix of the Phase-Type Distribution
int	getN()
int[]	getR()
no.uib.cipr.matrix.Vector	getVector() Returns the initial probability mass vector
double	moment(int k) Compuetes the k-th Moment of the Phase variable
ContPhaseVar	newVar(int n) Creates a new variable of the same class of the original Continuous Phase-Type 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
void	setAlphas(double[] alphas)
void	setLambdas(double[] lambdas)
void	setM(int M)
void	setMatrix(no.uib.cipr.matrix.Matrix A) Rate Matrix = A
void	setN(int N)
void	setR(int[] r)
void	setVector(no.uib.cipr.matrix.Vector alpha) Initial Probability vector = alpha

Methods inherited from class jphase.AbstractContPhaseVar

CV, eqResidualTime, getMat0, getMat0Array, getMatrixArray, getNumPhases, getVec0, getVectorArray, label, lossFunction1, lossFunction2, max, max, median, min, min, mix, mix, prob, quantil, residualTime, residualVar, stdDeviation, sum, sum, sumGeom, sumPH, sumPH, survival, survival, times, toString, variance, waitingQ

Methods inherited from class java.lang.Object

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

Methods inherited from interface jphase.PhaseVar

CV, getMat0, getMat0Array, getMatrixArray, getNumPhases, getVec0, getVectorArray, lossFunction1, lossFunction2, median, prob, quantil, stdDeviation, survival, survival, variance

Methods inherited from interface jmarkov.basic.JMarkovElement

equals, label, toString

Constructor Detail

HyperErlangVar

public HyperErlangVar()

Constructor of a Hyper Erlang variable in dense representation. As default it has just one branch that is taken with probability one. the unique branch has one phase with rate 1 per time unit.

HyperErlangVar

public HyperErlangVar(int n)

Constructor of a Hyper Erlang variable with n phases in dense representation

Parameters:

n - Total number of phases

HyperErlangVar

public HyperErlangVar(int N,
                      int M,
                      int[] r,
                      double[] alphas,
                      double[] lambdas,
                      boolean deep)

Constructor of a Hyper Erlang variable in dense representation

Parameters:

N - Total number of phases

M - Number of branches

r - Number of phases in each branch

alphas - Probability associated to each branch

lambdas - Rate associated to each branch

deep - True if this is a deep constructor, false if not

HyperErlangVar

public HyperErlangVar(int[] r,
                      double[] alphas,
                      double[] lambdas,
                      boolean deep)

Constructor of a Hyper Erlang variable in dense representation

Parameters:

r - Number of phases in each branch

alphas - Probability associated to each branch

lambdas - Rate associated to each branch

deep - True if this is a deep constructor, false if not

Method Detail

getN

public int getN()

Returns:

Total number of phases

setN

public void setN(int N)

Parameters:

N - Total number of phases to set

getM

public int getM()

Returns:

Nnumber of branches

setM

public void setM(int M)

Parameters:

M - Number of branches to set

getR

public int[] getR()

Returns:

Number of phases in each branch

setR

public void setR(int[] r)

Parameters:

r - Number of phases in each branch to set

getAlphas

public double[] getAlphas()

Returns:

Probability associated to each branch

setAlphas

public void setAlphas(double[] alphas)

Parameters:

alphas - Probability associated to each branch to set

getLambdas

public double[] getLambdas()

Returns:

Rate associated to each branch

setLambdas

public void setLambdas(double[] lambdas)

Parameters:

lambdas - Rates associated to each branch to set

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

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

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

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

copy

public ContPhaseVar copy()

Description copied from interface: ContPhaseVar

Creates a deep copy of the original Phase-Type Variable

Specified by:

copy in interface ContPhaseVar

Specified by:

copy in interface PhaseVar

Returns:

A deep copy of the original Phase-Type Variable

newVar

public ContPhaseVar newVar(int n)

Description copied from interface: ContPhaseVar

Creates a new variable of the same class of the original Continuous Phase-Type Variable

Specified by:

newVar in interface ContPhaseVar

Parameters:

n - number of Phases of the new Variable

Returns:

A new variable of the same class of the original Continuous Phase-Type Variable

cdf

public double cdf(double x)

Description copied from interface: PhaseVar

Evaluates the cumulative density function at x

Specified by:

cdf in interface PhaseVar

Overrides:

cdf in class AbstractContPhaseVar

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

Overrides:

cdf in class AbstractContPhaseVar

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

Overrides:

pdf in class AbstractContPhaseVar

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

Overrides:

pdf in class AbstractContPhaseVar

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)

expectedValue

public double expectedValue()

Description copied from interface: PhaseVar

Computes the Expected Value of the Phase variable

Specified by:

expectedValue in interface PhaseVar

Overrides:

expectedValue in class AbstractContPhaseVar

Returns:

Expected Value of the Phase variable

See Also:

PhaseVar.expectedValue()

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

Overrides:

moment in class AbstractContPhaseVar

Parameters:

k - Moment

Returns:

k-th Moment of the Phase variable

See Also:

PhaseVar.moment(int)

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

Overrides:

description in class AbstractContPhaseVar

Returns:

A String describing this element.

See Also:

JMarkovElement.label()