jphase
Interface PhaseVar

All Superinterfaces:

JMarkovElement

All Known Subinterfaces:

ContPhaseVar, DiscPhaseVar

All Known Implementing Classes:

AbstractContPhaseVar, AbstractDiscPhaseVar, DenseContPhaseVar, DenseDiscPhaseVar, ErlangCoxianVar, HyperErlangVar, SparseContPhaseVar, SparseDiscPhaseVar

public interface PhaseVar
extends JMarkovElement

This interface defines the behaviour that any Phase-Type distribution should have

Version:

0.1

Author:

German Ria�o, Juan Fernando Perez

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
PhaseVar	copy() Creates a deep copy of the original Phase-Type Variable
double	CV() Computes the Coefficient of Variation of the Phase variable
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
no.uib.cipr.matrix.Matrix	getMatrix() Returns the transition matrix of the Phase-Type Distribution
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)
no.uib.cipr.matrix.Vector	getVector() Returns the initial probability mass vector
double[]	getVectorArray() Returns the initial probability mass vector in double[] format
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
double	median() Compuetes the median of the distribution
double	moment(int k) Compuetes the k-th Moment of the Phase variable
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
void	setMatrix(no.uib.cipr.matrix.Matrix A) Rate Matrix = A
void	setVector(no.uib.cipr.matrix.Vector alpha) Initial Probability vector = alpha
double	stdDeviation() Computes the Standard deviation of the Phase variable
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
double	variance() Computes the Variance of the Phase variable

Methods inherited from interface jmarkov.basic.JMarkovElement

description, equals, label, toString

Method Detail

getMatrix

no.uib.cipr.matrix.Matrix getMatrix()

Returns the transition matrix of the Phase-Type Distribution

Returns:

Transition matrix for transient states of the Phase-Type Distribution

setMatrix

void setMatrix(no.uib.cipr.matrix.Matrix A)

Rate Matrix = A

Parameters:

A - Transition matrix for transient states of the Phase-Type Distribution

getVector

no.uib.cipr.matrix.Vector getVector()

Returns the initial probability mass vector

Returns:

Initial probability mass vector

setVector

void setVector(no.uib.cipr.matrix.Vector alpha)

Initial Probability vector = alpha

Parameters:

alpha - Initial probability mass vector

getNumPhases

int getNumPhases()

Returns the number of Phases of the Phase distribution

Returns:

Number of Phases of the Phase distribution

getVec0

double getVec0()

Returns the probability mass at zero (alpha_0)

Returns:

Probability mass at zero (alpha_0)

getMat0

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

Returns the exit vector from the transient states to absorption

Returns:

Exit vector from the transient states to absorption

getMatrixArray

double[][] getMatrixArray()

Returns the transition matrix in double format

Returns:

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

getVectorArray

double[] getVectorArray()

Returns the initial probability mass vector in double[] format

Returns:

Initial probability mass vector in double[] format

getMat0Array

double[] getMat0Array()

Returns the exit vector in double[] format

Returns:

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

copy

PhaseVar copy()

Creates a deep copy of the original Phase-Type Variable

Returns:

A deep copy of the original Phase-Type Variable

expectedValue

double expectedValue()

Computes the Expected Value of the Phase variable

Returns:

Expected Value of the Phase variable

variance

double variance()

Computes the Variance of the Phase variable

Returns:

Variance of the Phase variable

stdDeviation

double stdDeviation()

Computes the Standard deviation of the Phase variable

Returns:

Standard deviation of the Phase variable

CV

double CV()

Computes the Coefficient of Variation of the Phase variable

Returns:

Coefficient of Variation of the Phase variable

moment

double moment(int k)

Compuetes the k-th Moment of the Phase variable

Parameters:

k - Moment

Returns:

k-th Moment of the Phase variable

cdf

double cdf(double x)

Evaluates the cumulative density function at x

Parameters:

x - Evaluation point

Returns:

Cumulative density function at x

cdf

double[] cdf(int n,
             double delta)

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

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

prob

double prob(double a,
            double b)

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

Parameters:

a - inferior limit

b - superior limit

Returns:

Probability that this variable takes a value between a and b

survival

double survival(double x)

Evaluates the survival function at x

Parameters:

x - Evaluation point

Returns:

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

survival

double[] survival(int n,
                  double delta)

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

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

lossFunction1

double lossFunction1(double x)

Evaluates the loss function of order 1 at x

Parameters:

x - Evaluation point

Returns:

Evaluation of the loss function of order 1

lossFunction2

double lossFunction2(double x)

Evaluates the loss function of order 2 at x

Parameters:

x - Evaluation point

Returns:

Evaluation of the loss function of order 2

quantil

double quantil(double p)

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

Parameters:

p - probability such that F(q) = p

Returns:

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

median

double median()

Compuetes the median of the distribution

Returns:

The median of the distribution