jphase
Class SparseContPhaseVar

java.lang.Object
  jphase.AbstractContPhaseVar
      jphase.SparseContPhaseVar

All Implemented Interfaces:

JMarkovElement, ContPhaseVar, PhaseVar

public class SparseContPhaseVar
extends AbstractContPhaseVar

Version:

0.1 This class allows the creation and manipulation of Continuous Phase-type distributions represented by sparse (Flexible Compressed Row) matrices.

Author:

German Ria�o, Juan Fernando Perez

Field Summary

protected no.uib.cipr.matrix.sparse.FlexCompRowMatrix	A Rate Matrix in Sparse representation (CompRowMatrix)
protected no.uib.cipr.matrix.sparse.SparseVector	alpha Initial Probability distribution vector

Constructor Summary

SparseContPhaseVar(double[] alpha, double[][] A)
Construcs a continuous Phase-type Distribution with sparse representation (CompRowMatrix)

SparseContPhaseVar(int n)
Construcs an empty Continuous Phase-type Distribution of size n with sparse representation (CompRowMatrix)

SparseContPhaseVar(no.uib.cipr.matrix.sparse.SparseVector alpha, no.uib.cipr.matrix.sparse.FlexCompRowMatrix A)
Construcs a continuous Phase-type Distribution with sparse representation (CompRowMatrix)

SparseContPhaseVar(no.uib.cipr.matrix.Vector alpha, no.uib.cipr.matrix.Matrix A)
Construcs a continuous Phase-type Distribution with sparse representation (CompRowMatrix)

Method Summary

ContPhaseVar	copy() Creates a deep copy of the original Phase-Type Variable
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
ContPhaseVar	newVar(int n) Creates a new variable of the same class of the original Continuous 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.AbstractContPhaseVar

cdf, cdf, CV, description, eqResidualTime, expectedValue, getMat0, getMat0Array, getMatrixArray, getNumPhases, getVec0, getVectorArray, label, lossFunction1, lossFunction2, max, max, median, min, min, mix, mix, moment, pdf, pdf, 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 jmarkov.basic.JMarkovElement

equals

Field Detail

A

protected no.uib.cipr.matrix.sparse.FlexCompRowMatrix A

Rate Matrix in Sparse representation (CompRowMatrix)

alpha

protected no.uib.cipr.matrix.sparse.SparseVector alpha

Initial Probability distribution vector

Constructor Detail

SparseContPhaseVar

public SparseContPhaseVar(int n)

Construcs an empty Continuous Phase-type Distribution of size n with sparse representation (CompRowMatrix)

Parameters:

n - size of the Continuous Phase-type Distribution

SparseContPhaseVar

public SparseContPhaseVar(no.uib.cipr.matrix.sparse.SparseVector alpha,
                          no.uib.cipr.matrix.sparse.FlexCompRowMatrix A)

Construcs a continuous Phase-type Distribution with sparse representation (CompRowMatrix)

Parameters:

A - rate matrix

alpha - initial probability distribution vector

SparseContPhaseVar

public SparseContPhaseVar(no.uib.cipr.matrix.Vector alpha,
                          no.uib.cipr.matrix.Matrix A)

Construcs a continuous Phase-type Distribution with sparse representation (CompRowMatrix)

Parameters:

A - rate matrix

alpha - initial probability distribution vector

SparseContPhaseVar

public SparseContPhaseVar(double[] alpha,
                          double[][] A)

Construcs a continuous Phase-type Distribution with sparse representation (CompRowMatrix)

Parameters:

A - rate matrix

alpha - initial probability distribution vector

Method Detail

getMatrix

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

Description copied from interface: PhaseVar

Returns the transition matrix of the Phase-Type Distribution

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

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

Returns:

Initial probability mass vector

setVector

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

Description copied from interface: PhaseVar

Initial Probability vector = alpha

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

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

Parameters:

n - number of Phases of the new Variable

Returns:

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