Package jphase

This package provides capabilities for modeling Phase type distributions.

See:
Description

Interface Summary

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

Class Summary

AbstractContPhaseVar
AbstractDiscPhaseVar
DenseContPhaseVar	This class allows the creation and manipulation of Continuous Phase-type distributions represented by dense matrices.
DenseDiscPhaseVar	This class allows the creation and manipulation of Discrete Phase-type distributions represented by dense matrices.
ErlangCoxianVar	Phase-Type representation of an ErlangCoxian distribution as defined by Osogami and Harchol in "Closed form solutions for mapping general distributions to quasi-minimal PH distributions", 2005.
HyperErlangVar
MarkovMatrix
MatrixUtils
PhaseVarSet
Poly	This class represents a polynomial.
SparseContPhaseVar
SparseDiscPhaseVar
SuperErlang
Term	This class describes a basic term in a super-Erlang function It has the form: alpha lambda^n * t^(n-1) * exp(^-m*lambda) / (n-1)! Or alpha * R(n,lambda) where R(n,lambda) is an Erlang pdf.
Utils

Package jphase Description

This package provides capabilities for modeling Phase type distributions. Phase type distributions are a very general family of destribution, which can be shown to be dense. That means that any distribution for a positive random variable can be approximated with a Phase type distribution. Phase type distributions are also useful because of numerous closeure properties. For overviews, tutorials, examples, guides, and tool documentation, please see:

Copa Group WEB page.