public interface PhaseVar extends JMarkovElement
Modifier and Type | Method and Description |
---|---|
double |
cdf(double x)
Evaluates the cumulative distribution function at x
|
double[] |
cdf(int n,
double delta)
Evaluates the cumulative distribution 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-type variable
|
double |
expectedValue()
Computes the Expected Value of the Phase-type variable
|
no.uib.cipr.matrix.Vector |
getMat0()
Returns the exit vector from the transient states into 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-type 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()
Computes the median of the distribution
|
double |
moment(int k)
Compuetes the k-th Moment of the Phase-type 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)
Sets the transition matrix of the Phase-type distribution to be A
|
void |
setVector(no.uib.cipr.matrix.Vector alpha)
Sets the initial probability vector to be alpha
|
double |
stdDeviation()
Computes the Standard deviation of the Phase-type 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-type variable
|
description, equals, label, toString
no.uib.cipr.matrix.Matrix getMatrix()
void setMatrix(no.uib.cipr.matrix.Matrix A)
A
- Transition matrix for the transient states of the
Phase-Type Distributionno.uib.cipr.matrix.Vector getVector()
void setVector(no.uib.cipr.matrix.Vector alpha)
alpha
- Initial probability mass vectorint getNumPhases()
double getVec0()
no.uib.cipr.matrix.Vector getMat0()
double[][] getMatrixArray()
double[] getVectorArray()
double[] getMat0Array()
PhaseVar copy()
double expectedValue()
double variance()
double stdDeviation()
double CV()
double moment(int k)
k
- Moment to computedouble cdf(double x)
x
- Evaluation pointdouble[] cdf(int n, double delta)
n
- number of evaluation pointsdelta
- distance between evaluation pointsdouble prob(double a, double b)
a
- inferior limitb
- superior limitdouble survival(double x)
x
- Evaluation pointdouble[] survival(int n, double delta)
n
- number of evaluation pointsdelta
- distance between evaluation pointsdouble lossFunction1(double x)
x
- Evaluation pointdouble lossFunction2(double x)
x
- Evaluation pointdouble quantil(double p)
p
- probability such that F(q) = pdouble median()