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SSJ V. labo. |
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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.HypoExponentialDist
umontreal.iro.lecuyer.probdist.HypoExponentialDistEqual
public class HypoExponentialDistEqual
This class implements the hypoexponential distribution for the case of equidistant λi = (n + 1 - i)h. We have λi+1 - λi = h, with h a constant, and n >= k are integers.
The formula becomes
Field Summary |
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Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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decPrec |
Constructor Summary | |
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HypoExponentialDistEqual(int n,
int k,
double h)
Constructor for equidistant rates. |
Method Summary | |
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double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(int n,
int k,
double h,
double x)
Computes the complementary distribution bar(F)(x), as in formula. |
double |
cdf(double x)
. |
static double |
cdf(int n,
int k,
double h,
double x)
Computes the distribution function F(x), with arguments as in the constructor. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(int n,
int k,
double h,
double x)
Computes the density function f (x), with the same arguments as in the constructor. |
double[] |
getParams()
Returns the three parameters of this hypoexponential distribution as array (n, k, h). |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(int n,
int k,
double h,
double u)
Computes the inverse distribution x = F-1(u), with arguments as in the constructor. |
void |
setParams(int n,
int k,
double h)
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String |
toString()
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Methods inherited from class umontreal.iro.lecuyer.probdist.HypoExponentialDist |
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barF, cdf, cdf2, density, getLambda, getMean, getMean, getStandardDeviation, getStandardDeviation, getVariance, getVariance, inverseF, setLambda |
Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
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public HypoExponentialDistEqual(int n, int k, double h)
n
- largest rate is nhk
- number of ratesh
- difference between adjacent ratesMethod Detail |
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public double density(double x)
ContinuousDistribution
density
in class HypoExponentialDist
x
- value at which the density is evaluated
public double cdf(double x)
Distribution
cdf
in interface Distribution
cdf
in class HypoExponentialDist
public double barF(double x)
ContinuousDistribution
barF
in interface Distribution
barF
in class HypoExponentialDist
x
- value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF
in interface Distribution
inverseF
in class HypoExponentialDist
u
- value at which the inverse distribution function is evaluated
public static double density(int n, int k, double h, double x)
n
- max possible number of λik
- effective number of λih
- step between two successive λix
- value at which the distribution is evaluated
public static double cdf(int n, int k, double h, double x)
n
- max possible number of λik
- effective number of λih
- step between two successive λix
- value at which the distribution is evaluated
public static double barF(int n, int k, double h, double x)
n
- max possible number of λik
- effective number of λih
- step between two successive λix
- value at which the complementary distribution is evaluated
public static double inverseF(int n, int k, double h, double u)
n
- max possible number of λik
- effective number of λih
- step between two successive λiu
- value at which the inverse distribution is evaluated
public double[] getParams()
getParams
in interface Distribution
getParams
in class HypoExponentialDist
public void setParams(int n, int k, double h)
public String toString()
toString
in class HypoExponentialDist
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SSJ V. labo. |
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