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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
j=1
i
| 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. |
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| Method Summary | |
|---|---|
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 rates| Method Detail |
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public double density(double x)
ContinuousDistribution
density in class HypoExponentialDistx - value at which the density is evaluated
public double cdf(double x)
Distribution
cdf in interface Distributioncdf in class HypoExponentialDistpublic double barF(double x)
ContinuousDistribution
barF in interface DistributionbarF in class HypoExponentialDistx - value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF in interface DistributioninverseF in class HypoExponentialDistu - 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 DistributiongetParams 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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| PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | ||||||||