ikr.simlib.distributions.continuous

Class CoxianDistribution

java.lang.Object

ikr.simlib.distributions.Distribution

ikr.simlib.distributions.continuous.ContinuousDistribution

ikr.simlib.distributions.continuous.CoxianDistribution

All Implemented Interfaces:

ReflectionConstructable, ReflectionConstructable3<SimNode,Parameters,RandomNumberGenerator>

public class CoxianDistribution
extends ContinuousDistribution

Coxian Phase Model

Coxian Phase Model

Meaning:	Distribution according to the Coxian phase model: Serial switching of a selection of one of \(k\) phases each with a negative-exponentially distributed phase duration period (parameter \(\lambda_i\)), whereby after each phase the system is exited with the probability \(q_i\). Both the hyperexponential as well as the hypoexponential distributions are contained within this model.
Parameters:	order \(k>0\) rates \(\lambda_i\) or mean values \(m_i\) of the individual phases \((i = 1, \dots,k)\) exit probabilities \(q_i (i = 0, ... , k-1)\)
LST:	\(\phi(s) = q_0 + \sum\limits_{i=1}^k ( \prod\limits_{v=0}^{i-1} (1-q_v) ) \cdot q_i \cdot \prod\limits_{j=1}^i \frac{\lambda_j}{\lambda_j + s} \)
Parser example:	[...].Distribution = Coxian [...].Distribution.Order = 2 [...].Distribution.Means = [ 2.5 8 ] [...].Distribution.QuitProbabilities = [ 0.2 0.5 ]

Field Summary

Fields

Modifier and Type	Field and Description
NegExpDistribution[]	phases
double[]	quitProbs

Fields inherited from class ikr.simlib.distributions.Distribution

rng

Fields inherited from interface ikr.simlib.parameters.reflection.ReflectionConstructable

CREATE_INSTANCE_METHOD_NAME

Constructor Summary

Constructors

Constructor and Description
CoxianDistribution(double[] means, double[] quitProbs)
CoxianDistribution(double[] means, double[] quitProbs, RandomNumberGenerator rng)

Method Summary

Methods

Modifier and Type	Method and Description
static CoxianDistribution	createInstance(SimNode ownNode, Parameters pars, RandomNumberGenerator rng) as required by ReflectionConstructable
double	next() Create random numbers

Methods inherited from class ikr.simlib.distributions.Distribution

getDefaultRNG, getRandomNumberGenerator, reset

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

phases

public final NegExpDistribution[] phases

quitProbs

public final double[] quitProbs

Constructor Detail

CoxianDistribution

public CoxianDistribution(double[] means,
                  double[] quitProbs,
                  RandomNumberGenerator rng)

CoxianDistribution

public CoxianDistribution(double[] means,
                  double[] quitProbs)

Method Detail

createInstance

public static CoxianDistribution createInstance(SimNode ownNode,
                                Parameters pars,
                                RandomNumberGenerator rng)

as required by ReflectionConstructable

next

public double next()

Description copied from class: ContinuousDistribution

Create random numbers

Specified by:

next in class ContinuousDistribution