MAPClass: General Markovian arrival process

In mapfit: PH/MAP Parameter Estimation

General Markovian arrival process

Description

General Markovian arrival process

General Markovian arrival process

Details

A point process dominated by a continuous-time Markov chain.

Methods

Public methods

• MAPClass$alpha()

• MAPClass$D0()

• MAPClass$D1()

• MAPClass$xi()

• MAPClass$new()

• MAPClass$copy()

• MAPClass$size()

• MAPClass$df()

• MAPClass$print()

• MAPClass$mmoment()

• MAPClass$jmoment()

• MAPClass$acf()

• MAPClass$emfit()

• MAPClass$init()

• MAPClass$clone()

---

Method alpha()

Get alpha

Usage

MAPClass$alpha()

Returns

A vector of alpha

---

Method D0()

Get D0

Usage

MAPClass$D0()

Returns

A matrix of D0

---

Method D1()

Get D1

Usage

MAPClass$D1()

Returns

A matrix of D1

---

Method xi()

Get xi

Usage

MAPClass$xi()

Returns

A vector of xi

---

Method new()

Create a MAP

Usage

MAPClass$new(alpha, D0, D1, xi)

Arguments

alpha

A vector of initial probability

D0

An infinitesimal generator

D1

An infinitesimal generator

xi

An exit rate vector

Returns

An instance of MAP

---

Method copy()

copy

Usage

MAPClass$copy()

Returns

A new instance

---

Method size()

The number of phases

Usage

MAPClass$size()

Returns

The number of phases

---

Method df()

Degrees of freedom

Usage

MAPClass$df()

Returns

The degrees of freedom

---

Method print()

Print

Usage

MAPClass$print(...)

Arguments

...

Others

---

Method mmoment()

Marginal moments

Usage

MAPClass$mmoment(k, ...)

Arguments

k

An integer of degree

...

Others

Returns

A vector of moments

---

Method jmoment()

Joint moments

Usage

MAPClass$jmoment(lag, ...)

Arguments

lag

An integer of lag

...

Others

Returns

A matrix of moments

---

Method acf()

k-lag correlation

Usage

MAPClass$acf(...)

Arguments

...

Others

Returns

A vector for k-lag correlation

---

Method emfit()

Run EM

Usage

MAPClass$emfit(data, options, ...)

Arguments

data

A dataframe

options

A list of options

...

Others

---

Method init()

Initialize with data

Usage

MAPClass$init(data, ...)

Arguments

data

A dataframe

...

Others

---

Method clone()

The objects of this class are cloneable with this method.

Usage

MAPClass$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

mapfit documentation built on Nov. 22, 2022, 5:05 p.m.