butools.map.MAP2CorrelationBounds ================================= .. currentmodule:: butools.map .. np:function:: MAP2CorrelationBounds .. list-table:: :widths: 25 150 * - Matlab: - :code:`[lb, ub] = MAP2CorrelationBounds(moms)` * - Mathematica: - :code:`{lb, ub} = MAP2CorrelationBounds[moms]` * - Python/Numpy: - :code:`lb, ub = MAP2CorrelationBounds(moms)` Returns the upper and lower correlation bounds for a MAP(2) given the three marginal moments. !!!TO CHECK!!! Parameters ---------- moms : vector, length(3) First three marginal moments of the inter-arrival times Returns ------- lb : double Lower correlation bound ub : double Upper correlation bound References ---------- .. [1] L Bodrog, A Heindl, G Horvath, M Telek, "A Markovian Canonical Form of Second-Order Matrix-Exponential Processes," EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 190:(2) pp. 459-477. (2008) Examples ======== For Matlab: >>> D0 = [-14., 1.; 1., -25.]; >>> D1 = [6., 7.; 3., 21.]; >>> moms = MarginalMomentsFromMAP(D0, D1, 3); >>> disp(moms); 0.04918 0.0052609 0.00091819 >>> [lb, ub] = MAP2CorrelationBounds(moms); >>> disp(lb); -0.030588 >>> disp(ub); 0.074506 For Mathematica: >>> D0 = {{-14., 1.},{1., -25.}}; >>> D1 = {{6., 7.},{3., 21.}}; >>> moms = MarginalMomentsFromMAP[D0, D1, 3]; >>> Print[moms]; {0.04918032786885247, 0.005260932876133214, 0.0009181867601560783} >>> {lb, ub} = MAP2CorrelationBounds[moms]; >>> Print[lb]; -0.030588145972596268 >>> Print[ub]; 0.0745055540503923 For Python/Numpy: >>> D0 = ml.matrix([[-14., 1.],[1., -25.]]) >>> D1 = ml.matrix([[6., 7.],[3., 21.]]) >>> moms = MarginalMomentsFromMAP(D0, D1, 3) >>> print(moms) [0.049180327868852472, 0.005260932876133214, 0.00091818676015607825] >>> lb, ub = MAP2CorrelationBounds(moms) >>> print(lb) -0.0305881459726 >>> print(ub) 0.0745055540504