butools.ph.APHFrom2Moments

butools.ph.APHFrom2Moments()
Matlab: [alpha, A] = APHFrom2Moments(moms, maxSize)
Mathematica: {alpha, A} = APHFrom2Moments[moms, maxSize]
Python/Numpy: alpha, A = APHFrom2Moments(moms, maxSize)

Returns an acyclic PH which has the same 2 moments as given. If detects the order and the structure automatically to match the given moments.

Parameters:

moms : vector of doubles, length(2)

The moments to match

maxSize : int, optional

The maximal size of the resulting APH. The default value is 100.

Returns:

alpha : vector, shape (1,M)

The initial probability vector of the APH

A : matrix, shape (M,M)

Transient generator matrix of the APH

Raises an error if the moments are not feasible with an

APH of size “maxSize”.