butools.dph.CdfFromMG

butools.dph.CdfFromMG()
Matlab: cdf = CdfFromMG(alpha, A, x, prec)
Mathematica: cdf = CdfFromMG[alpha, A, x, prec]
Python/Numpy: cdf = CdfFromMG(alpha, A, x, prec)

Returns the cummulative distribution function of a matrix-geometric distribution.

Parameters:

alpha : matrix, shape (1,M)

The initial vector of the matrix-geometric distribution.

A : matrix, shape (M,M)

The matrix parameter of the matrix-geometric distribution.

x : vector of non-negative integers

The density function will be computed at these points

prec : double, optional

Numerical precision to check if the input MG distribution is valid. The default value is 1e-14.

Returns:

cdf : column vector of doubles

The probabilities that the matrix-geometrically distributed random variable is less or equal to the corresponding “x” values

Examples

For Matlab:

>>> a = [-0.6,0.3,1.3];
>>> A = [0.25, 0.2, -0.15; 0.3, 0.1, 0.25; 0, 0.2, 0.47];
>>> x = (0.0:1.0:100.0);
>>> cdf = CdfFromMG(a, A, x);
>>> plot(x, cdf)

For Mathematica:

>>> a = {-0.6,0.3,1.3};
>>> A = {{0.25, 0.2, -0.15},{0.3, 0.1, 0.25},{0, 0.2, 0.47}};
>>> x = Range[0.0,100.0,1.0];
>>> cdf = CdfFromMG[a, A, x];
>>> ListLinePlot[{Transpose[{x, cdf}]}]

For Python/Numpy:

>>> a = ml.matrix([[-0.6,0.3,1.3]])
>>> A = ml.matrix([[0.25, 0.2, -0.15],[0.3, 0.1, 0.25],[0, 0.2, 0.47]])
>>> x = np.arange(0.0,101.0,1.0)
>>> cdf = CdfFromMG(a, A, x)
>>> plt.plot(x, cdf)