butools.dmap.MarginalMomentsFromDMAP

butools.dmap.MarginalMomentsFromDMAP()
Matlab: moms = MarginalMomentsFromDMAP(D0, D1, K, precision)
Mathematica: moms = MarginalMomentsFromDMAP[D0, D1, K, precision]
Python/Numpy: moms = MarginalMomentsFromDMAP(D0, D1, K, precision)

Returns the moments of the marginal distribution of a discrete Markovian arrival process.

Parameters:

D0 : matrix, shape (M,M)

The D0 matrix of the discrete Markovian arrival process

D1 : matrix, shape (M,M)

The D1 matrix of the discrete Markovian arrival process

K : int, optional

Number of moments to compute. If K=0, 2*M-1 moments are computed. The default value is K=0.

precision : double, optional

Numerical precision for checking if the input is valid. The default value is 1e-14

Returns:

moms : row vector of doubles, length K

The vector of moments.

Examples

For Matlab:

>>> D0 = [0, 0.02, 0, 0; 0, 0.17, 0.2, 0.14; 0.16, 0.17, 0.02, 0.18; 0, 0, 0, 0.12];
>>> D1 = [0, 0.88, 0.1, 0; 0.18, 0.07, 0.14, 0.1; 0.13, 0.15, 0.15, 0.04; 0.31, 0.18, 0.12, 0.27];
>>> moms = MarginalMomentsFromDMAP(D0, D1);
>>> disp(moms);
  Columns 1 through 6
       1.4955       2.9542       7.8852       27.282       116.17       587.04
  Column 7
         3437

For Mathematica:

>>> D0 = {{0, 0.02, 0, 0},{0, 0.17, 0.2, 0.14},{0.16, 0.17, 0.02, 0.18},{0, 0, 0, 0.12}};
>>> D1 = {{0, 0.88, 0.1, 0},{0.18, 0.07, 0.14, 0.1},{0.13, 0.15, 0.15, 0.04},{0.31, 0.18, 0.12, 0.27}};
>>> moms = MarginalMomentsFromDMAP[D0, D1];
>>> Print[moms];
{1.4955358592094412, 2.9542479654368474, 7.885226907678561, 27.282328108669493, 116.17171481905851, 587.0447802480243, 3437.0301824147914}

For Python/Numpy:

>>> D0 = ml.matrix([[0, 0.02, 0, 0],[0, 0.17, 0.2, 0.14],[0.16, 0.17, 0.02, 0.18],[0, 0, 0, 0.12]])
>>> D1 = ml.matrix([[0, 0.88, 0.1, 0],[0.18, 0.07, 0.14, 0.1],[0.13, 0.15, 0.15, 0.04],[0.31, 0.18, 0.12, 0.27]])
>>> moms = MarginalMomentsFromDMAP(D0, D1)
>>> print(moms)
[1.4955358592094412, 2.9542479654368474, 7.885226907678561, 27.282328108669493, 116.17171481905851, 587.04478024802427, 3437.0301824147914]