butools.ph.MomentsFromPH¶

butools.ph.MomentsFromPH()¶

Matlab:	moms = MomentsFromPH(alpha, A, K, prec)
Mathematica:	moms = MomentsFromPH[alpha, A, K, prec]
Python/Numpy:	moms = MomentsFromPH(alpha, A, K, prec)

Returns the first K moments of a continuous phase-type distribution.

Parameters:	alpha : vector, shape (1,M) The initial probability vector of the phase-type distribution. A : matrix, shape (M,M) The transient generator matrix of the phase-type distribution. K : int, optional Number of moments to compute. If K=0, 2*M-1 moments are computed. The default value is K=0. prec : double, optional Numerical precision for checking the input. The default value is 1e-14.
Returns:	moms : row vector of doubles The vector of moments.

Examples

For Matlab:

>>> a = [0.1,0.9,0];
>>> A = [-6.2, 2, 0; 2, -9, 1; 1, 0, -3];
>>> moms = MomentsFromPH(a, A, 5);
>>> disp(moms);
      0.20939      0.10449     0.089092      0.11027      0.17953

For Mathematica:

>>> a = {0.1,0.9,0};
>>> A = {{-6.2, 2, 0},{2, -9, 1},{1, 0, -3}};
>>> moms = MomentsFromPH[a, A, 5];
>>> Print[moms];
{0.20938722294654497, 0.10448912014333092, 0.08909150039190732, 0.11026674096545433, 0.179530273247209}

For Python/Numpy:

>>> a = ml.matrix([[0.1,0.9,0]])
>>> A = ml.matrix([[-6.2, 2, 0],[2, -9, 1],[1, 0, -3]])
>>> moms = MomentsFromPH(a, A, 5)
>>> print(moms)
[0.20938722294654497, 0.10448912014333091, 0.089091500391907288, 0.11026674096545433, 0.17953027324720897]