GMMPPClass

<p>GMMPP: Approximation for MAP</p>
<p>GMMPP: Approximation for MAP</p>

Estimation methods for phase-type
distribution (PH) and Markovian arrival process (MAP) from
empirical data (point and grouped data) and density function.
The tool is based on the following researches:
Okamura et al. (2009) <doi:10.1109/TNET.2008.2008750>,
Okamura and Dohi (2009) <doi:10.1109/QEST.2009.28>,
Okamura et al. (2011) <doi:10.1016/j.peva.2011.04.001>,
Okamura et al. (2013) <doi:10.1002/asmb.1919>,
Horvath and Okamura (2013) <doi:10.1007/978-3-642-40725-3_10>,
Okamura and Dohi (2016) <doi:10.15807/jorsj.59.72>.

Hiroyuki Okamura

mapfit

PH/MAP Parameter Estimation

GMMPPClass function

<p><code>mapfit::MAPClass</code> -&gt; <code>GMMPPClass</code></p>

Super class


<div class="section" id="public-methods">
<h3>Public methods</h3><p></p><p><ul>
<li><p><a href="/link/GMMPPClass%24new()?package=mapfit&version=1.0.0" data-mini-rdoc="mapfit::GMMPPClass$new()"><code>GMMPPClass$new()</code></a></p></li>
<li><p><a href="/link/GMMPPClass%24copy()?package=mapfit&version=1.0.0" data-mini-rdoc="mapfit::GMMPPClass$copy()"><code>GMMPPClass$copy()</code></a></p></li>
<li><p><a href="/link/GMMPPClass%24emfit()?package=mapfit&version=1.0.0" data-mini-rdoc="mapfit::GMMPPClass$emfit()"><code>GMMPPClass$emfit()</code></a></p></li>
<li><p><a href="/link/GMMPPClass%24clone()?package=mapfit&version=1.0.0" data-mini-rdoc="mapfit::GMMPPClass$clone()"><code>GMMPPClass$clone()</code></a></p></li>
</ul></p><p></p></div><p><details><summary>Inherited methods</summary>
<ul>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="D0"><a href="/link/mapfit%3A%3AMAPClass%24D0()?package=mapfit&version=1.0.0" data-mini-rdoc="mapfit::mapfit::MAPClass$D0()"><code>mapfit::MAPClass$D0()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="D1"><a href="/link/mapfit%3A%3AMAPClass%24D1()?package=mapfit&version=1.0.0" data-mini-rdoc="mapfit::mapfit::MAPClass$D1()"><code>mapfit::MAPClass$D1()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="acf"><a href="/link/mapfit%3A%3AMAPClass%24acf()?package=mapfit&version=1.0.0" data-mini-rdoc="mapfit::mapfit::MAPClass$acf()"><code>mapfit::MAPClass$acf()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="alpha"><a href="/link/mapfit%3A%3AMAPClass%24alpha()?package=mapfit&version=1.0.0" data-mini-rdoc="mapfit::mapfit::MAPClass$alpha()"><code>mapfit::MAPClass$alpha()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="df"><a href="/link/mapfit%3A%3AMAPClass%24df()?package=mapfit&version=1.0.0" data-mini-rdoc="mapfit::mapfit::MAPClass$df()"><code>mapfit::MAPClass$df()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="init"><a href="/link/mapfit%3A%3AMAPClass%24init()?package=mapfit&version=1.0.0" data-mini-rdoc="mapfit::mapfit::MAPClass$init()"><code>mapfit::MAPClass$init()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="jmoment"><a href="/link/mapfit%3A%3AMAPClass%24jmoment()?package=mapfit&version=1.0.0" data-mini-rdoc="mapfit::mapfit::MAPClass$jmoment()"><code>mapfit::MAPClass$jmoment()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="mmoment"><a href="/link/mapfit%3A%3AMAPClass%24mmoment()?package=mapfit&version=1.0.0" data-mini-rdoc="mapfit::mapfit::MAPClass$mmoment()"><code>mapfit::MAPClass$mmoment()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="print"><a href="/link/mapfit%3A%3AMAPClass%24print()?package=mapfit&version=1.0.0" data-mini-rdoc="mapfit::mapfit::MAPClass$print()"><code>mapfit::MAPClass$print()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="size"><a href="/link/mapfit%3A%3AMAPClass%24size()?package=mapfit&version=1.0.0" data-mini-rdoc="mapfit::mapfit::MAPClass$size()"><code>mapfit::MAPClass$size()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="xi"><a href="/link/mapfit%3A%3AMAPClass%24xi()?package=mapfit&version=1.0.0" data-mini-rdoc="mapfit::mapfit::MAPClass$xi()"><code>mapfit::MAPClass$xi()</code></a></span></li>
</ul>
</details></p><p><hr>
<a id="method-GMMPPClass-new"></a></p><div class="section" id="method-new-">
<h3>Method <code>new()</code></h3>
<p>Create a MAP</p><div class="section" id="usage">
<h4>Usage</h4>
<p><div class="r"></div></p><pre><code>GMMPPClass$new(alpha, D0, D1, xi)</code></pre><p></p></div><p></p>
</div><p></p><p><div class="section" id="arguments">
<h4>Arguments</h4>
<p><div class="arguments"></div></p><dl>
<dt><code>alpha</code></dt>
<dd><p>A vector of initial probability</p></dd></dl></div></p><p>
<dt><code>D0</code></dt>
<dd><p>An infinitesimal generator</p></dd></p><p>
<dt><code>D1</code></dt>
<dd><p>An infinitesimal generator</p></dd></p><p>
<dt><code>xi</code></dt>
<dd><p>An exit rate vector</p></dd></p><p>
</p><p></p>

<div class="section" id="returns">
<h4>Returns</h4>
<p>An instance of MAP</p>
</div><p></p><p></p><p><hr>
<a id="method-GMMPPClass-copy"></a></p><div class="section" id="method-copy-">
<h3>Method <code>copy()</code></h3>
<p>copy</p><div class="section" id="usage">
<h4>Usage</h4>
<p><div class="r"></div></p><pre><code>GMMPPClass$copy()</code></pre><p></p></div><p></p>
</div><p></p><p><div class="section" id="returns">
<h4>Returns</h4>
<p>A new instance</p>
</div></p><p></p><p><hr>
<a id="method-GMMPPClass-emfit"></a></p><div class="section" id="method-emfit-">
<h3>Method <code>emfit()</code></h3>
<p>Run EM</p><div class="section" id="usage">
<h4>Usage</h4>
<p><div class="r"></div></p><pre><code>GMMPPClass$emfit(data, options, ...)</code></pre><p></p></div><p></p>
</div><p></p><p><div class="section" id="arguments">
<h4>Arguments</h4>
<p><div class="arguments"></div></p><dl>
<dt><code>data</code></dt>
<dd><p>A dataframe</p></dd></dl></div></p><p>
<dt><code>options</code></dt>
<dd><p>A list of options</p></dd></p><p>
<dt><code>...</code></dt>
<dd><p>Others</p></dd></p><p>
</p><p></p>
<p></p><p></p><p><hr>
<a id="method-GMMPPClass-clone"></a></p><div class="section" id="method-clone-">
<h3>Method <code>clone()</code></h3>
<p>The objects of this class are cloneable with this method.</p><div class="section" id="usage">
<h4>Usage</h4>
<p><div class="r"></div></p><pre><code>GMMPPClass$clone(deep = FALSE)</code></pre><p></p></div><p></p>
</div><p></p><p><div class="section" id="arguments">
<h4>Arguments</h4>
<p><div class="arguments"></div></p><dl>
<dt><code>deep</code></dt>
<dd><p>Whether to make a deep clone.</p></dd></dl></div></p><p>
</p><p></p>
<p></p><p>
</p>

Methods

GMMPP: Approximation for MAP — GMMPPClass


<div class='section' id='public-methods'>
<h3>Public methods</h3>

<ul>
<li><p><a href='#method-GMMPPClass-new'><code>GMMPPClass$new()</code></a></p></li>
<li><p><a href='#method-GMMPPClass-copy'><code>GMMPPClass$copy()</code></a></p></li>
<li><p><a href='#method-GMMPPClass-emfit'><code>GMMPPClass$emfit()</code></a></p></li>
<li><p><a href='#method-GMMPPClass-clone'><code>GMMPPClass$clone()</code></a></p></li>
</ul>

</div><p><details><summary>Inherited methods</summary>
<ul>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="D0"><a href='../../mapfit/html/MAPClass.html#method-MAPClass-D0'><code>mapfit::MAPClass$D0()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="D1"><a href='../../mapfit/html/MAPClass.html#method-MAPClass-D1'><code>mapfit::MAPClass$D1()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="acf"><a href='../../mapfit/html/MAPClass.html#method-MAPClass-acf'><code>mapfit::MAPClass$acf()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="alpha"><a href='../../mapfit/html/MAPClass.html#method-MAPClass-alpha'><code>mapfit::MAPClass$alpha()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="df"><a href='../../mapfit/html/MAPClass.html#method-MAPClass-df'><code>mapfit::MAPClass$df()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="init"><a href='../../mapfit/html/MAPClass.html#method-MAPClass-init'><code>mapfit::MAPClass$init()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="jmoment"><a href='../../mapfit/html/MAPClass.html#method-MAPClass-jmoment'><code>mapfit::MAPClass$jmoment()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="mmoment"><a href='../../mapfit/html/MAPClass.html#method-MAPClass-mmoment'><code>mapfit::MAPClass$mmoment()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="print"><a href='../../mapfit/html/MAPClass.html#method-MAPClass-print'><code>mapfit::MAPClass$print()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="size"><a href='../../mapfit/html/MAPClass.html#method-MAPClass-size'><code>mapfit::MAPClass$size()</code></a></span></li>
<li><span class="pkg-link" data-pkg="mapfit" data-topic="MAPClass" data-id="xi"><a href='../../mapfit/html/MAPClass.html#method-MAPClass-xi'><code>mapfit::MAPClass$xi()</code></a></span></li>
</ul>
</details>

<hr>
<a id="method-GMMPPClass-new"></a></p><div class='section' id='method-new-'>
<h3>Method <code>new()</code></h3>
<p>Create a MAP</p><div class='section' id='usage'>
<h4>Usage</h4>
<p><div class="r"></p><pre><code>GMMPPClass$new(alpha, D0, D1, xi)</code></pre><p></div></p>
</div>

<div class='section' id='arguments'>
<h4>Arguments</h4>
<p><div class="arguments"></p><dl>
<dt><code>alpha</code></dt>
<dd><p>A vector of initial probability</p></dd>


<dt><code>D0</code></dt>
<dd><p>An infinitesimal generator</p></dd>


<dt><code>D1</code></dt>
<dd><p>An infinitesimal generator</p></dd>


<dt><code>xi</code></dt>
<dd><p>An exit rate vector</p></dd>


</dl><p></div></p>
</div>
<div class='section' id='returns'>
<h4>Returns</h4>
<p>An instance of MAP</p>
</div>

</div><p><hr>
<a id="method-GMMPPClass-copy"></a></p><div class='section' id='method-copy-'>
<h3>Method <code>copy()</code></h3>
<p>copy</p><div class='section' id='usage'>
<h4>Usage</h4>
<p><div class="r"></p><pre><code>GMMPPClass$copy()</code></pre><p></div></p>
</div>

<div class='section' id='returns'>
<h4>Returns</h4>
<p>A new instance</p>
</div>

</div><p><hr>
<a id="method-GMMPPClass-emfit"></a></p><div class='section' id='method-emfit-'>
<h3>Method <code>emfit()</code></h3>
<p>Run EM</p><div class='section' id='usage'>
<h4>Usage</h4>
<p><div class="r"></p><pre><code>GMMPPClass$emfit(data, options, ...)</code></pre><p></div></p>
</div>

<div class='section' id='arguments'>
<h4>Arguments</h4>
<p><div class="arguments"></p><dl>
<dt><code>data</code></dt>
<dd><p>A dataframe</p></dd>


<dt><code>options</code></dt>
<dd><p>A list of options</p></dd>


<dt><code>...</code></dt>
<dd><p>Others</p></dd>


</dl><p></div></p>
</div>

</div><p><hr>
<a id="method-GMMPPClass-clone"></a></p><div class='section' id='method-clone-'>
<h3>Method <code>clone()</code></h3>
<p>The objects of this class are cloneable with this method.</p><div class='section' id='usage'>
<h4>Usage</h4>
<p><div class="r"></p><pre><code>GMMPPClass$clone(deep = FALSE)</code></pre><p></div></p>
</div>

<div class='section' id='arguments'>
<h4>Arguments</h4>
<p><div class="arguments"></p><dl>
<dt><code>deep</code></dt>
<dd><p>Whether to make a deep clone.</p></dd>


</dl><p></div></p>
</div>

</div>


GMMPPClass: GMMPP: Approximation for MAP

Description

Arguments

Super class

Methods

Public methods

Method `new()`

Usage

Arguments

Returns

Method `copy()`

Usage

Returns

Method `emfit()`

Usage

Arguments

Method `clone()`

Usage

Arguments

Details

Description

Arguments

Super class

Methods

Public methods

Method new()

Usage

Arguments

Returns

Method copy()

Usage

Returns

Method emfit()

Usage

Arguments

Method clone()

Usage

Arguments

Details

Method `new()`

Method `copy()`

Method `emfit()`

Method `clone()`