ctmc.st

Compute the stationary vector with GTH

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

ctmc.st function

<dl><dt>Q</dt>
<dd>DTMC/CTMC kernel</dd></dl>

Arguments

Markov stationary — ctmc.st

<dl>

<dt>Q</dt>
<dd>DTMC/CTMC kernel</dd>

</dl>

ctmc.st: Markov stationary

Description

Usage

Value

Arguments