PH/MAP Parameter Estimation
General phase-type distribution
Determine hyper-Erlang parameters
Create HErlang distribution
Hyper-Erlang distribution
k-lag correlation of MAP
Joint moments of MAP
Marginal moments of MAP
Generate MAP using the information on data
Create MAP
General Markovian arrival process
ErlangHMM for MAP with fixed phases
Hyper-Erlang distribution with a fixed phase
Convert from HErlang to GPH
Convert from ERHMM to MAP
Determine CF1 parameters
Determine CF1 parameters
Create CF1 with data information
Create CF1
Canonical phase-type distribution
Markov stationary
Create group data for map
Create data for map
Create group data for phase
Create data for phase with weighted sample
Probability density function of PH distribution
EM Options
Determine ERHMM parameters
Create ERHMM
ErlangHMM for MAP
Create GMMPP
GMMPP: Approximation for MAP
Generate GPH using the information on data
mapfit: PH/MAP Parameter Estimation
MAP fitting with grouped data
MAP fitting with point data
Create an MMPP
Create a bi-diagonal PH distribution
Create a Coxian PH distribution
Mean of PH distribution
Moments of PH distribution
Create GPH distribution
Create a tri-diagonal PH distribution
Variance of PH distribution
PH fitting with three moments
PH fitting with density function
PH fitting with grouped data
PH fitting with point data
Distribution function of PH distribution
Sampling of PH distributions
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>.