mapfit1.0.0 package

PH/MAP Parameter Estimation

GPHClass

General phase-type distribution

herlang.param

Determine hyper-Erlang parameters

herlang

Create HErlang distribution

HErlangClass

Hyper-Erlang distribution

map.acf

k-lag correlation of MAP

map.jmoment

Joint moments of MAP

map.mmoment

Marginal moments of MAP

map.param

Generate MAP using the information on data

map

Create MAP

MAPClass

General Markovian arrival process

AERHMMClass

ErlangHMM for MAP with fixed phases

AHerlangClass

Hyper-Erlang distribution with a fixed phase

as.gph

Convert from HErlang to GPH

as.map

Convert from ERHMM to MAP

cf1.param.linear

Determine CF1 parameters

cf1.param.power

Determine CF1 parameters

cf1.param

Create CF1 with data information

cf1

Create CF1

CF1Class

Canonical phase-type distribution

ctmc.st

Markov stationary

data.frame.map.group

Create group data for map

data.frame.map.time

Create data for map

data.frame.phase.group

Create group data for phase

data.frame.phase.time

Create data for phase with weighted sample

dphase

Probability density function of PH distribution

emoptions

EM Options

erhmm.param

Determine ERHMM parameters

erhmm

Create ERHMM

ERHMMClass

ErlangHMM for MAP

gmmpp

Create GMMPP

GMMPPClass

GMMPP: Approximation for MAP

gph.param

Generate GPH using the information on data

mapfit-package

mapfit: PH/MAP Parameter Estimation

mapfit.group

MAP fitting with grouped data

mapfit.point

MAP fitting with point data

mmpp

Create an MMPP

ph.bidiag

Create a bi-diagonal PH distribution

ph.coxian

Create a Coxian PH distribution

ph.mean

Mean of PH distribution

ph.moment

Moments of PH distribution

ph

Create GPH distribution

ph.tridiag

Create a tri-diagonal PH distribution

ph.var

Variance of PH distribution

phfit.3mom

PH fitting with three moments

phfit.density

PH fitting with density function

phfit.group

PH fitting with grouped data

phfit.point

PH fitting with point data

pphase

Distribution function of PH distribution

rphase

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>.

  • Maintainer: Hiroyuki Okamura
  • License: MIT + file LICENSE
  • Last published: 2022-11-22