mapfit (version 0.9.7)

phfit.3mom: PH fitting with three moments

Description

estimates PH parameters from three moments.

Usage

phfit.3mom(m1, m2, m3, method = c("Osogami06", "Bobbio05"),
	max.phase = 50, epsilon = sqrt(.Machine$double.eps))

Arguments

m1

a value of the first moment.

m2

a value of the second moment.

m3

a value of the third moment.

method

the name of moment matching method.

max.phase

an integer for the maximum number of phases in the method "Osogami06".

epsilon

a value of precision in the method "Osogami06".

Value

returns an object of S4 class of general PH '>ph.

References

Osogami, T. and Harchol-Balter, M. (2006) Closed Form Solutions for Mapping General Distributions to Minimal PH Distributions. Performance Evaluation, 63(6), 524--552.

Bobbio, A., Horvath, A. and Telek, M. (2005) Matching Three Moments with Minimal Acyclic Phase Type Distributions. Stochastic Models, 21(2-3), 303--326.

See Also

'>ph, ph.moment

Examples

# NOT RUN {
## Three moment matching
## Moments of Weibull(shpape=2, scale=1); (0.886227, 1.0, 1.32934)
(result1 <- phfit.3mom(0.886227, 1.0, 1.32934))

## Three moment matching
## Moments of Weibull(shpape=2, scale=1); (0.886227, 1.0, 1.32934)
(result2 <- phfit.3mom(0.886227, 1.0, 1.32934, method="Bobbio05"))

## mean
ph.mean(result1)
ph.mean(result2)

## variance
ph.var(result1)
ph.var(result2)

## up to 5 moments 
ph.moment(5, result1)
ph.moment(5, result2)

# }