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ContactCenters V. 0.9.9. |
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java.lang.Objectumontreal.iro.lecuyer.contactcenters.contact.CorrelationMtxFitting
public class CorrelationMtxFitting
Fits the parametric model for the correlation matrix using method of least squares. Two models are
implemented: (i) general linear model
rj = abj + c, (ii) single rho Markov model rj = bj.
Method fitMarkovGeneralLinear()
implements fitting of model (i),
method fitMarkovSingleRho()
implements fitting of model (ii). The optimization of parameter
b is performed using exhaustive grid search with step step
in the range
[-1+delta
, 1-delta
]. For model (i) parameters a
and c have closed form expressions in terms of the entries of correlation matrix and parameter b.
Constructor Summary | |
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CorrelationMtxFitting(double[] CorrVector)
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CorrelationMtxFitting(double[] CorrVector,
double tol)
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Method Summary | |
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double[] |
fitMarkovGeneralLinear()
Fits general linear model rj = abj + c. |
double |
fitMarkovSingleRho()
Fits the Markov model with single correlation coefficient of the form ρj = bj. |
void |
setDelta(double delta)
Sets the limits in which exhaustive grid search for the optimization of parameter b is performed. |
void |
setStep(double step)
Sets the exhaustive grid search grid size for the optimization of parameter b. |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public CorrelationMtxFitting(double[] CorrVector)
public CorrelationMtxFitting(double[] CorrVector, double tol)
Method Detail |
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public void setDelta(double delta)
delta
, 1-delta
].
delta
- Exhaustive grid search boundary offsetpublic void setStep(double step)
step
- Exhaustive grid search grid sizepublic double[] fitMarkovGeneralLinear()
public double fitMarkovSingleRho()
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ContactCenters V. 0.9.9. |
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