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mapfit: An R-Based Tool for PH/MAP Parameter Estimation

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Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 9259))

Abstract

In this paper, we present a tool for estimating parameters of phase-type distribution (PH) and Markovian arrival process (MAP) on the statistical analysis package R. PH and MAP are useful for the analysis of non-Markovian models approximately. By approximating general distributions and point processes with PH and MAP, the non-Markovian models is reduced to continuous-time Markov chains (CTMCs) that can be solved by analytical approaches. The significant features of our tool are (i) PH/MAP fitting from grouped data and (ii) PH fitting from probability density functions.

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Notes

  1. 1.

    http://home.math.au.dk/asmus/pspapers.html.

  2. 2.

    http://webspn.hit.bme.hu/~telek/tools.htm.

  3. 3.

    http://www.cs.cmu.edu/~osogami/code/momentmatching/index.html.

  4. 4.

    http://webspn.hit.bme.hu/~telek/tools/butools/butools.html.

  5. 5.

    http://ls4-www.cs.tu-dortmund.de/home/thummler/mainE.html.

  6. 6.

    http://copa.uniandes.edu.co/?p=141.

  7. 7.

    http://www.mi.fu-berlin.de/inf/groups/ag-tech/projects/HyperStar/index.html.

  8. 8.

    http://www.cs.cmu.edu/~osogami/code/momentmatching/index.html.

  9. 9.

    http://webspn.hit.bme.hu/~telek/tools/butools/butools.html.

  10. 10.

    http://ita.ee.lbl.gov/html/contrib/BC.html.

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Correspondence to Hiroyuki Okamura .

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Okamura, H., Dohi, T. (2015). mapfit: An R-Based Tool for PH/MAP Parameter Estimation. In: Campos, J., Haverkort, B. (eds) Quantitative Evaluation of Systems. QEST 2015. Lecture Notes in Computer Science(), vol 9259. Springer, Cham. https://doi.org/10.1007/978-3-319-22264-6_7

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  • DOI: https://doi.org/10.1007/978-3-319-22264-6_7

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-22263-9

  • Online ISBN: 978-3-319-22264-6

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