3 <meta http-equiv="Content-Type" content="text/html; charset=US-ASCII">
4 <title>Hyperexponential Distribution</title>
5 <link rel="stylesheet" href="../../../math.css" type="text/css">
6 <meta name="generator" content="DocBook XSL Stylesheets V1.79.1">
7 <link rel="home" href="../../../index.html" title="Math Toolkit 2.11.0">
8 <link rel="up" href="../dists.html" title="Distributions">
9 <link rel="prev" href="geometric_dist.html" title="Geometric Distribution">
10 <link rel="next" href="hypergeometric_dist.html" title="Hypergeometric Distribution">
12 <body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
13 <table cellpadding="2" width="100%"><tr>
14 <td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../../../boost.png"></td>
15 <td align="center"><a href="../../../../../../../index.html">Home</a></td>
16 <td align="center"><a href="../../../../../../../libs/libraries.htm">Libraries</a></td>
17 <td align="center"><a href="http://www.boost.org/users/people.html">People</a></td>
18 <td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td>
19 <td align="center"><a href="../../../../../../../more/index.htm">More</a></td>
22 <div class="spirit-nav">
23 <a accesskey="p" href="geometric_dist.html"><img src="../../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../dists.html"><img src="../../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../../index.html"><img src="../../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="hypergeometric_dist.html"><img src="../../../../../../../doc/src/images/next.png" alt="Next"></a>
26 <div class="titlepage"><div><div><h4 class="title">
27 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist"></a><a class="link" href="hyperexponential_dist.html" title="Hyperexponential Distribution">Hyperexponential
29 </h4></div></div></div>
30 <pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">distributions</span><span class="special">/</span><span class="identifier">hyperexponential</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span></pre>
31 <pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span>
33 <span class="keyword">template</span> <span class="special"><</span><span class="keyword">typename</span> <span class="identifier">RealType</span> <span class="special">=</span> <span class="keyword">double</span><span class="special">,</span>
34 <span class="keyword">typename</span> <a class="link" href="../../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a> <span class="special">=</span> <a class="link" href="../../pol_ref/pol_ref_ref.html" title="Policy Class Reference">policies::policy<></a> <span class="special">></span>
35 <span class="keyword">class</span> <span class="identifier">hyperexponential_distribution</span><span class="special">;</span>
37 <span class="keyword">typedef</span> <span class="identifier">hyperexponential_distribution</span><span class="special"><></span> <span class="identifier">hyperexponential</span><span class="special">;</span>
39 <span class="keyword">template</span> <span class="special"><</span><span class="keyword">typename</span> <span class="identifier">RealType</span><span class="special">,</span> <span class="keyword">typename</span> <a class="link" href="../../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
40 <span class="keyword">class</span> <span class="identifier">hyperexponential_distribution</span>
41 <span class="special">{</span>
42 <span class="keyword">public</span><span class="special">:</span>
43 <span class="keyword">typedef</span> <span class="identifier">RealType</span> <span class="identifier">value_type</span><span class="special">;</span>
44 <span class="keyword">typedef</span> <span class="identifier">Policy</span> <span class="identifier">policy_type</span><span class="special">;</span>
46 <span class="comment">// Constructors:</span>
47 <span class="identifier">hyperexponential_distribution</span><span class="special">();</span> <span class="comment">// Default.</span>
49 <span class="keyword">template</span> <span class="special"><</span><span class="keyword">typename</span> <span class="identifier">RateIterT</span><span class="special">,</span> <span class="keyword">typename</span> <span class="identifier">RateIterT2</span><span class="special">></span>
50 <span class="identifier">hyperexponential_distribution</span><span class="special">(</span> <span class="comment">// Default equal probabilities.</span>
51 <span class="identifier">RateIterT</span> <span class="keyword">const</span><span class="special">&</span> <span class="identifier">rate_first</span><span class="special">,</span>
52 <span class="identifier">RateIterT2</span> <span class="keyword">const</span><span class="special">&</span> <span class="identifier">rate_last</span><span class="special">);</span> <span class="comment">// Rates using Iterators.</span>
54 <span class="keyword">template</span> <span class="special"><</span><span class="keyword">typename</span> <span class="identifier">ProbIterT</span><span class="special">,</span> <span class="keyword">typename</span> <span class="identifier">RateIterT</span><span class="special">></span>
55 <span class="identifier">hyperexponential_distribution</span><span class="special">(</span><span class="identifier">ProbIterT</span> <span class="identifier">prob_first</span><span class="special">,</span> <span class="identifier">ProbIterT</span> <span class="identifier">prob_last</span><span class="special">,</span>
56 <span class="identifier">RateIterT</span> <span class="identifier">rate_first</span><span class="special">,</span> <span class="identifier">RateIterT</span> <span class="identifier">rate_last</span><span class="special">);</span> <span class="comment">// Iterators.</span>
58 <span class="keyword">template</span> <span class="special"><</span><span class="keyword">typename</span> <span class="identifier">ProbRangeT</span><span class="special">,</span> <span class="keyword">typename</span> <span class="identifier">RateRangeT</span><span class="special">></span>
59 <span class="identifier">hyperexponential_distribution</span><span class="special">(</span><span class="identifier">ProbRangeT</span> <span class="keyword">const</span><span class="special">&</span> <span class="identifier">prob_range</span><span class="special">,</span>
60 <span class="identifier">RateRangeT</span> <span class="keyword">const</span><span class="special">&</span> <span class="identifier">rate_range</span><span class="special">);</span> <span class="comment">// Ranges.</span>
62 <span class="keyword">template</span> <span class="special"><</span><span class="keyword">typename</span> <span class="identifier">RateRangeT</span><span class="special">></span>
63 <span class="identifier">hyperexponential_distribution</span><span class="special">(</span><span class="identifier">RateRangeT</span> <span class="keyword">const</span><span class="special">&</span> <span class="identifier">rate_range</span><span class="special">);</span>
65 <span class="preprocessor">#if</span> <span class="special">!</span><span class="identifier">defined</span><span class="special">(</span><span class="identifier">BOOST_NO_CXX11_HDR_INITIALIZER_LIST</span><span class="special">)</span> <span class="comment">// C++11 initializer lists supported.</span>
66 <span class="identifier">hyperexponential_distribution</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">initializer_list</span><span class="special"><</span><span class="identifier">RealType</span><span class="special">></span> <span class="identifier">l1</span><span class="special">,</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">initializer_list</span><span class="special"><</span><span class="identifier">RealType</span><span class="special">></span> <span class="identifier">l2</span><span class="special">);</span>
67 <span class="identifier">hyperexponential_distribution</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">initializer_list</span><span class="special"><</span><span class="identifier">RealType</span><span class="special">></span> <span class="identifier">l1</span><span class="special">);</span>
68 <span class="preprocessor">#endif</span>
70 <span class="comment">// Accessors:</span>
71 <span class="identifier">std</span><span class="special">::</span><span class="identifier">size_t</span> <span class="identifier">num_phases</span><span class="special">()</span> <span class="keyword">const</span><span class="special">;</span>
72 <span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span><span class="identifier">RealType</span><span class="special">></span> <span class="identifier">probabilities</span><span class="special">()</span> <span class="keyword">const</span><span class="special">;</span>
73 <span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span><span class="identifier">RealType</span><span class="special">></span> <span class="identifier">rates</span><span class="special">()</span> <span class="keyword">const</span><span class="special">;</span>
74 <span class="special">};</span>
76 <span class="special">}}</span> <span class="comment">// namespaces</span>
78 <div class="note"><table border="0" summary="Note">
80 <td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../../../doc/src/images/note.png"></td>
81 <th align="left">Note</th>
83 <tr><td align="left" valign="top"><p>
84 An implementation-defined mechanism is provided to avoid ambiguity between
85 constructors accepting ranges, iterators and constants as parameters.
86 This should be transparent to the user. See below and the header file
87 hyperexponential.hpp for details and explanatory comments.
91 The class type <code class="computeroutput"><span class="identifier">hyperexponential_distribution</span></code>
92 represents a <a href="http://en.wikipedia.org/wiki/Hyperexponential_distribution" target="_top">hyperexponential
96 A <span class="emphasis"><em>k</em></span>-phase hyperexponential distribution is a <a href="http://en.wikipedia.org/wiki/Continuous_probability_distribution" target="_top">continuous
97 probability distribution</a> obtained as a mixture of <span class="emphasis"><em>k</em></span>
98 <a class="link" href="exp_dist.html" title="Exponential Distribution">Exponential Distribution</a>s.
99 It is also referred to as <span class="emphasis"><em>mixed exponential distribution</em></span>
100 or parallel <span class="emphasis"><em>k-phase exponential distribution</em></span>.
103 A <span class="emphasis"><em>k</em></span>-phase hyperexponential distribution is characterized
104 by two parameters, namely a <span class="emphasis"><em>phase probability vector</em></span>
105 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(α<sub>1</sub>,...,α<sub>k</sub>)</em></span> and a
106 <span class="emphasis"><em>rate vector</em></span> <span class="emphasis"><em><span class="bold"><strong>λ</strong></span>=(λ<sub>1</sub>,...,λ<sub>k</sub>)</em></span>.
109 The <a href="http://en.wikipedia.org/wiki/Probability_density_function" target="_top">probability
110 density function</a> for random variate <span class="emphasis"><em>x</em></span> in a
111 hyperexponential distribution is given by:
113 <div class="blockquote"><blockquote class="blockquote"><p>
114 <span class="inlinemediaobject"><img src="../../../../equations/hyperexponential_pdf.svg"></span>
116 </p></blockquote></div>
118 The following graph illustrates the PDF of the hyperexponential distribution
119 with five different parameters, namely:
121 <div class="orderedlist"><ol class="orderedlist" type="1">
122 <li class="listitem">
123 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(1.0)</em></span> and <span class="emphasis"><em><span class="bold"><strong>λ</strong></span>=(1.0)</em></span> (which degenerates to a simple
124 exponential distribution),
126 <li class="listitem">
127 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.1, 0.9)</em></span> and
128 <span class="emphasis"><em><span class="bold"><strong>λ</strong></span>=(0.5, 1.5)</em></span>,
130 <li class="listitem">
131 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.9, 0.1)</em></span> and
132 <span class="emphasis"><em><span class="bold"><strong>λ</strong></span>=(0.5, 1.5)</em></span>,
134 <li class="listitem">
135 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.2, 0.3, 0.5)</em></span>
136 and <span class="emphasis"><em><span class="bold"><strong>λ</strong></span>=(0.5, 1.0, 1.5)</em></span>,
138 <li class="listitem">
139 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.5, 0.3, 0.2)</em></span>
140 and <span class="emphasis"><em><span class="bold"><strong>λ</strong></span>=(0.5, 1.0, 1.5)</em></span>.
143 <div class="blockquote"><blockquote class="blockquote"><p>
144 <span class="inlinemediaobject"><img src="../../../../graphs/hyperexponential_pdf.svg" align="middle"></span>
146 </p></blockquote></div>
148 Also, the following graph illustrates the PDF of the hyperexponential distribution
149 (solid lines) where only the <span class="emphasis"><em>phase probability vector</em></span>
150 changes together with the PDF of the two limiting exponential distributions
153 <div class="orderedlist"><ol class="orderedlist" type="1">
154 <li class="listitem">
155 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.1, 0.9)</em></span> and
156 <span class="emphasis"><em><span class="bold"><strong>λ</strong></span>=(0.5, 1.5)</em></span>,
158 <li class="listitem">
159 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.6, 0.4)</em></span> and
160 <span class="emphasis"><em><span class="bold"><strong>λ</strong></span>=(0.5, 1.5)</em></span>,
162 <li class="listitem">
163 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.9, 0.1)</em></span> and
164 <span class="emphasis"><em><span class="bold"><strong>λ</strong></span>=(0.5, 1.5)</em></span>,
166 <li class="listitem">
167 Exponential distribution with parameter <span class="emphasis"><em>λ=0.5</em></span>,
169 <li class="listitem">
170 Exponential distribution with parameter <span class="emphasis"><em>λ=1.5</em></span>.
174 As expected, as the first element <span class="emphasis"><em>α<sub>1</sub></em></span> of the <span class="emphasis"><em>phase
175 probability vector</em></span> approaches to <span class="emphasis"><em>1</em></span> (or,
176 equivalently, <span class="emphasis"><em>α<sub>2</sub></em></span> approaches to <span class="emphasis"><em>0</em></span>),
177 the resulting hyperexponential distribution nears the exponential distribution
178 with parameter <span class="emphasis"><em>λ=0.5</em></span>. Conversely, as the first element
179 <span class="emphasis"><em>α<sub>2</sub></em></span> of the <span class="emphasis"><em>phase probability vector</em></span>
180 approaches to <span class="emphasis"><em>1</em></span> (or, equivalently, <span class="emphasis"><em>α<sub>1</sub></em></span>
181 approaches to <span class="emphasis"><em>0</em></span>), the resulting hyperexponential distribution
182 nears the exponential distribution with parameter <span class="emphasis"><em>λ=1.5</em></span>.
184 <div class="blockquote"><blockquote class="blockquote"><p>
185 <span class="inlinemediaobject"><img src="../../../../graphs/hyperexponential_pdf_samerate.svg" align="middle"></span>
187 </p></blockquote></div>
189 Finally, the following graph compares the PDF of the hyperexponential distribution
190 with different number of phases but with the same mean value equal to
191 <span class="emphasis"><em>2</em></span>:
193 <div class="orderedlist"><ol class="orderedlist" type="1">
194 <li class="listitem">
195 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(1.0)</em></span> and <span class="emphasis"><em><span class="bold"><strong>λ</strong></span>=(2.0)</em></span> (which degenerates to a simple
196 exponential distribution),
198 <li class="listitem">
199 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.5, 0.5)</em></span> and
200 <span class="emphasis"><em><span class="bold"><strong>λ</strong></span>=(0.3, 1.5)</em></span>,
202 <li class="listitem">
203 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(1.0/3.0, 1.0/3.0, 1.0/3.0)</em></span>
204 and <span class="emphasis"><em><span class="bold"><strong>λ</strong></span>=(0.2, 1.5, 3.0)</em></span>,
207 <div class="blockquote"><blockquote class="blockquote"><p>
208 <span class="inlinemediaobject"><img src="../../../../graphs/hyperexponential_pdf_samemean.svg" align="middle"></span>
210 </p></blockquote></div>
212 As can be noted, even if the three distributions have the same mean value,
213 the two hyperexponential distributions have a <span class="emphasis"><em>longer</em></span>
214 tail with respect to the one of the exponential distribution. Indeed, the
215 hyperexponential distribution has a larger variability than the exponential
216 distribution, thus resulting in a <a href="http://en.wikipedia.org/wiki/Coefficient_of_variation" target="_top">Coefficient
217 of Variation</a> greater than <span class="emphasis"><em>1</em></span> (as opposed to
218 the one of the exponential distribution which is exactly <span class="emphasis"><em>1</em></span>).
221 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h0"></a>
222 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.applications"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.applications">Applications</a>
225 A <span class="emphasis"><em>k</em></span>-phase hyperexponential distribution is frequently
226 used in <a href="http://en.wikipedia.org/wiki/Queueing_theory" target="_top">queueing
227 theory</a> to model the distribution of the superposition of <span class="emphasis"><em>k</em></span>
228 independent events, like, for instance, the service time distribution of
229 a queueing station with <span class="emphasis"><em>k</em></span> servers in parallel where
230 the <span class="emphasis"><em>i</em></span>-th server is chosen with probability <span class="emphasis"><em>α<sub>i</sub></em></span>
231 and its service time distribution is an exponential distribution with rate
232 <span class="emphasis"><em>λ<sub>i</sub></em></span> (Allen,1990; Papadopolous et al.,1993; Trivedi,2002).
235 For instance, CPUs service-time distribution in a computing system has
236 often been observed to possess such a distribution (Rosin,1965). Also,
237 the arrival of different types of customer to a single queueing station
238 is often modeled as a hyperexponential distribution (Papadopolous et al.,1993).
239 Similarly, if a product manufactured in several parallel assembly lines
240 and the outputs are merged, the failure density of the overall product
241 is likely to be hyperexponential (Trivedi,2002).
244 Finally, since the hyperexponential distribution exhibits a high Coefficient
245 of Variation (CoV), that is a CoV > 1, it is especially suited to fit
246 empirical data with large CoV (Feitelson,2014; Wolski et al.,2013) and
247 to approximate <a href="http://en.wikipedia.org/wiki/Long_tail" target="_top">long-tail
248 probability distributions</a> (Feldmann et al.,1998).
251 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h1"></a>
252 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.related_distributions"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.related_distributions">Related
255 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
256 <li class="listitem">
257 When the number of phases <span class="emphasis"><em>k</em></span> is equal to <code class="computeroutput"><span class="number">1</span></code>, the hyperexponential distribution
258 is simply an <a class="link" href="exp_dist.html" title="Exponential Distribution">Exponential
261 <li class="listitem">
262 When the <span class="emphasis"><em>k</em></span> rates are all equal to <span class="emphasis"><em>λ</em></span>,
263 the hyperexponential distribution is simple an <a class="link" href="exp_dist.html" title="Exponential Distribution">Exponential
264 Distribution</a> with rate <span class="emphasis"><em>λ</em></span>.
268 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h2"></a>
269 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.examples"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.examples">Examples</a>
272 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h3"></a>
273 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.lifetime_of_appliances"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.lifetime_of_appliances">Lifetime
277 Suppose a customer is buying an appliance and is choosing at random between
278 an appliance with average lifetime of 10 years and an appliance with average
279 lifetime of 12 years. Assuming the lifetime of this appliance follows an
280 exponential distribution, the lifetime distribution of the purchased appliance
281 can be modeled as a hyperexponential distribution with phase probability
282 vector <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(1/2,1/2)</em></span>
283 and rate vector <span class="emphasis"><em><span class="bold"><strong>λ</strong></span>=(1/10,1/12)</em></span>
287 In the rest of this section, we provide an example C++ implementation for
288 computing the average lifetime and the probability that the appliance will
289 work for more than 15 years.
291 <pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">distributions</span><span class="special">/</span><span class="identifier">hyperexponential</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span>
292 <span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">iostream</span><span class="special">></span>
293 <span class="keyword">int</span> <span class="identifier">main</span><span class="special">()</span>
294 <span class="special">{</span>
295 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">rates</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">10.0</span><span class="special">,</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">12.0</span> <span class="special">};</span>
297 <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">hyperexponential</span> <span class="identifier">he</span><span class="special">(</span><span class="identifier">rates</span><span class="special">);</span>
299 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Average lifetime: "</span>
300 <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">mean</span><span class="special">(</span><span class="identifier">he</span><span class="special">)</span>
301 <span class="special"><<</span> <span class="string">" years"</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
302 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"Probability that the appliance will work for more than 15 years: "</span>
303 <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">cdf</span><span class="special">(</span><span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">complement</span><span class="special">(</span><span class="identifier">he</span><span class="special">,</span> <span class="number">15.0</span><span class="special">))</span>
304 <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
305 <span class="special">}</span>
308 The resulting output is:
310 <pre class="programlisting"><span class="identifier">Average</span> <span class="identifier">lifetime</span><span class="special">:</span> <span class="number">11</span> <span class="identifier">years</span>
311 <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">the</span> <span class="identifier">appliance</span> <span class="identifier">will</span> <span class="identifier">work</span> <span class="keyword">for</span> <span class="identifier">more</span> <span class="identifier">than</span> <span class="number">15</span> <span class="identifier">years</span><span class="special">:</span> <span class="number">0.254817</span>
314 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h4"></a>
315 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.workloads_of_private_cloud_compu"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.workloads_of_private_cloud_compu">Workloads
316 of Private Cloud Computing Systems</a>
319 <a href="http://en.wikipedia.org/wiki/Cloud_computing" target="_top">Cloud computing</a>
320 has become a popular metaphor for dynamic and secure self-service access
321 to computational and storage capabilities. In (Wolski et al.,2013), the
322 authors analyze and model workloads gathered from enterprise-operated commercial
323 <a href="http://en.wikipedia.org/wiki/Cloud_computing#Private_cloud" target="_top">private
324 clouds</a> and show that 3-phase hyperexponential distributions (fitted
325 using the <a href="http://en.wikipedia.org/wiki/Expectation%E2%80%93maximization_algorithm" target="_top">Expectation
326 Maximization algorithm</a>) capture workload attributes accurately.
329 In this type of computing system, user requests consist in demanding the
330 provisioning of one or more <a href="http://en.wikipedia.org/wiki/Virtual_machine" target="_top">Virtual
331 Machines</a> (VMs). In particular, in (Wolski et al.,2013) the workload
332 experienced by each cloud system is a function of four distributions, one
333 for each of the following workload attributes:
335 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
336 <li class="listitem">
337 <span class="emphasis"><em>Request Interarrival Time</em></span>: the amount of time
338 until the next request,
340 <li class="listitem">
341 <span class="emphasis"><em>VM Lifetime</em></span>: the time duration over which a VM
342 is provisioned to a physical machine,
344 <li class="listitem">
345 <span class="emphasis"><em>Request Size</em></span>: the number of VMs in the request,
348 <li class="listitem">
349 <span class="emphasis"><em>Core Count</em></span>: the CPU core count requested for each
354 The authors assume that all VMs in a request have the same core count,
355 but request sizes and core counts can vary from request to request. Moreover,
356 all VMs within a request are assumed to have the same lifetime. Given these
357 assumptions, the authors build a statistical model for the request interarrival
358 time and VM lifetime attributes by fitting their respective data to a 3-phase
359 hyperexponential distribution.
362 In the following table, we show the sample mean and standard deviation
363 (SD), in seconds, of the request interarrival time and of the VM lifetime
364 distributions of the three datasets collected by authors:
366 <div class="informaltable"><table class="table">
381 Mean Request Interarrival Time (SD)
386 Mean Multi-core VM Lifetime (SD)
391 Mean Single-core VM Lifetime (SD)
465 Whereas in the following table we show the hyperexponential distribution
466 parameters resulting from the fit:
468 <div class="informaltable"><table class="table">
483 Request Interarrival Time
488 Multi-core VM Lifetime
493 Single-core VM Lifetime
506 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.34561,0.08648,0.56791),
507 <span class="bold"><strong>λ</strong></span>=(0.008,0.00005,0.02894)</em></span>
512 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.24667,0.37948,0.37385),
513 <span class="bold"><strong>λ</strong></span>=(0.00004,0.000002,0.00059)</em></span>
518 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.09325,0.22251,0.68424),
519 <span class="bold"><strong>λ</strong></span>=(0.000003,0.00109,0.00109)</em></span>
531 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.38881,0.18227,0.42892),
532 <span class="bold"><strong>λ</strong></span>=(0.000006,0.05228,0.00081)</em></span>
537 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.42093,0.43960,0.13947),
538 <span class="bold"><strong>λ</strong></span>=(0.00186,0.00008,0.0000008)</em></span>
543 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.44885,0.30675,0.2444),
544 <span class="bold"><strong>λ</strong></span>=(0.00143,0.00005,0.0000004)</em></span>
556 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.39442,0.24644,0.35914),
557 <span class="bold"><strong>λ</strong></span>=(0.00030,0.00003,0.00257)</em></span>
562 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.37621,0.14838,0.47541),
563 <span class="bold"><strong>λ</strong></span>=(0.00498,0.000005,0.00022)</em></span>
568 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(0.34131,0.12544,0.53325),
569 <span class="bold"><strong>λ</strong></span>=(0.000297,0.000003,0.00410)</em></span>
576 In the rest of this section, we provide an example C++ implementation for
577 computing some statistical properties of the fitted distributions for each
578 of the analyzed dataset.
580 <pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">distributions</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span>
581 <span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">iostream</span><span class="special">></span>
582 <span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">string</span><span class="special">></span>
584 <span class="keyword">struct</span> <span class="identifier">ds_info</span>
585 <span class="special">{</span>
586 <span class="identifier">std</span><span class="special">::</span><span class="identifier">string</span> <span class="identifier">name</span><span class="special">;</span>
587 <span class="keyword">double</span> <span class="identifier">iat_sample_mean</span><span class="special">;</span>
588 <span class="keyword">double</span> <span class="identifier">iat_sample_sd</span><span class="special">;</span>
589 <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">hyperexponential</span> <span class="identifier">iat_he</span><span class="special">;</span>
590 <span class="keyword">double</span> <span class="identifier">multi_lt_sample_mean</span><span class="special">;</span>
591 <span class="keyword">double</span> <span class="identifier">multi_lt_sample_sd</span><span class="special">;</span>
592 <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">hyperexponential</span> <span class="identifier">multi_lt_he</span><span class="special">;</span>
593 <span class="keyword">double</span> <span class="identifier">single_lt_sample_mean</span><span class="special">;</span>
594 <span class="keyword">double</span> <span class="identifier">single_lt_sample_sd</span><span class="special">;</span>
595 <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">hyperexponential</span> <span class="identifier">single_lt_he</span><span class="special">;</span>
596 <span class="special">};</span>
598 <span class="comment">// DS1 dataset</span>
599 <span class="identifier">ds_info</span> <span class="identifier">make_ds1</span><span class="special">()</span>
600 <span class="special">{</span>
601 <span class="identifier">ds_info</span> <span class="identifier">ds</span><span class="special">;</span>
603 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">name</span> <span class="special">=</span> <span class="string">"DS1"</span><span class="special">;</span>
605 <span class="comment">// VM interarrival time distribution</span>
606 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">iat_fit_probs</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.34561</span><span class="special">,</span><span class="number">0.08648</span><span class="special">,</span><span class="number">0.56791</span> <span class="special">};</span>
607 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">iat_fit_rates</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.0008</span><span class="special">,</span><span class="number">0.00005</span><span class="special">,</span><span class="number">0.02894</span> <span class="special">};</span>
608 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">iat_sample_mean</span> <span class="special">=</span> <span class="number">2202.1</span><span class="special">;</span>
609 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">iat_sample_sd</span> <span class="special">=</span> <span class="number">2.2e+4</span><span class="special">;</span>
610 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">iat_he</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">hyperexponential</span><span class="special">(</span><span class="identifier">iat_fit_probs</span><span class="special">,</span> <span class="identifier">iat_fit_rates</span><span class="special">);</span>
612 <span class="comment">// Multi-core VM lifetime distribution</span>
613 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">multi_lt_fit_probs</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.24667</span><span class="special">,</span><span class="number">0.37948</span><span class="special">,</span><span class="number">0.37385</span> <span class="special">};</span>
614 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">multi_lt_fit_rates</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.00004</span><span class="special">,</span><span class="number">0.000002</span><span class="special">,</span><span class="number">0.00059</span> <span class="special">};</span>
615 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">multi_lt_sample_mean</span> <span class="special">=</span> <span class="number">257173</span><span class="special">;</span>
616 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">multi_lt_sample_sd</span> <span class="special">=</span> <span class="number">4.6e+5</span><span class="special">;</span>
617 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">multi_lt_he</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">hyperexponential</span><span class="special">(</span><span class="identifier">multi_lt_fit_probs</span><span class="special">,</span> <span class="identifier">multi_lt_fit_rates</span><span class="special">);</span>
619 <span class="comment">// Single-core VM lifetime distribution</span>
620 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">single_lt_fit_probs</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.09325</span><span class="special">,</span><span class="number">0.22251</span><span class="special">,</span><span class="number">0.68424</span> <span class="special">};</span>
621 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">single_lt_fit_rates</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.000003</span><span class="special">,</span><span class="number">0.00109</span><span class="special">,</span><span class="number">0.00109</span> <span class="special">};</span>
622 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">single_lt_sample_mean</span> <span class="special">=</span> <span class="number">28754.4</span><span class="special">;</span>
623 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">single_lt_sample_sd</span> <span class="special">=</span> <span class="number">1.6e+5</span><span class="special">;</span>
624 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">single_lt_he</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">hyperexponential</span><span class="special">(</span><span class="identifier">single_lt_fit_probs</span><span class="special">,</span> <span class="identifier">single_lt_fit_rates</span><span class="special">);</span>
626 <span class="keyword">return</span> <span class="identifier">ds</span><span class="special">;</span>
627 <span class="special">}</span>
629 <span class="comment">// DS2 dataset</span>
630 <span class="identifier">ds_info</span> <span class="identifier">make_ds2</span><span class="special">()</span>
631 <span class="special">{</span>
632 <span class="identifier">ds_info</span> <span class="identifier">ds</span><span class="special">;</span>
634 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">name</span> <span class="special">=</span> <span class="string">"DS2"</span><span class="special">;</span>
636 <span class="comment">// VM interarrival time distribution</span>
637 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">iat_fit_probs</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.38881</span><span class="special">,</span><span class="number">0.18227</span><span class="special">,</span><span class="number">0.42892</span> <span class="special">};</span>
638 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">iat_fit_rates</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.000006</span><span class="special">,</span><span class="number">0.05228</span><span class="special">,</span><span class="number">0.00081</span> <span class="special">};</span>
639 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">iat_sample_mean</span> <span class="special">=</span> <span class="number">41285.7</span><span class="special">;</span>
640 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">iat_sample_sd</span> <span class="special">=</span> <span class="number">1.1e+05</span><span class="special">;</span>
641 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">iat_he</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">hyperexponential</span><span class="special">(</span><span class="identifier">iat_fit_probs</span><span class="special">,</span> <span class="identifier">iat_fit_rates</span><span class="special">);</span>
643 <span class="comment">// Multi-core VM lifetime distribution</span>
644 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">multi_lt_fit_probs</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.42093</span><span class="special">,</span><span class="number">0.43960</span><span class="special">,</span><span class="number">0.13947</span> <span class="special">};</span>
645 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">multi_lt_fit_rates</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.00186</span><span class="special">,</span><span class="number">0.00008</span><span class="special">,</span><span class="number">0.0000008</span> <span class="special">};</span>
646 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">multi_lt_sample_mean</span> <span class="special">=</span> <span class="number">144669.0</span><span class="special">;</span>
647 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">multi_lt_sample_sd</span> <span class="special">=</span> <span class="number">7.9e+05</span><span class="special">;</span>
648 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">multi_lt_he</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">hyperexponential</span><span class="special">(</span><span class="identifier">multi_lt_fit_probs</span><span class="special">,</span> <span class="identifier">multi_lt_fit_rates</span><span class="special">);</span>
650 <span class="comment">// Single-core VM lifetime distribution</span>
651 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">single_lt_fit_probs</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.44885</span><span class="special">,</span><span class="number">0.30675</span><span class="special">,</span><span class="number">0.2444</span> <span class="special">};</span>
652 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">single_lt_fit_rates</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.00143</span><span class="special">,</span><span class="number">0.00005</span><span class="special">,</span><span class="number">0.0000004</span> <span class="special">};</span>
653 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">single_lt_sample_mean</span> <span class="special">=</span> <span class="number">599815.0</span><span class="special">;</span>
654 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">single_lt_sample_sd</span> <span class="special">=</span> <span class="number">1.7e+06</span><span class="special">;</span>
655 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">single_lt_he</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">hyperexponential</span><span class="special">(</span><span class="identifier">single_lt_fit_probs</span><span class="special">,</span> <span class="identifier">single_lt_fit_rates</span><span class="special">);</span>
657 <span class="keyword">return</span> <span class="identifier">ds</span><span class="special">;</span>
658 <span class="special">}</span>
660 <span class="comment">// DS3 dataset</span>
661 <span class="identifier">ds_info</span> <span class="identifier">make_ds3</span><span class="special">()</span>
662 <span class="special">{</span>
663 <span class="identifier">ds_info</span> <span class="identifier">ds</span><span class="special">;</span>
665 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">name</span> <span class="special">=</span> <span class="string">"DS3"</span><span class="special">;</span>
667 <span class="comment">// VM interarrival time distribution</span>
668 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">iat_fit_probs</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.39442</span><span class="special">,</span><span class="number">0.24644</span><span class="special">,</span><span class="number">0.35914</span> <span class="special">};</span>
669 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">iat_fit_rates</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.00030</span><span class="special">,</span><span class="number">0.00003</span><span class="special">,</span><span class="number">0.00257</span> <span class="special">};</span>
670 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">iat_sample_mean</span> <span class="special">=</span> <span class="number">11238.8</span><span class="special">;</span>
671 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">iat_sample_sd</span> <span class="special">=</span> <span class="number">3.0e+04</span><span class="special">;</span>
672 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">iat_he</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">hyperexponential</span><span class="special">(</span><span class="identifier">iat_fit_probs</span><span class="special">,</span> <span class="identifier">iat_fit_rates</span><span class="special">);</span>
674 <span class="comment">// Multi-core VM lifetime distribution</span>
675 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">multi_lt_fit_probs</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.37621</span><span class="special">,</span><span class="number">0.14838</span><span class="special">,</span><span class="number">0.47541</span> <span class="special">};</span>
676 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">multi_lt_fit_rates</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.00498</span><span class="special">,</span><span class="number">0.000005</span><span class="special">,</span><span class="number">0.00022</span> <span class="special">};</span>
677 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">multi_lt_sample_mean</span> <span class="special">=</span> <span class="number">30739.2</span><span class="special">;</span>
678 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">multi_lt_sample_sd</span> <span class="special">=</span> <span class="number">1.6e+05</span><span class="special">;</span>
679 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">multi_lt_he</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">hyperexponential</span><span class="special">(</span><span class="identifier">multi_lt_fit_probs</span><span class="special">,</span> <span class="identifier">multi_lt_fit_rates</span><span class="special">);</span>
681 <span class="comment">// Single-core VM lifetime distribution</span>
682 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">single_lt_fit_probs</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.34131</span><span class="special">,</span><span class="number">0.12544</span><span class="special">,</span><span class="number">0.53325</span> <span class="special">};</span>
683 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">single_lt_fit_rates</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.000297</span><span class="special">,</span><span class="number">0.000003</span><span class="special">,</span><span class="number">0.00410</span> <span class="special">};</span>
684 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">single_lt_sample_mean</span> <span class="special">=</span> <span class="number">44447.8</span><span class="special">;</span>
685 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">single_lt_sample_sd</span> <span class="special">=</span> <span class="number">2.2e+05</span><span class="special">;</span>
686 <span class="identifier">ds</span><span class="special">.</span><span class="identifier">single_lt_he</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">hyperexponential</span><span class="special">(</span><span class="identifier">single_lt_fit_probs</span><span class="special">,</span> <span class="identifier">single_lt_fit_rates</span><span class="special">);</span>
688 <span class="keyword">return</span> <span class="identifier">ds</span><span class="special">;</span>
689 <span class="special">}</span>
691 <span class="keyword">void</span> <span class="identifier">print_fitted</span><span class="special">(</span><span class="identifier">ds_info</span> <span class="keyword">const</span><span class="special">&</span> <span class="identifier">ds</span><span class="special">)</span>
692 <span class="special">{</span>
693 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">secs_in_a_hour</span> <span class="special">=</span> <span class="number">3600</span><span class="special">;</span>
694 <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">secs_in_a_month</span> <span class="special">=</span> <span class="number">30</span> <span class="special">*</span> <span class="number">24</span> <span class="special">*</span> <span class="identifier">secs_in_a_hour</span><span class="special">;</span>
696 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"### "</span> <span class="special"><<</span> <span class="identifier">ds</span><span class="special">.</span><span class="identifier">name</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
697 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"* Fitted Request Interarrival Time"</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
698 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">" - Mean (SD): "</span> <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">mean</span><span class="special">(</span><span class="identifier">ds</span><span class="special">.</span><span class="identifier">iat_he</span><span class="special">)</span> <span class="special"><<</span> <span class="string">" ("</span> <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">standard_deviation</span><span class="special">(</span><span class="identifier">ds</span><span class="special">.</span><span class="identifier">iat_he</span><span class="special">)</span> <span class="special"><<</span> <span class="string">") seconds."</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
699 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">" - 99th Percentile: "</span> <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">quantile</span><span class="special">(</span><span class="identifier">ds</span><span class="special">.</span><span class="identifier">iat_he</span><span class="special">,</span> <span class="number">0.99</span><span class="special">)</span> <span class="special"><<</span> <span class="string">" seconds."</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
700 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">" - Probability that a VM will arrive within 30 minutes: "</span> <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">cdf</span><span class="special">(</span><span class="identifier">ds</span><span class="special">.</span><span class="identifier">iat_he</span><span class="special">,</span> <span class="identifier">secs_in_a_hour</span> <span class="special">/</span> <span class="number">2.0</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
701 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">" - Probability that a VM will arrive after 1 hour: "</span> <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">cdf</span><span class="special">(</span><span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">complement</span><span class="special">(</span><span class="identifier">ds</span><span class="special">.</span><span class="identifier">iat_he</span><span class="special">,</span> <span class="identifier">secs_in_a_hour</span><span class="special">))</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
702 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"* Fitted Multi-core VM Lifetime"</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
703 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">" - Mean (SD): "</span> <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">mean</span><span class="special">(</span><span class="identifier">ds</span><span class="special">.</span><span class="identifier">multi_lt_he</span><span class="special">)</span> <span class="special"><<</span> <span class="string">" ("</span> <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">standard_deviation</span><span class="special">(</span><span class="identifier">ds</span><span class="special">.</span><span class="identifier">multi_lt_he</span><span class="special">)</span> <span class="special"><<</span> <span class="string">") seconds."</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
704 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">" - 99th Percentile: "</span> <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">quantile</span><span class="special">(</span><span class="identifier">ds</span><span class="special">.</span><span class="identifier">multi_lt_he</span><span class="special">,</span> <span class="number">0.99</span><span class="special">)</span> <span class="special"><<</span> <span class="string">" seconds."</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
705 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">" - Probability that a VM will last for less than 1 month: "</span> <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">cdf</span><span class="special">(</span><span class="identifier">ds</span><span class="special">.</span><span class="identifier">multi_lt_he</span><span class="special">,</span> <span class="identifier">secs_in_a_month</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
706 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">" - Probability that a VM will last for more than 3 months: "</span> <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">cdf</span><span class="special">(</span><span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">complement</span><span class="special">(</span><span class="identifier">ds</span><span class="special">.</span><span class="identifier">multi_lt_he</span><span class="special">,</span> <span class="number">3.0</span><span class="special">*</span><span class="identifier">secs_in_a_month</span><span class="special">))</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
707 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"* Fitted Single-core VM Lifetime"</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
708 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">" - Mean (SD): "</span> <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">mean</span><span class="special">(</span><span class="identifier">ds</span><span class="special">.</span><span class="identifier">single_lt_he</span><span class="special">)</span> <span class="special"><<</span> <span class="string">" ("</span> <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">standard_deviation</span><span class="special">(</span><span class="identifier">ds</span><span class="special">.</span><span class="identifier">single_lt_he</span><span class="special">)</span> <span class="special"><<</span> <span class="string">") seconds."</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
709 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">" - 99th Percentile: "</span> <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">quantile</span><span class="special">(</span><span class="identifier">ds</span><span class="special">.</span><span class="identifier">single_lt_he</span><span class="special">,</span> <span class="number">0.99</span><span class="special">)</span> <span class="special"><<</span> <span class="string">" seconds."</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
710 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">" - Probability that a VM will last for less than 1 month: "</span> <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">cdf</span><span class="special">(</span><span class="identifier">ds</span><span class="special">.</span><span class="identifier">single_lt_he</span><span class="special">,</span> <span class="identifier">secs_in_a_month</span><span class="special">)</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
711 <span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">" - Probability that a VM will last for more than 3 months: "</span> <span class="special"><<</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">cdf</span><span class="special">(</span><span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">complement</span><span class="special">(</span><span class="identifier">ds</span><span class="special">.</span><span class="identifier">single_lt_he</span><span class="special">,</span> <span class="number">3.0</span><span class="special">*</span><span class="identifier">secs_in_a_month</span><span class="special">))</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
712 <span class="special">}</span>
714 <span class="keyword">int</span> <span class="identifier">main</span><span class="special">()</span>
715 <span class="special">{</span>
716 <span class="identifier">print_fitted</span><span class="special">(</span><span class="identifier">make_ds1</span><span class="special">());</span>
718 <span class="identifier">print_fitted</span><span class="special">(</span><span class="identifier">make_ds2</span><span class="special">());</span>
720 <span class="identifier">print_fitted</span><span class="special">(</span><span class="identifier">make_ds3</span><span class="special">());</span>
721 <span class="special">}</span>
724 The resulting output (with floating-point precision set to 2) is:
726 <pre class="programlisting"><span class="special">###</span> <span class="identifier">DS1</span>
727 <span class="special">*</span> <span class="identifier">Fitted</span> <span class="identifier">Request</span> <span class="identifier">Interarrival</span> <span class="identifier">Time</span>
728 <span class="special">-</span> <span class="identifier">Mean</span> <span class="special">(</span><span class="identifier">SD</span><span class="special">):</span> <span class="number">2.2e+03</span> <span class="special">(</span><span class="number">8.1e+03</span><span class="special">)</span> <span class="identifier">seconds</span><span class="special">.</span>
729 <span class="special">-</span> <span class="number">99</span><span class="identifier">th</span> <span class="identifier">Percentile</span><span class="special">:</span> <span class="number">4.3e+04</span> <span class="identifier">seconds</span><span class="special">.</span>
730 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">arrive</span> <span class="identifier">within</span> <span class="number">30</span> <span class="identifier">minutes</span><span class="special">:</span> <span class="number">0.84</span>
731 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">arrive</span> <span class="identifier">after</span> <span class="number">1</span> <span class="identifier">hour</span><span class="special">:</span> <span class="number">0.092</span>
732 <span class="special">*</span> <span class="identifier">Fitted</span> <span class="identifier">Multi</span><span class="special">-</span><span class="identifier">core</span> <span class="identifier">VM</span> <span class="identifier">Lifetime</span>
733 <span class="special">-</span> <span class="identifier">Mean</span> <span class="special">(</span><span class="identifier">SD</span><span class="special">):</span> <span class="number">2e+05</span> <span class="special">(</span><span class="number">3.9e+05</span><span class="special">)</span> <span class="identifier">seconds</span><span class="special">.</span>
734 <span class="special">-</span> <span class="number">99</span><span class="identifier">th</span> <span class="identifier">Percentile</span><span class="special">:</span> <span class="number">1.8e+06</span> <span class="identifier">seconds</span><span class="special">.</span>
735 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">last</span> <span class="keyword">for</span> <span class="identifier">less</span> <span class="identifier">than</span> <span class="number">1</span> <span class="identifier">month</span><span class="special">:</span> <span class="number">1</span>
736 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">last</span> <span class="keyword">for</span> <span class="identifier">more</span> <span class="identifier">than</span> <span class="number">3</span> <span class="identifier">months</span><span class="special">:</span> <span class="number">6.7e-08</span>
737 <span class="special">*</span> <span class="identifier">Fitted</span> <span class="identifier">Single</span><span class="special">-</span><span class="identifier">core</span> <span class="identifier">VM</span> <span class="identifier">Lifetime</span>
738 <span class="special">-</span> <span class="identifier">Mean</span> <span class="special">(</span><span class="identifier">SD</span><span class="special">):</span> <span class="number">3.2e+04</span> <span class="special">(</span><span class="number">1.4e+05</span><span class="special">)</span> <span class="identifier">seconds</span><span class="special">.</span>
739 <span class="special">-</span> <span class="number">99</span><span class="identifier">th</span> <span class="identifier">Percentile</span><span class="special">:</span> <span class="number">7.4e+05</span> <span class="identifier">seconds</span><span class="special">.</span>
740 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">last</span> <span class="keyword">for</span> <span class="identifier">less</span> <span class="identifier">than</span> <span class="number">1</span> <span class="identifier">month</span><span class="special">:</span> <span class="number">1</span>
741 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">last</span> <span class="keyword">for</span> <span class="identifier">more</span> <span class="identifier">than</span> <span class="number">3</span> <span class="identifier">months</span><span class="special">:</span> <span class="number">6.9e-12</span>
742 <span class="special">###</span> <span class="identifier">DS2</span>
743 <span class="special">*</span> <span class="identifier">Fitted</span> <span class="identifier">Request</span> <span class="identifier">Interarrival</span> <span class="identifier">Time</span>
744 <span class="special">-</span> <span class="identifier">Mean</span> <span class="special">(</span><span class="identifier">SD</span><span class="special">):</span> <span class="number">6.5e+04</span> <span class="special">(</span><span class="number">1.3e+05</span><span class="special">)</span> <span class="identifier">seconds</span><span class="special">.</span>
745 <span class="special">-</span> <span class="number">99</span><span class="identifier">th</span> <span class="identifier">Percentile</span><span class="special">:</span> <span class="number">6.1e+05</span> <span class="identifier">seconds</span><span class="special">.</span>
746 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">arrive</span> <span class="identifier">within</span> <span class="number">30</span> <span class="identifier">minutes</span><span class="special">:</span> <span class="number">0.52</span>
747 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">arrive</span> <span class="identifier">after</span> <span class="number">1</span> <span class="identifier">hour</span><span class="special">:</span> <span class="number">0.4</span>
748 <span class="special">*</span> <span class="identifier">Fitted</span> <span class="identifier">Multi</span><span class="special">-</span><span class="identifier">core</span> <span class="identifier">VM</span> <span class="identifier">Lifetime</span>
749 <span class="special">-</span> <span class="identifier">Mean</span> <span class="special">(</span><span class="identifier">SD</span><span class="special">):</span> <span class="number">1.8e+05</span> <span class="special">(</span><span class="number">6.4e+05</span><span class="special">)</span> <span class="identifier">seconds</span><span class="special">.</span>
750 <span class="special">-</span> <span class="number">99</span><span class="identifier">th</span> <span class="identifier">Percentile</span><span class="special">:</span> <span class="number">3.3e+06</span> <span class="identifier">seconds</span><span class="special">.</span>
751 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">last</span> <span class="keyword">for</span> <span class="identifier">less</span> <span class="identifier">than</span> <span class="number">1</span> <span class="identifier">month</span><span class="special">:</span> <span class="number">0.98</span>
752 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">last</span> <span class="keyword">for</span> <span class="identifier">more</span> <span class="identifier">than</span> <span class="number">3</span> <span class="identifier">months</span><span class="special">:</span> <span class="number">0.00028</span>
753 <span class="special">*</span> <span class="identifier">Fitted</span> <span class="identifier">Single</span><span class="special">-</span><span class="identifier">core</span> <span class="identifier">VM</span> <span class="identifier">Lifetime</span>
754 <span class="special">-</span> <span class="identifier">Mean</span> <span class="special">(</span><span class="identifier">SD</span><span class="special">):</span> <span class="number">6.2e+05</span> <span class="special">(</span><span class="number">1.6e+06</span><span class="special">)</span> <span class="identifier">seconds</span><span class="special">.</span>
755 <span class="special">-</span> <span class="number">99</span><span class="identifier">th</span> <span class="identifier">Percentile</span><span class="special">:</span> <span class="number">8e+06</span> <span class="identifier">seconds</span><span class="special">.</span>
756 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">last</span> <span class="keyword">for</span> <span class="identifier">less</span> <span class="identifier">than</span> <span class="number">1</span> <span class="identifier">month</span><span class="special">:</span> <span class="number">0.91</span>
757 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">last</span> <span class="keyword">for</span> <span class="identifier">more</span> <span class="identifier">than</span> <span class="number">3</span> <span class="identifier">months</span><span class="special">:</span> <span class="number">0.011</span>
758 <span class="special">###</span> <span class="identifier">DS3</span>
759 <span class="special">*</span> <span class="identifier">Fitted</span> <span class="identifier">Request</span> <span class="identifier">Interarrival</span> <span class="identifier">Time</span>
760 <span class="special">-</span> <span class="identifier">Mean</span> <span class="special">(</span><span class="identifier">SD</span><span class="special">):</span> <span class="number">9.7e+03</span> <span class="special">(</span><span class="number">2.2e+04</span><span class="special">)</span> <span class="identifier">seconds</span><span class="special">.</span>
761 <span class="special">-</span> <span class="number">99</span><span class="identifier">th</span> <span class="identifier">Percentile</span><span class="special">:</span> <span class="number">1.1e+05</span> <span class="identifier">seconds</span><span class="special">.</span>
762 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">arrive</span> <span class="identifier">within</span> <span class="number">30</span> <span class="identifier">minutes</span><span class="special">:</span> <span class="number">0.53</span>
763 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">arrive</span> <span class="identifier">after</span> <span class="number">1</span> <span class="identifier">hour</span><span class="special">:</span> <span class="number">0.36</span>
764 <span class="special">*</span> <span class="identifier">Fitted</span> <span class="identifier">Multi</span><span class="special">-</span><span class="identifier">core</span> <span class="identifier">VM</span> <span class="identifier">Lifetime</span>
765 <span class="special">-</span> <span class="identifier">Mean</span> <span class="special">(</span><span class="identifier">SD</span><span class="special">):</span> <span class="number">3.2e+04</span> <span class="special">(</span><span class="number">1e+05</span><span class="special">)</span> <span class="identifier">seconds</span><span class="special">.</span>
766 <span class="special">-</span> <span class="number">99</span><span class="identifier">th</span> <span class="identifier">Percentile</span><span class="special">:</span> <span class="number">5.4e+05</span> <span class="identifier">seconds</span><span class="special">.</span>
767 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">last</span> <span class="keyword">for</span> <span class="identifier">less</span> <span class="identifier">than</span> <span class="number">1</span> <span class="identifier">month</span><span class="special">:</span> <span class="number">1</span>
768 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">last</span> <span class="keyword">for</span> <span class="identifier">more</span> <span class="identifier">than</span> <span class="number">3</span> <span class="identifier">months</span><span class="special">:</span> <span class="number">1.9e-18</span>
769 <span class="special">*</span> <span class="identifier">Fitted</span> <span class="identifier">Single</span><span class="special">-</span><span class="identifier">core</span> <span class="identifier">VM</span> <span class="identifier">Lifetime</span>
770 <span class="special">-</span> <span class="identifier">Mean</span> <span class="special">(</span><span class="identifier">SD</span><span class="special">):</span> <span class="number">4.3e+04</span> <span class="special">(</span><span class="number">1.6e+05</span><span class="special">)</span> <span class="identifier">seconds</span><span class="special">.</span>
771 <span class="special">-</span> <span class="number">99</span><span class="identifier">th</span> <span class="identifier">Percentile</span><span class="special">:</span> <span class="number">8.4e+05</span> <span class="identifier">seconds</span><span class="special">.</span>
772 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">last</span> <span class="keyword">for</span> <span class="identifier">less</span> <span class="identifier">than</span> <span class="number">1</span> <span class="identifier">month</span><span class="special">:</span> <span class="number">1</span>
773 <span class="special">-</span> <span class="identifier">Probability</span> <span class="identifier">that</span> <span class="identifier">a</span> <span class="identifier">VM</span> <span class="identifier">will</span> <span class="identifier">last</span> <span class="keyword">for</span> <span class="identifier">more</span> <span class="identifier">than</span> <span class="number">3</span> <span class="identifier">months</span><span class="special">:</span> <span class="number">9.3e-12</span>
775 <div class="note"><table border="0" summary="Note">
777 <td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../../../doc/src/images/note.png"></td>
778 <th align="left">Note</th>
780 <tr><td align="left" valign="top"><p>
781 The above results differ from the ones shown in Tables III, V, and VII
782 of (Wolski et al.,2013). We carefully double-checked them with Wolfram
783 Mathematica 10, which confirmed our results.
787 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h5"></a>
788 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.member_functions"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.member_functions">Member
792 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h6"></a>
793 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.default_constructor"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.default_constructor">Default
796 <pre class="programlisting"><span class="identifier">hyperexponential_distribution</span><span class="special">();</span>
799 Constructs a <span class="emphasis"><em>1</em></span>-phase hyperexponential distribution
800 (i.e., an exponential distribution) with rate <code class="computeroutput"><span class="number">1</span></code>.
803 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h7"></a>
804 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.constructor_from_iterators"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.constructor_from_iterators">Constructor
807 <pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">typename</span> <span class="identifier">ProbIterT</span><span class="special">,</span> <span class="keyword">typename</span> <span class="identifier">RateIterT</span><span class="special">></span>
808 <span class="identifier">hyperexponential_distribution</span><span class="special">(</span><span class="identifier">ProbIterT</span> <span class="identifier">prob_first</span><span class="special">,</span> <span class="identifier">ProbIterT</span> <span class="identifier">prob_last</span><span class="special">,</span>
809 <span class="identifier">RateIterT</span> <span class="identifier">rate_first</span><span class="special">,</span> <span class="identifier">RateIterT</span> <span class="identifier">rate_last</span><span class="special">);</span>
812 Constructs a hyperexponential distribution with <span class="emphasis"><em>phase probability
813 vector</em></span> parameter given by the range defined by [<code class="computeroutput"><span class="identifier">prob_first</span></code>, <code class="computeroutput"><span class="identifier">prob_last</span></code>)
814 iterator pair, and <span class="emphasis"><em>rate vector</em></span> parameter given by
815 the range defined by the [<code class="computeroutput"><span class="identifier">rate_first</span></code>,
816 <code class="computeroutput"><span class="identifier">rate_last</span></code>) iterator pair.
819 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h8"></a>
820 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.parameters"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.parameters">Parameters</a>
822 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
823 <li class="listitem">
824 <code class="computeroutput"><span class="identifier">prob_first</span></code>, <code class="computeroutput"><span class="identifier">prob_last</span></code>: the range of non-negative
825 real elements representing the phase probabilities; elements are normalized
828 <li class="listitem">
829 <code class="computeroutput"><span class="identifier">rate_first</span></code>, <code class="computeroutput"><span class="identifier">rate_last</span></code>: the range of positive
830 elements representing the rates.
834 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h9"></a>
835 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.type_requirements"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.type_requirements">Type
838 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; "><li class="listitem">
839 <code class="computeroutput"><span class="identifier">ProbIterT</span></code>, <code class="computeroutput"><span class="identifier">RateIterT</span></code>: must meet the requirements
840 of the <a href="http://en.cppreference.com/w/cpp/concept/InputIterator" target="_top">InputIterator</a>
844 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h10"></a>
845 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.example"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.example">Example</a>
847 <pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">array</span><span class="special"><</span><span class="keyword">double</span><span class="special">,</span> <span class="number">2</span><span class="special">></span> <span class="identifier">phase_prob</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.5</span><span class="special">,</span> <span class="number">0.5</span> <span class="special">};</span>
848 <span class="identifier">std</span><span class="special">::</span><span class="identifier">array</span><span class="special"><</span><span class="keyword">double</span><span class="special">,</span> <span class="number">2</span><span class="special">></span> <span class="identifier">rates</span> <span class="special">=</span> <span class="special">{</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">10</span><span class="special">,</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">12</span> <span class="special">};</span>
850 <span class="identifier">hyperexponential</span> <span class="identifier">he</span><span class="special">(</span><span class="identifier">phase_prob</span><span class="special">.</span><span class="identifier">begin</span><span class="special">(),</span> <span class="identifier">phase_prob</span><span class="special">.</span><span class="identifier">end</span><span class="special">(),</span> <span class="identifier">rates</span><span class="special">.</span><span class="identifier">begin</span><span class="special">(),</span> <span class="identifier">rates</span><span class="special">.</span><span class="identifier">end</span><span class="special">());</span>
853 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h11"></a>
854 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.construction_from_ranges_contain"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.construction_from_ranges_contain">Construction
855 from Ranges/Containers</a>
857 <pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">typename</span> <span class="identifier">ProbRangeT</span><span class="special">,</span> <span class="keyword">typename</span> <span class="identifier">RateRangeT</span><span class="special">></span>
858 <span class="identifier">hyperexponential_distribution</span><span class="special">(</span><span class="identifier">ProbRangeT</span> <span class="keyword">const</span><span class="special">&</span> <span class="identifier">prob_range</span><span class="special">,</span>
859 <span class="identifier">RateRangeT</span> <span class="keyword">const</span><span class="special">&</span> <span class="identifier">rate_range</span><span class="special">);</span>
862 Constructs a hyperexponential distribution with <span class="emphasis"><em>phase probability
863 vector</em></span> parameter given by the range defined by <code class="computeroutput"><span class="identifier">prob_range</span></code>, and <span class="emphasis"><em>rate vector</em></span>
864 parameter given by the range defined by <code class="computeroutput"><span class="identifier">rate_range</span></code>.
866 <div class="note"><table border="0" summary="Note">
868 <td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../../../doc/src/images/note.png"></td>
869 <th align="left">Note</th>
871 <tr><td align="left" valign="top"><p>
872 As an implementation detail, this constructor uses Boost's <a href="http://www.boost.org/doc/libs/release/libs/core/doc/html/core/enable_if.html" target="_top">enable_if/disable_if
873 mechanism</a> to disambiguate between this and other 2-argument constructors.
874 Refer to the source code for more details.
878 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h12"></a>
879 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.parameters0"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.parameters0">Parameters</a>
881 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
882 <li class="listitem">
883 <code class="computeroutput"><span class="identifier">prob_range</span></code>: the range
884 of non-negative real elements representing the phase probabilities;
885 elements are normalized to sum to unity.
887 <li class="listitem">
888 <code class="computeroutput"><span class="identifier">rate_range</span></code>: the range
889 of positive real elements representing the rates.
893 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h13"></a>
894 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.type_requirements0"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.type_requirements0">Type
897 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; "><li class="listitem">
898 <code class="computeroutput"><span class="identifier">ProbRangeT</span></code>, <code class="computeroutput"><span class="identifier">RateRangeT</span></code>: must meet the requirements
899 of the <a href="http://www.boost.org/doc/libs/release/libs/range/doc/html/range/concepts.html" target="_top">Range</a>
900 concept: that includes native C++ arrays, standard library containers,
901 or a std::pair or iterators.
904 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h14"></a>
905 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.examples0"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.examples0">Examples</a>
907 <pre class="programlisting"><span class="comment">// We could be using any standard library container here... vector, deque, array, list etc:</span>
908 <span class="identifier">std</span><span class="special">::</span><span class="identifier">array</span><span class="special"><</span><span class="keyword">double</span><span class="special">,</span> <span class="number">2</span><span class="special">></span> <span class="identifier">phase_prob</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.5</span><span class="special">,</span> <span class="number">0.5</span> <span class="special">};</span>
909 <span class="identifier">std</span><span class="special">::</span><span class="identifier">array</span><span class="special"><</span><span class="keyword">double</span><span class="special">,</span> <span class="number">2</span><span class="special">></span> <span class="identifier">rates</span> <span class="special">=</span> <span class="special">{</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">10</span><span class="special">,</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">12</span> <span class="special">};</span>
911 <span class="identifier">hyperexponential</span> <span class="identifier">he1</span><span class="special">(</span><span class="identifier">phase_prob</span><span class="special">,</span> <span class="identifier">rates</span><span class="special">);</span> <span class="comment">// Construct from standard library container.</span>
913 <span class="keyword">double</span> <span class="identifier">phase_probs2</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">0.5</span><span class="special">,</span> <span class="number">0.5</span> <span class="special">};</span>
914 <span class="keyword">double</span> <span class="identifier">rates2</span><span class="special">[]</span> <span class="special">=</span> <span class="special">{</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">10</span><span class="special">,</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">12</span> <span class="special">};</span>
916 <span class="identifier">hyperexponential</span> <span class="identifier">he2</span><span class="special">(</span><span class="identifier">phase_probs2</span><span class="special">,</span> <span class="identifier">rates2</span><span class="special">);</span> <span class="comment">// Construct from native C++ array.</span>
919 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h15"></a>
920 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.construction_with_rates_iterator"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.construction_with_rates_iterator">Construction
921 with rates-iterators (and all phase probabilities equal)</a>
923 <pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">typename</span> <span class="identifier">RateIterT</span><span class="special">,</span> <span class="keyword">typename</span> <span class="identifier">RateIterT2</span><span class="special">></span>
924 <span class="identifier">hyperexponential_distribution</span><span class="special">(</span><span class="identifier">RateIterT</span> <span class="keyword">const</span><span class="special">&</span> <span class="identifier">rate_first</span><span class="special">,</span>
925 <span class="identifier">RateIterT2</span> <span class="keyword">const</span><span class="special">&</span> <span class="identifier">rate_last</span><span class="special">);</span>
928 Constructs a hyperexponential distribution with <span class="emphasis"><em>rate vector</em></span>
929 parameter given by the range defined by the [<code class="computeroutput"><span class="identifier">rate_first</span></code>,
930 <code class="computeroutput"><span class="identifier">rate_last</span></code>) iterator pair,
931 and <span class="emphasis"><em>phase probability vector</em></span> set to the equal phase
932 probabilities (i.e., to a vector of the same length <code class="computeroutput"><span class="identifier">n</span></code>
933 of the <span class="emphasis"><em>rate vector</em></span> and with each element set to <code class="computeroutput"><span class="number">1.0</span><span class="special">/</span><span class="identifier">n</span></code>).
935 <div class="note"><table border="0" summary="Note">
937 <td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../../../doc/src/images/note.png"></td>
938 <th align="left">Note</th>
940 <tr><td align="left" valign="top"><p>
941 As an implementation detail, this constructor uses Boost's <a href="http://www.boost.org/doc/libs/release/libs/core/doc/html/core/enable_if.html" target="_top">enable_if/disable_if
942 mechanism</a> to disambiguate between this and other 2-argument constructors.
943 Refer to the source code for more details.
947 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h16"></a>
948 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.parameters1"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.parameters1">Parameters</a>
950 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; "><li class="listitem">
951 <code class="computeroutput"><span class="identifier">rate_first</span></code>, <code class="computeroutput"><span class="identifier">rate_last</span></code>: the range of positive
952 elements representing the rates.
955 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h17"></a>
956 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.type_requirements1"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.type_requirements1">Type
959 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; "><li class="listitem">
960 <code class="computeroutput"><span class="identifier">RateIterT</span></code>, <code class="computeroutput"><span class="identifier">RateIterT2</span></code>: must meet the requirements
961 of the <a href="http://en.cppreference.com/w/cpp/concept/InputIterator" target="_top">InputIterator</a>
965 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h18"></a>
966 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.example0"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.example0">Example</a>
968 <pre class="programlisting"><span class="comment">// We could be using any standard library container here... vector, deque, array, list etc:</span>
969 <span class="identifier">std</span><span class="special">::</span><span class="identifier">array</span><span class="special"><</span><span class="keyword">double</span><span class="special">,</span> <span class="number">2</span><span class="special">></span> <span class="identifier">rates</span> <span class="special">=</span> <span class="special">{</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">10</span><span class="special">,</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">12</span> <span class="special">};</span>
971 <span class="identifier">hyperexponential</span> <span class="identifier">he</span><span class="special">(</span><span class="identifier">rates</span><span class="special">.</span><span class="identifier">begin</span><span class="special">(),</span> <span class="identifier">rates</span><span class="special">.</span><span class="identifier">end</span><span class="special">());</span>
973 <span class="identifier">BOOST_ASSERT</span><span class="special">(</span><span class="identifier">he</span><span class="special">.</span><span class="identifier">probabilities</span><span class="special">()[</span><span class="number">0</span><span class="special">]</span> <span class="special">==</span> <span class="number">0.5</span><span class="special">);</span> <span class="comment">// Phase probabilities will be equal and normalised to unity.</span>
976 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h19"></a>
977 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.construction_from_a_single_range"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.construction_from_a_single_range">Construction
978 from a single range of rates (all phase probabilities will be equal)</a>
980 <pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">typename</span> <span class="identifier">RateRangeT</span><span class="special">></span>
981 <span class="identifier">hyperexponential_distribution</span><span class="special">(</span><span class="identifier">RateRangeT</span> <span class="keyword">const</span><span class="special">&</span> <span class="identifier">rate_range</span><span class="special">);</span>
984 Constructs a hyperexponential distribution with <span class="emphasis"><em>rate vector</em></span>
985 parameter given by the range defined by <code class="computeroutput"><span class="identifier">rate_range</span></code>,
986 and <span class="emphasis"><em>phase probability vector</em></span> set to the equal phase
987 probabilities (i.e., to a vector of the same length <code class="computeroutput"><span class="identifier">n</span></code>
988 of the <span class="emphasis"><em>rate vector</em></span> and with each element set to <code class="computeroutput"><span class="number">1.0</span><span class="special">/</span><span class="identifier">n</span></code>).
991 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h20"></a>
992 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.parameters2"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.parameters2">Parameters</a>
994 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; "><li class="listitem">
995 <code class="computeroutput"><span class="identifier">rate_range</span></code>: the range
996 of positive real elements representing the rates.
999 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h21"></a>
1000 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.type_requirements2"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.type_requirements2">Type
1003 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; "><li class="listitem">
1004 <code class="computeroutput"><span class="identifier">RateRangeT</span></code>: must meet
1005 the requirements of the <a href="http://www.boost.org/doc/libs/release/libs/range/doc/html/range/concepts.html" target="_top">Range</a>
1006 concept: this includes native C++ array, standard library containers,
1007 and a <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span></code> of iterators.
1010 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h22"></a>
1011 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.examples1"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.examples1">Examples</a>
1013 <pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">array</span><span class="special"><</span><span class="keyword">double</span><span class="special">,</span> <span class="number">2</span><span class="special">></span> <span class="identifier">rates</span> <span class="special">=</span> <span class="special">{</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">10</span><span class="special">,</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">12</span> <span class="special">};</span>
1015 <span class="identifier">hyperexponential</span> <span class="identifier">he</span><span class="special">(</span><span class="identifier">rates</span><span class="special">);</span>
1017 <span class="identifier">BOOST_ASSERT</span><span class="special">(</span><span class="identifier">he</span><span class="special">.</span><span class="identifier">probabilities</span><span class="special">()[</span><span class="number">0</span><span class="special">]</span> <span class="special">==</span> <span class="number">0.5</span><span class="special">);</span> <span class="comment">// Phase probabilities will be equal and normalised to unity.</span>
1020 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h23"></a>
1021 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.construction_from_initializer_li"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.construction_from_initializer_li">Construction
1022 from Initializer lists</a>
1024 <pre class="programlisting"><span class="identifier">hyperexponential_distribution</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">initializer_list</span><span class="special"><</span><span class="identifier">RealType</span><span class="special">></span> <span class="identifier">l1</span><span class="special">,</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">initializer_list</span><span class="special"><</span><span class="identifier">RealType</span><span class="special">></span> <span class="identifier">l2</span><span class="special">);</span>
1027 Constructs a hyperexponential distribution with <span class="emphasis"><em>phase probability
1028 vector</em></span> parameter given by the <a href="http://en.cppreference.com/w/cpp/language/list_initialization" target="_top">brace-init-list</a>
1029 defined by <code class="computeroutput"><span class="identifier">l1</span></code>, and <span class="emphasis"><em>rate
1030 vector</em></span> parameter given by the <a href="http://en.cppreference.com/w/cpp/language/list_initialization" target="_top">brace-init-list</a>
1031 defined by <code class="computeroutput"><span class="identifier">l2</span></code>.
1034 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h24"></a>
1035 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.parameters3"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.parameters3">Parameters</a>
1037 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
1038 <li class="listitem">
1039 <code class="computeroutput"><span class="identifier">l1</span></code>: the brace-init-list
1040 of non-negative real elements representing the phase probabilities;
1041 elements are normalized to sum to unity.
1043 <li class="listitem">
1044 <code class="computeroutput"><span class="identifier">l2</span></code>: the brace-init-list
1045 of positive real elements representing the rates.
1049 The number of elements of the phase probabilities list and the rates list
1053 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h25"></a>
1054 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.example1"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.example1">Example</a>
1056 <pre class="programlisting"><span class="identifier">hyperexponential</span> <span class="identifier">he</span> <span class="special">=</span> <span class="special">{</span> <span class="special">{</span> <span class="number">0.5</span><span class="special">,</span> <span class="number">0.5</span> <span class="special">},</span> <span class="special">{</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">10</span><span class="special">,</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">12</span> <span class="special">}</span> <span class="special">};</span>
1059 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h26"></a>
1060 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.construction_from_a_single_initi"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.construction_from_a_single_initi">Construction
1061 from a single initializer list (all phase probabilities will be equal)</a>
1063 <pre class="programlisting"><span class="identifier">hyperexponential_distribution</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">initializer_list</span><span class="special"><</span><span class="identifier">RealType</span><span class="special">></span> <span class="identifier">l1</span><span class="special">);</span>
1066 Constructs a hyperexponential distribution with <span class="emphasis"><em>rate vector</em></span>
1067 parameter given by the <a href="http://en.cppreference.com/w/cpp/language/list_initialization" target="_top">brace-init-list</a>
1068 defined by <code class="computeroutput"><span class="identifier">l1</span></code>, and <span class="emphasis"><em>phase
1069 probability vector</em></span> set to the equal phase probabilities (i.e.,
1070 to a vector of the same length <code class="computeroutput"><span class="identifier">n</span></code>
1071 of the <span class="emphasis"><em>rate vector</em></span> and with each element set to <code class="computeroutput"><span class="number">1.0</span><span class="special">/</span><span class="identifier">n</span></code>).
1074 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h27"></a>
1075 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.parameters4"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.parameters4">Parameters</a>
1077 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; "><li class="listitem">
1078 <code class="computeroutput"><span class="identifier">l1</span></code>: the brace-init-list
1079 of non-negative real elements representing the phase probabilities;
1080 they are normalized to ensure that they sum to unity.
1083 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h28"></a>
1084 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.example2"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.example2">Example</a>
1086 <pre class="programlisting"><span class="identifier">hyperexponential</span> <span class="identifier">he</span> <span class="special">=</span> <span class="special">{</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">10</span><span class="special">,</span> <span class="number">1.0</span> <span class="special">/</span> <span class="number">12</span> <span class="special">};</span>
1088 <span class="identifier">BOOST_ASSERT</span><span class="special">(</span><span class="identifier">he</span><span class="special">.</span><span class="identifier">probabilities</span><span class="special">()[</span><span class="number">0</span><span class="special">]</span> <span class="special">==</span> <span class="number">0.5</span><span class="special">);</span>
1091 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h29"></a>
1092 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.accessors"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.accessors">Accessors</a>
1094 <pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">size_t</span> <span class="identifier">num_phases</span><span class="special">()</span> <span class="keyword">const</span><span class="special">;</span>
1097 Gets the number of phases of this distribution (the size of both the rate
1098 and probability vectors).
1101 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h30"></a>
1102 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.return_value"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.return_value">Return
1106 An non-negative integer number representing the number of phases of this
1109 <pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span><span class="identifier">RealType</span><span class="special">></span> <span class="identifier">probabilities</span><span class="special">()</span> <span class="keyword">const</span><span class="special">;</span>
1112 Gets the <span class="emphasis"><em>phase probability vector</em></span> parameter of this
1115 <div class="note"><table border="0" summary="Note">
1117 <td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../../../doc/src/images/note.png"></td>
1118 <th align="left">Note</th>
1120 <tr><td align="left" valign="top"><p>
1121 The returned probabilities are the <span class="bold"><strong>normalized</strong></span>
1122 versions of the probability parameter values passed at construction time.
1126 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h31"></a>
1127 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.return_value0"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.return_value0">Return
1131 A vector of non-negative real numbers representing the <span class="emphasis"><em>phase
1132 probability vector</em></span> parameter of this distribution.
1134 <pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span><span class="identifier">RealType</span><span class="special">></span> <span class="identifier">rates</span><span class="special">()</span> <span class="keyword">const</span><span class="special">;</span>
1137 Gets the <span class="emphasis"><em>rate vector</em></span> parameter of this distribution.
1140 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h32"></a>
1141 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.return_value1"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.return_value1">Return
1145 A vector of positive real numbers representing the <span class="emphasis"><em>rate vector</em></span>
1146 parameter of this distribution.
1148 <div class="warning"><table border="0" summary="Warning">
1150 <td rowspan="2" align="center" valign="top" width="25"><img alt="[Warning]" src="../../../../../../../doc/src/images/warning.png"></td>
1151 <th align="left">Warning</th>
1153 <tr><td align="left" valign="top">
1155 The return type of these functions is a vector-by-value. This is deliberate
1156 as we wish to hide the actual container used internally which may be
1157 subject to future changes (for example to facilitate vectorization of
1158 the cdf code etc). Users should note that some code that might otherwise
1159 have been expected to work does not. For example, an attempt to output
1160 the (normalized) probabilities:
1162 <pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">copy</span><span class="special">(</span><span class="identifier">he</span><span class="special">.</span><span class="identifier">probabilities</span><span class="special">().</span><span class="identifier">begin</span><span class="special">(),</span> <span class="identifier">he</span><span class="special">.</span><span class="identifier">probabilities</span><span class="special">().</span><span class="identifier">end</span><span class="special">(),</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">ostream_iterator</span><span class="special"><</span><span class="keyword">double</span><span class="special">>(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">,</span> <span class="string">" "</span><span class="special">));</span>
1165 fails at compile or runtime because iterator types are incompatible,
1168 <pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">he</span><span class="special">.</span><span class="identifier">probabilities</span><span class="special">()[</span><span class="number">0</span><span class="special">]</span> <span class="special"><<</span> <span class="char">' '</span> <span class="special"><<</span> <span class="identifier">he</span><span class="special">.</span><span class="identifier">probabilities</span><span class="special">()[</span><span class="number">1</span><span class="special">]</span> <span class="special"><<</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
1171 outputs the expected values.
1174 In general if you want to access a member of the returned container,
1175 then assign to a variable first, and then access those members:
1177 <pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">t</span> <span class="special">=</span> <span class="identifier">he</span><span class="special">.</span><span class="identifier">probabilities</span><span class="special">();</span>
1178 <span class="identifier">std</span><span class="special">::</span><span class="identifier">copy</span><span class="special">(</span><span class="identifier">t</span><span class="special">.</span><span class="identifier">begin</span><span class="special">(),</span> <span class="identifier">t</span><span class="special">.</span><span class="identifier">end</span><span class="special">(),</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">ostream_iterator</span><span class="special"><</span><span class="keyword">double</span><span class="special">>(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span><span class="special">,</span> <span class="string">" "</span><span class="special">));</span>
1183 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h33"></a>
1184 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.non_member_accessor_functions"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.non_member_accessor_functions">Non-member
1185 Accessor Functions</a>
1188 All the <a class="link" href="../nmp.html" title="Non-Member Properties">usual non-member accessor
1189 functions</a> that are generic to all distributions are supported:
1190 <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.cdf">Cumulative Distribution Function</a>,
1191 <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.pdf">Probability Density Function</a>,
1192 <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.quantile">Quantile</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.hazard">Hazard Function</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.chf">Cumulative Hazard Function</a>,
1193 <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.mean">mean</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.median">median</a>,
1194 <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.mode">mode</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.variance">variance</a>,
1195 <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.sd">standard deviation</a>,
1196 <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.skewness">skewness</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.kurtosis">kurtosis</a>, <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.kurtosis_excess">kurtosis_excess</a>,
1197 <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.range">range</a> and <a class="link" href="../nmp.html#math_toolkit.dist_ref.nmp.support">support</a>.
1200 The formulae for calculating these are shown in the table below.
1203 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h34"></a>
1204 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.accuracy"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.accuracy">Accuracy</a>
1207 The hyperexponential distribution is implemented in terms of the <a class="link" href="exp_dist.html" title="Exponential Distribution">Exponential Distribution</a>
1208 and as such should have very small errors, usually an <a href="http://en.wikipedia.org/wiki/Machine_epsilon" target="_top">epsilon</a>
1212 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h35"></a>
1213 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.implementation"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.implementation">Implementation</a>
1216 In the following table:
1218 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
1219 <li class="listitem">
1220 <span class="emphasis"><em><span class="bold"><strong>α</strong></span>=(α<sub>1</sub>,...,α<sub>k</sub>)</em></span> is
1221 the <span class="emphasis"><em>phase probability vector</em></span> parameter of the
1222 <span class="emphasis"><em>k</em></span>-phase hyperexponential distribution,
1224 <li class="listitem">
1225 <span class="emphasis"><em><span class="bold"><strong>λ</strong></span>=(λ<sub>1</sub>,...,λ<sub>k</sub>)</em></span> is
1226 the <span class="emphasis"><em>rate vector</em></span> parameter of the <span class="emphasis"><em>k</em></span>-phase
1227 hyperexponential distribution,
1229 <li class="listitem">
1230 <span class="emphasis"><em>x</em></span> is the random variate.
1233 <div class="informaltable"><table class="table">
1246 Implementation Notes
1259 <span class="emphasis"><em>x</em></span> ∈ [0,∞)
1270 <div class="blockquote"><blockquote class="blockquote"><p>
1271 <span class="inlinemediaobject"><img src="../../../../equations/hyperexponential_pdf.svg"></span>
1273 </p></blockquote></div>
1283 <div class="blockquote"><blockquote class="blockquote"><p>
1284 <span class="inlinemediaobject"><img src="../../../../equations/hyperexponential_cdf.svg"></span>
1286 </p></blockquote></div>
1296 <div class="blockquote"><blockquote class="blockquote"><p>
1297 <span class="inlinemediaobject"><img src="../../../../equations/hyperexponential_ccdf.svg"></span>
1299 </p></blockquote></div>
1310 No closed form available. Computed numerically.
1317 quantile from the complement
1322 No closed form available. Computed numerically.
1333 <div class="blockquote"><blockquote class="blockquote"><p>
1334 <span class="inlinemediaobject"><img src="../../../../equations/hyperexponential_mean.svg"></span>
1336 </p></blockquote></div>
1346 <div class="blockquote"><blockquote class="blockquote"><p>
1347 <span class="inlinemediaobject"><img src="../../../../equations/hyperexponential_variance.svg"></span>
1349 </p></blockquote></div>
1360 <code class="computeroutput"><span class="number">0</span></code>
1371 <div class="blockquote"><blockquote class="blockquote"><p>
1372 <span class="inlinemediaobject"><img src="../../../../equations/hyperexponential_skewness.svg"></span>
1374 </p></blockquote></div>
1384 <div class="blockquote"><blockquote class="blockquote"><p>
1385 <span class="inlinemediaobject"><img src="../../../../equations/hyperexponential_kurtosis.svg"></span>
1387 </p></blockquote></div>
1398 kurtosis <code class="computeroutput"><span class="special">-</span> <span class="number">3</span></code>
1405 <a name="math_toolkit.dist_ref.dists.hyperexponential_dist.h36"></a>
1406 <span class="phrase"><a name="math_toolkit.dist_ref.dists.hyperexponential_dist.references"></a></span><a class="link" href="hyperexponential_dist.html#math_toolkit.dist_ref.dists.hyperexponential_dist.references">References</a>
1408 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
1409 <li class="listitem">
1410 A.O. Allen, <span class="emphasis"><em>Probability, Statistics, and Queuing Theory with
1411 Computer Science Applications, Second Edition</em></span>, Academic
1414 <li class="listitem">
1415 D.G. Feitelson, <span class="emphasis"><em>Workload Modeling for Computer Systems Performance
1416 Evaluation</em></span>, Cambridge University Press, 2014
1418 <li class="listitem">
1419 A. Feldmann and W. Whitt, <span class="emphasis"><em>Fitting mixtures of exponentials
1420 to long-tail distributions to analyze network performance models</em></span>,
1421 Performance Evaluation 31(3-4):245, doi:10.1016/S0166-5316(97)00003-5,
1424 <li class="listitem">
1425 H.T. Papadopolous, C. Heavey and J. Browne, <span class="emphasis"><em>Queueing Theory
1426 in Manufacturing Systems Analysis and Design</em></span>, Chapman &
1427 Hall/CRC, 1993, p. 35.
1429 <li class="listitem">
1430 R.F. Rosin, <span class="emphasis"><em>Determining a computing center environment</em></span>,
1431 Communications of the ACM 8(7):463-468, 1965.
1433 <li class="listitem">
1434 K.S. Trivedi, <span class="emphasis"><em>Probability and Statistics with Reliability,
1435 Queueing, and Computer Science Applications</em></span>, John Wiley
1436 & Sons, Inc., 2002.
1438 <li class="listitem">
1439 Wikipedia, <span class="emphasis"><em>Hyperexponential Distribution</em></span>, Online:
1440 <a href="http://en.wikipedia.org/wiki/Hyperexponential_distribution" target="_top">http://en.wikipedia.org/wiki/Hyperexponential_distribution</a>,
1443 <li class="listitem">
1444 R. Wolski and J. Brevik, <span class="emphasis"><em>Using Parametric Models to Represent
1445 Private Cloud Workloads</em></span>, IEEE TSC, PrePrint, DOI: <a href="http://doi.ieeecomputersociety.org/10.1109/TSC.2013.48" target="_top">10.1109/TSC.2013.48</a>,
1448 <li class="listitem">
1449 Wolfram Mathematica, <span class="emphasis"><em>Hyperexponential Distribution</em></span>,
1450 Online: <a href="http://reference.wolfram.com/language/ref/HyperexponentialDistribution.html" target="_top">http://reference.wolfram.com/language/ref/HyperexponentialDistribution.html</a>,
1455 <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
1456 <td align="left"></td>
1457 <td align="right"><div class="copyright-footer">Copyright © 2006-2019 Nikhar
1458 Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
1459 Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
1460 Råde, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
1461 Daryle Walker and Xiaogang Zhang<p>
1462 Distributed under the Boost Software License, Version 1.0. (See accompanying
1463 file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
1468 <div class="spirit-nav">
1469 <a accesskey="p" href="geometric_dist.html"><img src="../../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../dists.html"><img src="../../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../../index.html"><img src="../../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="hypergeometric_dist.html"><img src="../../../../../../../doc/src/images/next.png" alt="Next"></a>