def rcoxian2(self, means, probs, xmax=float('inf'), pmax=1.0):
"""
Generates a random number from the Coxian phased distribution, which is
based on the exponential.
probs is a list of probabilities for GOING ON TO THE NEXT PHASE rather
than
reaching the absorbing state prematurely. The number of means must (of
course) be one more than the number of probabilities!
NB No two means must be equal - if this is desired, use rcoxian instead!
NB It is better to use rNexpo2 when all probs=1.0 !
"""
assert xmax >= 0.0, "xmax must be a non-negative float in rcoxian2!"
self._checkpmax(pmax, 'rcoxian2')
pmx = pmax
if xmax < float('inf'): pmx = min(pmax, ccoxian2(means, probs, xmax))
p = pmx * self.runif01()
x = icoxian2(p, means, probs)
return x
def _fifi2fid(x):
x = kept_within(0.0, x)
cdf = ccoxian2(means, probs, x)
pdf = dcoxian2(means, probs, x)
fi = cdf - prob
if pdf <= 0.0:
if fi == 0.0: fi2fid = 1.0
else: fi2fid = MAXFLOAT
else:
fi2fid = fi/pdf
return fi, fi2fid
