jPhase: An object-oriented tool for modeling phase-type distributions

Abstract

Phase-Type distributions are a powerful tool in stochastic modeling of real systems. In this paper, we describe an object-oriented tool used to represent and manipulate these distributions as computational objects. It allows the computation of multiple closure properties that can be used when modeling large systems with multiple interactions. The tool also includes procedures for fitting the parameter of a distribution from a data set and capabilities for generating random numbers from a specified distribution. This framework is built in a flexible and expandable way, and, therefore, it is not limited to the algorithms provided.