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package jhplot.math.num.pdf;
/**
*
* The Weibull distribution.
*
*
* References:
*
* - Eric W. Weisstein. "Weibull Distribution." From MathWorld--A Wolfram Web
* Resource.
* http://mathworld.wolfram.com/Weibull.html
*
*
*
* @since 1.3
* @version $Revision: 1.3 $ $Date: 2007/11/08 17:38:02 $
*/
public class Weibull extends ContinuousDistribution {
/** the location parameter. */
private double location;
/** the scale parameter. */
private double scale;
/** the shape parameter. */
private double shape;
/**
* Default constructor. The shape parameter is set to one, the scale
* parameter is set to one and, the location parameter is set to zero.
*/
public Weibull() {
this(1.0, 1.0, 0.0);
}
/**
* Create a distribution with the given parameters. The location parameter
* is set to zero.
*
* @param sh the shape parameter.
* @param sc the scale parameter.
*/
public Weibull(double sh, double sc) {
this(sh, sc, 0.0);
}
/**
* Create a distribution with the given parameters.
*
* @param sh the shape parameter.
* @param sc the scale parameter.
* @param l the location parameter.
*/
public Weibull(double sh, double sc, double l) {
super();
setShape(sh);
setScale(sc);
setLocation(l);
}
/**
* The CDF for this distribution. This method returns P(X < x).
*
* @param x the value at which the CDF is evaluated.
* @return CDF for this distribution.
*/
public double cumulativeProbability(double x) {
double ret;
if (Double.isNaN(x)) {
ret = Double.NaN;
} else if (x <= getLocation()) {
ret = 0.0;
} else if (Double.isInfinite(x)) {
ret = 1.0;
} else {
ret = 1.0 - Math.exp(-Math.pow((x - getLocation()) / getScale(),
getShape()));
}
return ret;
}
/**
* Access the location parameter.
*
* @return the location parameter.
*/
public double getLocation() {
return location;
}
/**
* Access the scale parameter.
*
* @return the scale parameter.
*/
public double getScale() {
return scale;
}
/**
* Access the shape parameter.
*
* @return the shape parameter.
*/
public double getShape() {
return shape;
}
/**
* The inverse CDF for this distribution. This method returns x such that,
* P(X < x) = p.
*
* @param p the cumulative probability.
* @return x
*/
public double inverseCumulativeProbability(double p) {
double ret;
if (p < 0.0 || p > 1.0 || Double.isNaN(p)) {
ret = Double.NaN;
} else if (p == 0.0) {
ret = getLocation();
} else if (p == 1.0) {
ret = Double.POSITIVE_INFINITY;
} else {
ret = getScale() * Math.pow(-Math.log(1.0 - p), 1.0 / getShape())
+ getLocation();
}
return ret;
}
/**
* Modify the location parameter.
*
* @param l the new location parameter.
*/
public void setLocation(double l) {
if (Double.isNaN(l)) {
throw new IllegalArgumentException(
"location parameter must be a number.");
}
this.location = l;
}
/**
* Modify the scale parameter.
*
* @param s The new scale parameter.
*/
public void setScale(double s) {
if (s <= 0.0 || Double.isNaN(s)) {
throw new IllegalArgumentException(
"scale parameter must be positive.");
}
this.scale = s;
}
/**
* Modify the shape parameter.
*
* @param s the new shape parameter.
*/
public void setShape(double s) {
if (s <= 0.0 || Double.isNaN(s)) {
throw new IllegalArgumentException(
"shape parameter must be positive.");
}
this.shape = s;
}
}