Java source code of 'jhplot.math.num.pdf.Weibull'

/*
 * Copyright (c) 2007, DoodleProject
 * All rights reserved.
 * 
 * Redistribution and use in source and binary forms, with or without
 * modification, are permitted provided that the following conditions
 * are met:
 * 
 * Redistributions of source code must retain the above copyright
 * notice, this list of conditions and the following disclaimer.
 * 
 * Redistributions in binary form must reproduce the above copyright
 * notice, this list of conditions and the following disclaimer in
 * the documentation and/or other materials provided with the
 * distribution.
 * 
 * Neither the name of DoodleProject nor the names of its
 * contributors may be used to endorse or promote products derived
 * from this software without specific prior written permission.
 * 
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
 * CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
 * INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
 * MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
 * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS
 * BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
 * EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
 * TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
 * DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
 * ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR
 * TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF
 * THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
 * SUCH DAMAGE.
 */
package jhplot.math.num.pdf;


/**
 * 

* The Weibull distribution. *

*

* References: *

    *
  1. Eric W. Weisstein. "Weibull Distribution." From MathWorld--A Wolfram Web * Resource. * http://mathworld.wolfram.com/Weibull.html
  2. *
*

* * @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; } }