de.lmu.ifi.dbs.elki.math.statistics.distribution

Class WeibullDistribution

java.lang.Object

de.lmu.ifi.dbs.elki.math.statistics.distribution.AbstractDistribution

de.lmu.ifi.dbs.elki.math.statistics.distribution.WeibullDistribution

All Implemented Interfaces:

Distribution

public class WeibullDistribution
extends AbstractDistribution

Weibull distribution.

Since:

0.6.0

Author:

Erich Schubert

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	WeibullDistribution.Parameterizer Parameterization class

Field Summary

Fields

Modifier and Type	Field and Description
(package private) double	k Shape parameter k.
(package private) double	lambda Lambda parameter.
(package private) double	theta Shift offset.

Fields inherited from class de.lmu.ifi.dbs.elki.math.statistics.distribution.AbstractDistribution

random

Constructor Summary

Constructors

Constructor and Description
WeibullDistribution(double k, double lambda) Constructor.
WeibullDistribution(double k, double lambda, double theta) Constructor.
WeibullDistribution(double k, double lambda, double theta, java.util.Random random) Constructor.
WeibullDistribution(double k, double lambda, double theta, RandomFactory random) Constructor.
WeibullDistribution(double k, double lambda, java.util.Random random) Constructor.

Method Summary

Modifier and Type	Method and Description
double	cdf(double val) Return the cumulative density function at the given value.
static double	cdf(double val, double k, double lambda, double theta) CDF of Weibull distribution
double	getK() Get the shape k parameter.
double	getLambda() Get the scale lambda parameter.
double	getTheta() Get the shift theta parameter.
double	logpdf(double x) Return the log density of an existing value
static double	logpdf(double x, double k, double lambda, double theta) PDF of Weibull distribution
double	nextRandom() Generate a new random value
double	pdf(double x) Return the density of an existing value
static double	pdf(double x, double k, double lambda, double theta) PDF of Weibull distribution
double	quantile(double val) Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
static double	quantile(double val, double k, double lambda, double theta) Quantile function of Weibull distribution
java.lang.String	toString() Describe the distribution

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

theta

double theta

Shift offset.

k

double k

Shape parameter k.

lambda

double lambda

Lambda parameter.

Constructor Detail

WeibullDistribution

public WeibullDistribution(double k,
                           double lambda)

Constructor.

Parameters:

k - Shape parameter

lambda - Scale parameter

WeibullDistribution

public WeibullDistribution(double k,
                           double lambda,
                           double theta)

Constructor.

Parameters:

k - Shape parameter

lambda - Scale parameter

theta - Shift offset parameter

WeibullDistribution

public WeibullDistribution(double k,
                           double lambda,
                           java.util.Random random)

Constructor.

Parameters:

k - Shape parameter

lambda - Scale parameter

random - Random number generator

WeibullDistribution

public WeibullDistribution(double k,
                           double lambda,
                           double theta,
                           java.util.Random random)

Constructor.

Parameters:

k - Shape parameter

lambda - Scale parameter

theta - Shift offset parameter

random - Random number generator

WeibullDistribution

public WeibullDistribution(double k,
                           double lambda,
                           double theta,
                           RandomFactory random)

Constructor.

Parameters:

k - Shape parameter

lambda - Scale parameter

theta - Shift offset parameter

random - Random number generator

Method Detail

getK

public double getK()

Get the shape k parameter.

Returns:

shape k

getLambda

public double getLambda()

Get the scale lambda parameter.

Returns:

scale lambda

getTheta

public double getTheta()

Get the shift theta parameter.

Returns:

shift theta

pdf

public double pdf(double x)

Description copied from interface: Distribution

Return the density of an existing value

Parameters:

x - existing value

Returns:

distribution density

logpdf

public double logpdf(double x)

Description copied from interface: Distribution

Return the log density of an existing value

Parameters:

x - existing value

Returns:

log distribution density

pdf

public static double pdf(double x,
                         double k,
                         double lambda,
                         double theta)

PDF of Weibull distribution

Parameters:

x - Value

k - Shape parameter

lambda - Scale parameter

theta - Shift offset parameter

Returns:

PDF at position x.

logpdf

public static double logpdf(double x,
                            double k,
                            double lambda,
                            double theta)

PDF of Weibull distribution

Parameters:

x - Value

k - Shape parameter

lambda - Scale parameter

theta - Shift offset parameter

Returns:

PDF at position x.

cdf

public static double cdf(double val,
                         double k,
                         double lambda,
                         double theta)

CDF of Weibull distribution

Parameters:

val - Value

k - Shape parameter

lambda - Scale parameter

theta - Shift offset parameter

Returns:

CDF at position x.

cdf

public double cdf(double val)

Description copied from interface: Distribution

Return the cumulative density function at the given value.

Parameters:

val - existing value

Returns:

cumulative density

quantile

public static double quantile(double val,
                              double k,
                              double lambda,
                              double theta)

Quantile function of Weibull distribution

Parameters:

val - Value

k - Shape parameter

lambda - Scale parameter

theta - Shift offset parameter

Returns:

Quantile function at position x.

quantile

public double quantile(double val)

Description copied from interface: Distribution

Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.

Parameters:

val - Quantile to find

Returns:

Quantile position

nextRandom

public double nextRandom()

Description copied from interface: Distribution

Generate a new random value

Specified by:

nextRandom in interface Distribution

Overrides:

nextRandom in class AbstractDistribution

Returns:

new random value

toString

public java.lang.String toString()

Description copied from interface: Distribution

Describe the distribution

Specified by:

toString in interface Distribution

Overrides:

toString in class java.lang.Object

Returns:

description