Class WeibullDistribution

  • All Implemented Interfaces:
    Distribution

    public class WeibullDistribution
    extends java.lang.Object
    implements Distribution
    Weibull distribution.
    Since:
    0.6.0
    Author:
    Erich Schubert
    • Field Summary

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

      Constructors 
      Constructor Description
      WeibullDistribution​(double k, double lambda)
      Constructor.
      WeibullDistribution​(double k, double lambda, double theta)
      Constructor.
    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method 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​(java.util.Random random)
      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
    • 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
        Specified by:
        pdf in interface Distribution
        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
        Specified by:
        logpdf in interface Distribution
        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.
        Specified by:
        cdf in interface Distribution
        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.
        Specified by:
        quantile in interface Distribution
        Parameters:
        val - Quantile to find
        Returns:
        Quantile position
      • nextRandom

        public double nextRandom​(java.util.Random random)
        Description copied from interface: Distribution
        Generate a new random value
        Specified by:
        nextRandom in interface Distribution
        Parameters:
        random - Random number generator
        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