Blame randist/weibull.c

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/* randist/weibull.c
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 * 
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 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
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 * 
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 * This program is free software; you can redistribute it and/or modify
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 * it under the terms of the GNU General Public License as published by
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 * the Free Software Foundation; either version 3 of the License, or (at
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 * your option) any later version.
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 * 
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 * This program is distributed in the hope that it will be useful, but
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 * WITHOUT ANY WARRANTY; without even the implied warranty of
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 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
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 * General Public License for more details.
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 * 
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 * You should have received a copy of the GNU General Public License
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 * along with this program; if not, write to the Free Software
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 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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 */
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#include <config.h>
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#include <math.h>
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#include <gsl/gsl_rng.h>
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#include <gsl/gsl_randist.h>
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/* The Weibull distribution has the form,
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   p(x) dx = (b/a) (x/a)^(b-1) exp(-(x/a)^b) dx
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 */
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double
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gsl_ran_weibull (const gsl_rng * r, const double a, const double b)
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{
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  double x = gsl_rng_uniform_pos (r);
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  double z = pow (-log (x), 1 / b);
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  return a * z;
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}
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double
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gsl_ran_weibull_pdf (const double x, const double a, const double b)
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{
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  if (x < 0)
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    {
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      return 0 ;
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    }
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  else if (x == 0)
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    {
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      if (b == 1)
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        return 1/a ;
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      else
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        return 0 ;
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    }
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  else if (b == 1)
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    {
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      return exp(-x/a)/a ;
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    }
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  else
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    {
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      double p = (b/a) * exp (-pow (x/a, b) + (b - 1) * log (x/a));
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      return p;
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    }
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}