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