/*
Copyright (C) 2001 Kyle Siegrist, Dawn Duehring
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 2 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., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
*/
package distributions;
/**This class models the Weibull distribution with specified shape and scale
parameters*/
public class WeibullDistribution extends Distribution{
//Variables
double shape, scale, c;
/**This general constructor creates a new Weibull distribution with spcified
shape and scale parameters*/
public WeibullDistribution(double k, double b){
setParameters(k, b);
}
/**This default constructor creates a new Weibull distribution with shape
parameter 1 and scale parameter 1*/
public WeibullDistribution(){
this(1, 1);
}
/**This method sets the shape and scale parameter. The normalizing constant
is computed and the default interval defined*/
public void setParameters(double k, double b){
double upper, width;
if (k <= 0) k = 1;
if (b <= 0) b = 1;
//Assign parameters
shape = k; scale = b;
//Compute normalizing constant
c = shape / Math.pow(scale, shape);
//Define interval
upper = Math.ceil(getMean() + 4 * getSD());
width = upper/ 100;
super.setParameters(0, upper, width, CONTINUOUS);
}
/**This method compues teh denstiy function*/
public double getDensity(double x){
return c * Math.pow(x, shape - 1) * Math.exp(-Math.pow(x / scale, shape));
}
/**This method returns the maximum value of the getDensity function*/
public double getMaxDensity(){
double mode;
if (shape < 1) mode = getDomain().getLowerValue();
else mode = scale * Math.pow((shape - 1) / shape, 1 / shape);
return getDensity(mode);
}
/**The method returns the mean*/
public double getMean(){
return scale * gamma(1 + 1 / shape);
}
/**This method returns the variance*/
public double getVariance(){
double mu = getMean();
return scale * scale * gamma(1 + 2 / shape) - mu * mu;
}
/**This method computes the cumulative distribution function*/
public double getCDF(double x){
return 1 - Math.exp(-Math.pow(x / scale, shape));
}
/**This method returns the getQuantile function*/
public double getQuantile(double p){
return scale * Math.pow(-Math.log(1 - p), 1 / shape);
}
/**This method computes the failure rate function*/
public double getFailureRate(double x){
return shape * Math.pow(x, shape - 1) / Math.pow(scale, shape);
}
/**This method returns the shape parameter*/
public double getShape(){
return shape;
}
/**This method sets the shape parameter*/
public void setShape(double k){
setParameters(k, scale);
}
/**This method returns the scale parameter*/
public double getScale(){
return scale;
}
/**This method sets the shape parameter*/
public void setScale(double b){
setParameters(shape, b);
}
}