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scripts/statistics/distributions/wblpdf.m

changeset 10289: 4b124317dc38
parent:f0c3d3fc4903
author: John W. Eaton <jwe@octave.org>
date: Tue Feb 09 20:58:55 2010 -0500 (57 minutes ago)
permissions: -rw-r--r--
description: base_properties::set_children: account for hidden children 
     1## Copyright (C) 1995, 1996, 1997, 2006, 2007, 2009 Kurt Hornik

     2##

     3## This file is part of Octave.

     4##

     5## Octave is free software; you can redistribute it and/or modify it

     6## under the terms of the GNU General Public License as published by

     7## the Free Software Foundation; either version 3 of the License, or (at

     8## your option) any later version.

     9##

    10## Octave is distributed in the hope that it will be useful, but

    11## WITHOUT ANY WARRANTY; without even the implied warranty of

    12## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU

    13## General Public License for more details.

    14##

    15## You should have received a copy of the GNU General Public License

    16## along with Octave; see the file COPYING.  If not, see

    17## <http://www.gnu.org/licenses/>.

    18

    19## -*- texinfo -*-

    20## @deftypefn {Function File} {} wblpdf (@var{x}, @var{scale}, @var{shape})

    21## Compute the probability density function (PDF) at @var{x} of the

    22## Weibull distribution with shape parameter @var{scale} and scale

    23## parameter @var{shape} which is given by

    24##

    25## @tex

    26## $$  scale \cdot shape^{-scale} x^{scale-1} \exp(-(x/shape)^{scale}) $$

    27## @end tex

    28## @ifnottex

    29## @example

    30##    scale * shape^(-scale) * x^(scale-1) * exp(-(x/shape)^scale)

    31## @end example

    32## @end ifnottex

    33##

    34## @noindent

    35## for @var{x} > 0.

    36## @end deftypefn

    37

    38## Author: KH <Kurt.Hornik@wu-wien.ac.at>

    39## Description: PDF of the Weibull distribution

    40

    41function pdf = wblpdf (x, scale, shape)

    42

    43  if (nargin < 1 || nargin > 3)

    44    print_usage ();

    45  endif

    46

    47  if (nargin < 3)

    48    shape = 1;

    49  endif

    50

    51  if (nargin < 2)

    52    scale = 1;

    53  endif

    54

    55  if (!isscalar (shape) || !isscalar (scale))

    56    [retval, x, shape, scale] = common_size (x, shape, scale);

    57    if (retval > 0)

    58      error ("wblpdf: x, scale and shape must be of common size or scalar");

    59    endif

    60  endif

    61

    62  pdf = NaN * ones (size (x));

    63  ok = ((shape > 0) & (shape < Inf) & (scale > 0) & (scale < Inf));

    64

    65  k = find ((x > -Inf) & (x <= 0) & ok);

    66  if (any (k))

    67    pdf(k) = 0;

    68  endif

    69

    70  k = find ((x > 0) & (x < Inf) & ok);

    71  if (any (k))

    72    if (isscalar (shape) && isscalar (scale))

    73      pdf(k) = (shape .* (scale .^ -shape)

    74		.* (x(k) .^ (shape - 1))

    75		.* exp(- (x(k) / scale) .^ shape));

    76    else

    77      pdf(k) = (shape(k) .* (scale(k) .^ -shape(k))

    78		.* (x(k) .^ (shape(k) - 1))

    79		.* exp(- (x(k) ./ scale(k)) .^ shape(k)));

    80    endif

    81  endif

    82

    83endfunction