org.apache.commons.math.distribution
Class WeibullDistributionImpl

java.lang.Object
  extended by org.apache.commons.math.distribution.AbstractDistribution
      extended by org.apache.commons.math.distribution.AbstractContinuousDistribution
          extended by org.apache.commons.math.distribution.WeibullDistributionImpl
All Implemented Interfaces:
java.io.Serializable, ContinuousDistribution, Distribution, WeibullDistribution

public class WeibullDistributionImpl
extends AbstractContinuousDistribution
implements WeibullDistribution, java.io.Serializable

Default implementation of WeibullDistribution.

Since:
1.1
Version:
$Revision: 925812 $ $Date: 2010-03-21 11:49:31 -0400 (Sun, 21 Mar 2010) $
See Also:
Serialized Form

Field Summary
static double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
          Default inverse cumulative probability accuracy
private  double scale
          The scale parameter.
private static long serialVersionUID
          Serializable version identifier
private  double shape
          The shape parameter.
private  double solverAbsoluteAccuracy
          Inverse cumulative probability accuracy
 
Constructor Summary
WeibullDistributionImpl(double alpha, double beta)
          Creates weibull distribution with the given shape and scale and a location equal to zero.
WeibullDistributionImpl(double alpha, double beta, double inverseCumAccuracy)
          Creates weibull distribution with the given shape, scale and inverse cumulative probability accuracy and a location equal to zero.
 
Method Summary
 double cumulativeProbability(double x)
          For this distribution, X, this method returns P(X < x).
 double density(double x)
          Returns the probability density for a particular point.
protected  double getDomainLowerBound(double p)
          Access the domain value lower bound, based on p, used to bracket a CDF root.
protected  double getDomainUpperBound(double p)
          Access the domain value upper bound, based on p, used to bracket a CDF root.
protected  double getInitialDomain(double p)
          Access the initial domain value, based on p, used to bracket a CDF root.
 double getScale()
          Access the scale parameter.
 double getShape()
          Access the shape parameter.
protected  double getSolverAbsoluteAccuracy()
          Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.
 double inverseCumulativeProbability(double p)
          For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
 void setScale(double beta)
          Deprecated. as of 2.1 (class will become immutable in 3.0)
private  void setScaleInternal(double beta)
          Modify the scale parameter.
 void setShape(double alpha)
          Deprecated. as of 2.1 (class will become immutable in 3.0)
private  void setShapeInternal(double alpha)
          Modify the shape parameter.
 
Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution
cumulativeProbability
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 
Methods inherited from interface org.apache.commons.math.distribution.Distribution
cumulativeProbability
 

Field Detail

DEFAULT_INVERSE_ABSOLUTE_ACCURACY

public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy

Since:
2.1
See Also:
Constant Field Values

serialVersionUID

private static final long serialVersionUID
Serializable version identifier

See Also:
Constant Field Values

shape

private double shape
The shape parameter.


scale

private double scale
The scale parameter.


solverAbsoluteAccuracy

private final double solverAbsoluteAccuracy
Inverse cumulative probability accuracy

Constructor Detail

WeibullDistributionImpl

public WeibullDistributionImpl(double alpha,
                               double beta)
Creates weibull distribution with the given shape and scale and a location equal to zero.

Parameters:
alpha - the shape parameter.
beta - the scale parameter.

WeibullDistributionImpl

public WeibullDistributionImpl(double alpha,
                               double beta,
                               double inverseCumAccuracy)
Creates weibull distribution with the given shape, scale and inverse cumulative probability accuracy and a location equal to zero.

Parameters:
alpha - the shape parameter.
beta - the scale parameter.
inverseCumAccuracy - the maximum absolute error in inverse cumulative probability estimates (defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY)
Since:
2.1
Method Detail

cumulativeProbability

public double cumulativeProbability(double x)
For this distribution, X, this method returns P(X < x).

Specified by:
cumulativeProbability in interface Distribution
Parameters:
x - the value at which the CDF is evaluated.
Returns:
CDF evaluted at x.

getShape

public double getShape()
Access the shape parameter.

Specified by:
getShape in interface WeibullDistribution
Returns:
the shape parameter.

getScale

public double getScale()
Access the scale parameter.

Specified by:
getScale in interface WeibullDistribution
Returns:
the scale parameter.

density

public double density(double x)
Returns the probability density for a particular point.

Overrides:
density in class AbstractContinuousDistribution
Parameters:
x - The point at which the density should be computed.
Returns:
The pdf at point x.
Since:
2.1

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p.

Returns Double.NEGATIVE_INFINITY for p=0 and Double.POSITIVE_INFINITY for p=1.

Specified by:
inverseCumulativeProbability in interface ContinuousDistribution
Overrides:
inverseCumulativeProbability in class AbstractContinuousDistribution
Parameters:
p - the desired probability
Returns:
x, such that P(X < x) = p
Throws:
java.lang.IllegalArgumentException - if p is not a valid probability.

setShape

@Deprecated
public void setShape(double alpha)
Deprecated. as of 2.1 (class will become immutable in 3.0)

Modify the shape parameter.

Specified by:
setShape in interface WeibullDistribution
Parameters:
alpha - the new shape parameter value.

setShapeInternal

private void setShapeInternal(double alpha)
Modify the shape parameter.

Parameters:
alpha - the new shape parameter value.

setScale

@Deprecated
public void setScale(double beta)
Deprecated. as of 2.1 (class will become immutable in 3.0)

Modify the scale parameter.

Specified by:
setScale in interface WeibullDistribution
Parameters:
beta - the new scale parameter value.

setScaleInternal

private void setScaleInternal(double beta)
Modify the scale parameter.

Parameters:
beta - the new scale parameter value.

getDomainLowerBound

protected double getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getDomainLowerBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value lower bound, i.e. P(X < lower bound) < p

getDomainUpperBound

protected double getDomainUpperBound(double p)
Access the domain value upper bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getDomainUpperBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value upper bound, i.e. P(X < upper bound) > p

getInitialDomain

protected double getInitialDomain(double p)
Access the initial domain value, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getInitialDomain in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
initial domain value

getSolverAbsoluteAccuracy

protected double getSolverAbsoluteAccuracy()
Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.

Overrides:
getSolverAbsoluteAccuracy in class AbstractContinuousDistribution
Returns:
the solver absolute accuracy
Since:
2.1


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