package scientific.stats.continuous
import std.math.*
import std.unittest.*
import std.unittest.testmacro.*
import scientific.numbers.*
import scientific.stats.random.*
/*
* Log of Probability density function
*/
public func weibull_minLogPDF(x: Float64, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y <= 0.0) {
throw IllegalArgumentException("weibull_minLogPDF: input value x out of bound.")
}
if (c <= 0.0) {
throw IllegalArgumentException("weibull_minLogPDF: shape parameter out of bound.")
}
return log(c) + (c - 1.0) * log(y) - pow(y, c) - log(scale)
}
/*
* Probability density function
*/
public func weibull_minPDF(x: Float64, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y <= 0.0) {
throw IllegalArgumentException("weibull_minPDF: input value x out of bound.")
}
if (c <= 0.0) {
throw IllegalArgumentException("weibull_minPDF: shape parameter out of bound.")
}
return exp(weibull_minLogPDF(x, c, loc: loc, scale: scale))
}
/*
* Cumulative probability density function
*/
public func weibull_minCDF(x: Float64, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y <= 0.0) {
throw IllegalArgumentException("weibull_minCDF: input value x out of bound.")
}
if (c <= 0.0) {
throw IllegalArgumentException("weibull_minCDF: shape parameter out of bound.")
}
let temp = - pow(y, c)
return 1.0 - exp(temp)
}
/*
* Log of Cumulative probability density function
*/
public func weibull_minLogCDF(x: Float64, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y <= 0.0) {
throw IllegalArgumentException("weibull_minLogCDF: input value x out of bound.")
}
if (c <= 0.0) {
throw IllegalArgumentException("weibull_minLogCDF: shape parameter out of bound.")
}
let temp = weibull_minCDF(x, c, loc: loc, scale: scale)
if (temp < 0.000001) {
throw IllegalArgumentException("weibull_minCDF: return-value too small.")
}
return log(temp)
}
/*
* ppf
*/
public func weibull_minPPF(q: Float64, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (q <= 0.0 || q >= 1.0) {
throw IllegalArgumentException("weibull_minPPF: quantile out of bound.")
}
if (c <= 0.0) {
throw IllegalArgumentException("weibull_minPPF: shape parameter out of bound.")
}
let temp = - log(1.0 - q)
return pow(temp, 1.0 / c) * scale + loc
}
/*
* Sample
*/
public func weibull_minSample(r: Random, c: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (c <= 0.0) {
throw IllegalArgumentException("weibull_minPPF: shape parameter out of bound.")
}
let r1 = r.nextFloat64()
let temp = log(-log(1.0 - r1)) / c
return pow(Float64.getE(), temp) * scale + loc
}
@Test
public class TestWeibullMin {
@TestCase
func testWeibull_min(): Unit {
@Assert(approxEqual(weibull_minLogPDF(2.0, 2.0, loc: 1.0, scale: 2.0), -0.9431471805599453, atol:1e-13))
@Assert(approxEqual(weibull_minLogCDF(2.0, 2.0, loc: 1.0, scale: 2.0), -1.508691549446032, atol:1e-13))
@Assert(approxEqual(weibull_minPPF(0.2, 2.0, loc: 1.0, scale: 2.0), 1.9447614541548777, atol:1e-13))
}
}