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1 ## Copyright (C) 1995, 1996, 1997, 2006, 2007 Kurt Hornik |
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2 ## |
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3 ## This file is part of Octave. |
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4 ## |
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5 ## Octave is free software; you can redistribute it and/or modify it |
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6 ## under the terms of the GNU General Public License as published by |
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7 ## the Free Software Foundation; either version 3 of the License, or (at |
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8 ## your option) any later version. |
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9 ## |
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10 ## Octave is distributed in the hope that it will be useful, but |
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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13 ## General Public License for more details. |
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14 ## |
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15 ## You should have received a copy of the GNU General Public License |
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16 ## along with Octave; see the file COPYING. If not, see |
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17 ## <http://www.gnu.org/licenses/>. |
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18 |
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19 ## -*- texinfo -*- |
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20 ## @deftypefn {Function File} {} wblcdf (@var{x}, @var{scale}, @var{shape}) |
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21 ## Compute the cumulative distribution function (CDF) at @var{x} of the |
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22 ## Weibull distribution with shape parameter @var{scale} and scale |
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23 ## parameter @var{shape}, which is |
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24 ## |
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25 ## @iftex |
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26 ## @tex |
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27 ## $$ 1 - \exp(-(x/shape)^{scale}) $$ |
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28 ## for $x\geq 0$. |
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29 ## @end tex |
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30 ## @end iftex |
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31 ## @ifnottex |
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32 ## @example |
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33 ## 1 - exp(-(x/shape)^scale) |
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34 ## @end example |
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35 ## for @var{x} >= 0. |
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36 ## @end ifnottex |
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37 ## @end deftypefn |
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38 |
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39 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
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40 ## Description: CDF of the Weibull distribution |
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41 |
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42 function cdf = wblcdf (x, scale, shape) |
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43 |
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44 if (nargin < 1 || nargin > 3) |
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45 print_usage (); |
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46 endif |
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47 |
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48 if (nargin < 3) |
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49 shape = 1; |
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50 endif |
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51 |
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52 if (nargin < 2) |
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53 scale = 1; |
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54 endif |
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55 |
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56 if (!isscalar (shape) || !isscalar (scale)) |
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57 [retval, x, shape, scale] = common_size (x, shape, scale); |
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58 if (retval > 0) |
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59 error ("wblcdf: x, scale and shape must be of common size or scalar"); |
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60 endif |
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61 endif |
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62 |
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63 cdf = NaN * ones (size (x)); |
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64 |
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65 ok = ((shape > 0) & (shape < Inf) & (scale > 0) & (scale < Inf)); |
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66 |
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67 k = find ((x <= 0) & ok); |
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68 if (any (k)) |
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69 cdf(k) = 0; |
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70 endif |
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71 |
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72 k = find ((x > 0) & (x < Inf) & ok); |
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73 if (any (k)) |
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74 if (isscalar (shape) && isscalar (scale)) |
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75 cdf(k) = 1 - exp (- (x(k) / scale) .^ shape); |
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76 else |
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77 cdf(k) = 1 - exp (- (x(k) ./ scale(k)) .^ shape(k)); |
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78 endif |
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79 endif |
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80 |
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81 k = find ((x == Inf) & ok); |
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82 if (any (k)) |
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83 cdf(k) = 1; |
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84 endif |
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85 |
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86 endfunction |
