view scripts/statistics/distributions/wblpdf.m @ 11523:fd0a3ac60b0e

update copyright notices
author John W. Eaton <jwe@octave.org>
date Fri, 14 Jan 2011 05:47:45 -0500
parents 1740012184f9
children 3c6e8aaa9555
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## Copyright (C) 1995-2011 Kurt Hornik
##
## This file is part of Octave.
##
## Octave 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 3 of the License, or (at
## your option) any later version.
##
## Octave 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 Octave; see the file COPYING.  If not, see
## <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn {Function File} {} wblpdf (@var{x}, @var{scale}, @var{shape})
## Compute the probability density function (PDF) at @var{x} of the
## Weibull distribution with scale parameter @var{scale} and shape
## parameter @var{shape} which is given by
## @tex
## $$  {shape \over scale^{shape}} \cdot x^{shape-1} \cdot e^{-({x \over scale})^{shape}} $$
## @end tex
## @ifnottex
##
## @example
##    shape * scale^(-shape) * x^(shape-1) * exp(-(x/scale)^shape)
## @end example
##
## @end ifnottex
## @noindent
## for @var{x} >= 0.
## @end deftypefn

## Author: KH <Kurt.Hornik@wu-wien.ac.at>
## Description: PDF of the Weibull distribution

function pdf = wblpdf (x, scale, shape)

  if (nargin < 1 || nargin > 3)
    print_usage ();
  endif

  if (nargin < 3)
    shape = 1;
  endif

  if (nargin < 2)
    scale = 1;
  endif

  if (!isscalar (scale) || !isscalar (shape))
    [retval, x, scale, shape] = common_size (x, scale, shape);
    if (retval > 0)
      error ("wblpdf: X, SCALE and SHAPE must be of common size or scalar");
    endif
  endif

  pdf = NaN (size (x));
  ok = ((scale > 0) & (scale < Inf) & (shape > 0) & (shape < Inf));

  k = find ((x > -Inf) & (x <= 0) & ok);
  if (any (k))
    pdf(k) = 0;
  endif

  k = find ((x > 0) & (x < Inf) & ok);
  if (any (k))
    if (isscalar (scale) && isscalar (shape))
      pdf(k) = (shape .* (scale .^ -shape)
                .* (x(k) .^ (shape - 1))
                .* exp(- (x(k) / scale) .^ shape));
    else
      pdf(k) = (shape(k) .* (scale(k) .^ -shape(k))
                .* (x(k) .^ (shape(k) - 1))
                .* exp(- (x(k) ./ scale(k)) .^ shape(k)));
    endif
  endif

endfunction