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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
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2 ## |
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3 ## This program is free software; you can redistribute it and/or modify |
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4 ## it under the terms of the GNU General Public License as published by |
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5 ## the Free Software Foundation; either version 2, or (at your option) |
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6 ## any later version. |
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7 ## |
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8 ## This program is distributed in the hope that it will be useful, but |
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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11 ## General Public License for more details. |
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12 ## |
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13 ## You should have received a copy of the GNU General Public License |
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14 ## along with this file. If not, write to the Free Software Foundation, |
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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16 |
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17 ## usage: weibull_pdf (x, alpha, sigma) |
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18 ## |
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19 ## Compute the probability density function (PDF) at x of the Weibull |
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20 ## distribution with shape parameter alpha and scale parameter sigma |
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21 ## which is given by |
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22 ## alpha * sigma^(-alpha) * x^(alpha-1) * exp(-(x/sigma)^alpha) |
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23 ## for x > 0. |
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24 |
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25 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> |
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26 ## Description: PDF of the Weibull distribution |
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27 |
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28 function pdf = weibull_pdf (x, shape, scale) |
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29 |
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30 if (nargin != 3) |
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31 usage ("weibull_pdf (x, alpha, sigma)"); |
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32 endif |
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33 |
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34 [retval, x, shape, scale] = common_size (x, shape, scale); |
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35 if (retval > 0) |
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36 error (["weibull_pdf: ", ... |
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37 "x, alpha and sigma must be of common size or scalar"]); |
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38 endif |
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39 |
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40 [r, c] = size (x); |
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41 s = r * c; |
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42 x = reshape (x, 1, s); |
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43 shape = reshape (shape, 1, s); |
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44 scale = reshape (scale, 1, s); |
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45 |
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46 pdf = NaN * ones (1, s); |
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47 ok = ((shape > 0) & (shape < Inf) & (scale > 0) & (scale < Inf)); |
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48 |
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49 k = find ((x > -Inf) & (x <= 0) & ok); |
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50 if any (k) |
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51 pdf(k) = zeros (1, length (k)); |
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52 endif |
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53 |
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54 k = find ((x > 0) & (x < Inf) & ok); |
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55 if any (k) |
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56 pdf(k) = (shape(k) .* (scale(k) .^ shape(k)) |
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57 .* (x(k) .^ (shape(k) - 1)) |
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58 .* exp(- (x(k) ./ scale(k)) .^ shape(k))); |
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59 endif |
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60 |
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61 pdf = reshape (pdf, r, c); |
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62 |
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63 endfunction |
