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/* randist/weibull.c
*
* Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
*
* This program 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.
*
* This program 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 this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
#include <config.h>
#include <math.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
/* The Weibull distribution has the form,
p(x) dx = (b/a) (x/a)^(b-1) exp(-(x/a)^b) dx
*/
double
gsl_ran_weibull (const gsl_rng * r, const double a, const double b)
{
double x = gsl_rng_uniform_pos (r);
double z = pow (-log (x), 1 / b);
return a * z;
}
double
gsl_ran_weibull_pdf (const double x, const double a, const double b)
{
if (x < 0)
{
return 0 ;
}
else if (x == 0)
{
if (b == 1)
return 1/a ;
else
return 0 ;
}
else if (b == 1)
{
return exp(-x/a)/a ;
}
else
{
double p = (b/a) * exp (-pow (x/a, b) + (b - 1) * log (x/a));
return p;
}
}
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