1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
|
## Copyright (C) 1995, 1996, 1997 Kurt Hornik
##
## 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 2, 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 file. If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
## usage: weibull_pdf (x, alpha, sigma)
##
## Compute the probability density function (PDF) at x of the Weibull
## distribution with shape parameter alpha and scale parameter sigma
## which is given by
## alpha * sigma^(-alpha) * x^(alpha-1) * exp(-(x/sigma)^alpha)
## for x > 0.
## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: PDF of the Weibull distribution
function pdf = weibull_pdf (x, shape, scale)
if (nargin != 3)
usage ("weibull_pdf (x, alpha, sigma)");
endif
[retval, x, shape, scale] = common_size (x, shape, scale);
if (retval > 0)
error (["weibull_pdf: ", ...
"x, alpha and sigma must be of common size or scalar"]);
endif
[r, c] = size (x);
s = r * c;
x = reshape (x, 1, s);
shape = reshape (shape, 1, s);
scale = reshape (scale, 1, s);
pdf = NaN * ones (1, s);
ok = ((shape > 0) & (shape < Inf) & (scale > 0) & (scale < Inf));
k = find ((x > -Inf) & (x <= 0) & ok);
if any (k)
pdf(k) = zeros (1, length (k));
endif
k = find ((x > 0) & (x < Inf) & ok);
if any (k)
pdf(k) = (shape(k) .* (scale(k) .^ -shape(k))
.* (x(k) .^ (shape(k) - 1))
.* exp(- (x(k) ./ scale(k)) .^ shape(k)));
endif
pdf = reshape (pdf, r, c);
endfunction
|
