/usr/include/openturns/Weibull.hxx is in libopenturns-dev 1.7-3.
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/**
* @brief The Weibull distribution
*
* Copyright 2005-2015 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library 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 Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_WEIBULL_HXX
#define OPENTURNS_WEIBULL_HXX
#include "ContinuousDistribution.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class Weibull
*
* The Weibull distribution.
*/
class OT_API Weibull
: public ContinuousDistribution
{
CLASSNAME;
public:
enum ParameterSet { ALPHABETA, MUSIGMA };
typedef Pointer<DistributionImplementation> Implementation;
/** Default constructor */
Weibull();
/** Parameters constructor */
Weibull(const NumericalScalar arg1,
const NumericalScalar arg2,
const NumericalScalar gamma = 0.0,
const ParameterSet set = ALPHABETA);
/** Comparison operator */
Bool operator ==(const Weibull & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual Weibull * clone() const;
/** Get one realization of the Weibull distribution */
NumericalPoint getRealization() const;
/** Get the DDF of the distribution, i.e. the gradient of its PDF w.r.t. point */
using ContinuousDistribution::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) const;
/** Get the PDF of the distribution, i.e. P(point < X < point+dx) = PDF(point)dx + o(dx) */
using ContinuousDistribution::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
using ContinuousDistribution::computeLogPDF;
NumericalScalar computeLogPDF(const NumericalPoint & point) const;
/** Get the CDF of the distribution, i.e. P(X <= point) = CDF(point). If tail=true, compute P(X >= point) */
using ContinuousDistribution::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point) const;
using ContinuousDistribution::computeComplementaryCDF;
NumericalScalar computeComplementaryCDF(const NumericalPoint & point) const;
/** Get the characteristic function of the distribution, i.e. phi(u) = E(exp(I*u*X)) */
NumericalComplex computeCharacteristicFunction(const NumericalScalar x) const;
/** Get the gradient of the PDF w.r.t the parameters of the distribution */
using ContinuousDistribution::computePDFGradient;
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the gradient of the CDF w.r.t the parameters of the distribution */
using ContinuousDistribution::computeCDFGradient;
NumericalPoint computeCDFGradient(const NumericalPoint & point) const;
protected:
/** Set simultaneously alpha and beta to factorize the call to computeRange() */
void setAlphaBeta(const NumericalScalar alpha,
const NumericalScalar beta);
public:
/** Get the standard deviation of the distribution */
NumericalPoint getStandardDeviation() const;
/** Get the skewness of the distribution */
NumericalPoint getSkewness() const;
/** Get the kurtosis of the distribution */
NumericalPoint getKurtosis() const;
/** Get the raw moments of the standardized distribution */
NumericalPoint getStandardMoment(const UnsignedInteger n) const;
/** Get the standard representative in the parametric family, associated with the standard moments */
Implementation getStandardRepresentative() const;
/** Parameters value accessors */
void setParameter(const NumericalPoint & parameter);
NumericalPoint getParameter() const;
/** Parameters description accessor */
Description getParameterDescription() const;
/* Interface specific to Weibull */
/** Beta accessor */
void setBeta(const NumericalScalar beta);
NumericalScalar getBeta() const;
/** Alpha accessor */
void setAlpha(const NumericalScalar alpha);
NumericalScalar getAlpha() const;
/** Mu accessor */
void setMuSigma(const NumericalScalar mu,
const NumericalScalar sigma);
NumericalScalar getMu() const;
/** Sigma accessor */
NumericalScalar getSigma() const;
/** Gamma accessor */
void setGamma(const NumericalScalar gamma);
NumericalScalar getGamma() const;
/** Method save() stores the object through the StorageManager */
void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
protected:
private:
/** Compute the mean of the distribution */
void computeMean() const;
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** Get the quantile of the distribution, i.e the value Xp such that P(X <= Xp) = prob */
NumericalScalar computeScalarQuantile(const NumericalScalar prob,
const Bool tail = false) const;
/** Compute the numerical range of the distribution given the parameters values */
void computeRange();
/** The main parameter set of the distribution */
NumericalScalar alpha_;
NumericalScalar beta_;
NumericalScalar gamma_;
}; /* class Weibull */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_WEIBULL_HXX */
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