STK_Law_Weibull.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2016  Serge Iovleff, Université Lille 1, Inria
 
    This program 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 2 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 Lesser General Public License for more details.
 
    You should have received a copy of the GNU Lesser General Public
    License along with this program; if not, write to the
    Free Software Foundation, Inc.,
    59 Temple Place,
    Suite 330,
    Boston, MA 02111-1307
    USA
 
    Contact : S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
*/
 
/*
 * Project:  stkpp::STatistiK::Law
 * Purpose:  Weibull probability distribution.
 * Author:   Serge Iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 **/
 
#ifndef STK_LAW_WEIBULL_H
#define STK_LAW_WEIBULL_H
 
#include "STK_Law_IUnivLaw.h"
 
namespace STK
{
 
namespace Law
{
class Weibull: public IUnivLaw<Real>
{
  public:
    typedef IUnivLaw<Real> Base;
    inline Weibull( Real const& k = 1., Real const& lambda = 1.)
                 : Base(_T("Weibull")), k_(k), lambda_(lambda)
    {}
    inline virtual ~Weibull() {}
    inline Real const& k() const { return k_;}
    inline Real const& lambda() const { return lambda_;}
    inline void setK( Real const& k)
    {
      if (k<=0) STKDOMAIN_ERROR_1ARG(Weibull::setShape,k,shape must be > 0);
      k_ = k;
    }
    inline void setLambda( Real const& lambda)
    {
      if (lambda<=0) STKDOMAIN_ERROR_1ARG(Weibull::setScale,lambda,scale must be > 0);
      lambda_ = lambda;
    }
    virtual Real rand() const;
    virtual Real pdf(Real const& x) const;
    virtual Real lpdf(Real const& x) const;
    virtual Real cdf(Real const& t) const;
    virtual Real icdf(Real const& p) const;
    static Real rand( Real const& k, Real const& lambda);
    static Real pdf(Real const& x, Real const& k, Real const& lambda);
    static Real lpdf(Real const& x, Real const& k, Real const& lambda);
    static Real cdf(Real const& t, Real const& k, Real const& lambda);
    static Real icdf(Real const& p, Real const& k, Real const& lambda);
 
#ifdef IS_RTKPP_LIB
    virtual Real lcdf( Real const& t) const;
    virtual Real cdfc( Real const& t) const;
    virtual Real lcdfc( Real const& t) const;
#endif
 
  protected:
    Real k_;
    Real lambda_;
};
 
#ifdef IS_RTKPP_LIB
 
inline Real Weibull::rand() const
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); Real s = Rf_rweibull(k_, lambda_); PutRNGstate(); return s;
}
 
inline Real Weibull::pdf(Real const& x) const { return Rf_dweibull(x, k_, lambda_, false);}
inline Real Weibull::lpdf(Real const& x) const { return Rf_dweibull(x, k_, lambda_, true);}
inline Real Weibull::cdf(Real const& t) const { return Rf_pweibull(t, k_, lambda_, true, false);}
inline Real Weibull::lcdf(Real const& t) const { return Rf_pweibull(t, k_, lambda_, true, true);}
inline Real Weibull::cdfc(Real const& t) const { return Rf_pweibull(t, k_, lambda_, false, false);}
inline Real Weibull::lcdfc(Real const& t) const { return Rf_pweibull(t, k_, lambda_, false, true);}
inline Real Weibull::icdf(Real const& p) const { return Rf_qweibull(p, k_, lambda_, true, false);}
 
inline Real Weibull::rand( Real const& k, Real const& lambda)
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); Real s = Rf_rweibull(k, lambda); PutRNGstate(); return s;
}
 
inline Real Weibull::pdf(Real const& x, Real const& k, Real const& lambda)
{ return Rf_dweibull(x, k, lambda, false);}
inline Real Weibull::lpdf(Real const& x, Real const& k, Real const& lambda)
{ return Rf_dweibull(x, k, lambda, true);}
inline Real Weibull::cdf(Real const& t, Real const& k, Real const& lambda)
{ return Rf_pweibull(t, k, lambda, true, false);}
inline Real Weibull::icdf( Real const& p, Real const& k, Real const& lambda)
{ return Rf_qweibull(p, k, lambda, true, false);}
 
#endif
 
} // namespace Law
 
} // namespace STK
 
#endif /*STK_LAWWEIBULL_H*/