WeibullDistributionImpl (Commons Math 2.2 API)

java.lang.Object
- org.apache.commons.math.distribution.AbstractDistribution
- - org.apache.commons.math.distribution.AbstractContinuousDistribution
  - - org.apache.commons.math.distribution.WeibullDistributionImpl

All Implemented Interfaces:

Serializable, ContinuousDistribution, Distribution, WeibullDistribution
```
public class WeibullDistributionImpl
extends AbstractContinuousDistribution
implements WeibullDistribution, Serializable
```
Default implementation of WeibullDistribution.

Since:

1.1

Version:

$Revision: 1054524 $ $Date: 2011-01-03 05:59:18 +0100 (lun. 03 janv. 2011) $

See Also:

Serialized Form

Field Summary

Fields
Modifier and Type Field and Description

static double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy
- Fields inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution
  randomData

Fields
Modifier and Type	Field and Description
`static double`	`DEFAULT_INVERSE_ABSOLUTE_ACCURACY` Default inverse cumulative probability accuracy

Constructor Summary

Constructors
Constructor and Description
`WeibullDistributionImpl(double alpha, double beta)` Creates weibull distribution with the given shape and scale and a location equal to zero.
`WeibullDistributionImpl(double alpha, double beta, double inverseCumAccuracy)` Creates weibull distribution with the given shape, scale and inverse cumulative probability accuracy and a location equal to zero.

Method Summary

All Methods Instance Methods Concrete Methods Deprecated Methods
Modifier and Type	Method and Description
`protected double`	`calculateNumericalMean()` Calculates the mean.
`double`	`cumulativeProbability(double x)` For this distribution, X, this method returns P(X < `x`).
`double`	`density(double x)` Returns the probability density for a particular point.
`protected double`	`getDomainLowerBound(double p)` Access the domain value lower bound, based on `p`, used to bracket a CDF root.
`protected double`	`getDomainUpperBound(double p)` Access the domain value upper bound, based on `p`, used to bracket a CDF root.
`protected double`	`getInitialDomain(double p)` Access the initial domain value, based on `p`, used to bracket a CDF root.
`double`	`getNumericalMean()` Returns the mean of the distribution.
`double`	`getNumericalVariance()` Returns the variance of the distribution.
`double`	`getScale()` Access the scale parameter.
`double`	`getShape()` Access the shape parameter.
`protected double`	`getSolverAbsoluteAccuracy()` Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.
`double`	`getSupportLowerBound()` Returns the lower bound of the support for the distribution.
`double`	`getSupportUpperBound()` Returns the upper bound of the support for the distribution.
`double`	`inverseCumulativeProbability(double p)` For this distribution, X, this method returns the critical point x, such that P(X < x) = `p`.
`void`	`setScale(double beta)` Deprecated. as of 2.1 (class will become immutable in 3.0)
`void`	`setShape(double alpha)` Deprecated. as of 2.1 (class will become immutable in 3.0)

Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution
reseedRandomGenerator, sample, sample

Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution
cumulativeProbability

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math.distribution.Distribution
cumulativeProbability

- Field Detail
  - DEFAULT_INVERSE_ABSOLUTE_ACCURACY
```
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
```
    Default inverse cumulative probability accuracy
    
    Since:
    
    2.1
    
    See Also:
    
    Constant Field Values
- Constructor Detail
  - WeibullDistributionImpl
```
public WeibullDistributionImpl(double alpha,
                               double beta)
```
    Creates weibull distribution with the given shape and scale and a location equal to zero.
    
    Parameters:
    
    alpha - the shape parameter.
    
    beta - the scale parameter.
  - WeibullDistributionImpl
```
public WeibullDistributionImpl(double alpha,
                               double beta,
                               double inverseCumAccuracy)
```
    Creates weibull distribution with the given shape, scale and inverse cumulative probability accuracy and a location equal to zero.
    
    Parameters:
    
    alpha - the shape parameter.
    
    beta - the scale parameter.
    
    inverseCumAccuracy - the maximum absolute error in inverse cumulative probability estimates (defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY)
    
    Since:
    
    2.1
- Method Detail
  - cumulativeProbability
```
public double cumulativeProbability(double x)
```
    For this distribution, X, this method returns P(X < x).
    
    Specified by:
    
    cumulativeProbability in interface Distribution
    
    Parameters:
    
    x - the value at which the CDF is evaluated.
    
    Returns:
    
    CDF evaluated at x.
  - getShape
```
public double getShape()
```
    Access the shape parameter.
    
    Specified by:
    
    getShape in interface WeibullDistribution
    
    Returns:
    
    the shape parameter.
  - getScale
```
public double getScale()
```
    Access the scale parameter.
    
    Specified by:
    
    getScale in interface WeibullDistribution
    
    Returns:
    
    the scale parameter.
  - density
```
public double density(double x)
```
    Returns the probability density for a particular point.
    
    Overrides:
    
    density in class AbstractContinuousDistribution
    
    Parameters:
    
    x - The point at which the density should be computed.
    
    Returns:
    
    The pdf at point x.
    
    Since:
    
    2.1
  - inverseCumulativeProbability
```
public double inverseCumulativeProbability(double p)
```
    For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
    Returns Double.NEGATIVE_INFINITY for p=0 and Double.POSITIVE_INFINITY for p=1.
    
    Specified by:
    
    inverseCumulativeProbability in interface ContinuousDistribution
    
    Overrides:
    
    inverseCumulativeProbability in class AbstractContinuousDistribution
    
    Parameters:
    
    p - the desired probability
    
    Returns:
    
    x, such that P(X < x) = p
    
    Throws:
    
    IllegalArgumentException - if p is not a valid probability.
  - setShape
```
@Deprecated
public void setShape(double alpha)
```
    Deprecated. as of 2.1 (class will become immutable in 3.0)
    
    Modify the shape parameter.
    
    Specified by:
    
    setShape in interface WeibullDistribution
    
    Parameters:
    
    alpha - the new shape parameter value.
  - setScale
```
@Deprecated
public void setScale(double beta)
```
    Deprecated. as of 2.1 (class will become immutable in 3.0)
    
    Modify the scale parameter.
    
    Specified by:
    
    setScale in interface WeibullDistribution
    
    Parameters:
    
    beta - the new scale parameter value.
  - getDomainLowerBound
```
protected double getDomainLowerBound(double p)
```
    Access the domain value lower bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.
    
    Specified by:
    
    getDomainLowerBound in class AbstractContinuousDistribution
    
    Parameters:
    
    p - the desired probability for the critical value
    
    Returns:
    
    domain value lower bound, i.e. P(X < lower bound) < p
  - getDomainUpperBound
```
protected double getDomainUpperBound(double p)
```
    Access the domain value upper bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.
    
    Specified by:
    
    getDomainUpperBound in class AbstractContinuousDistribution
    
    Parameters:
    
    p - the desired probability for the critical value
    
    Returns:
    
    domain value upper bound, i.e. P(X < upper bound) > p
  - getInitialDomain
```
protected double getInitialDomain(double p)
```
    Access the initial domain value, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.
    
    Specified by:
    
    getInitialDomain in class AbstractContinuousDistribution
    
    Parameters:
    
    p - the desired probability for the critical value
    
    Returns:
    
    initial domain value
  - getSolverAbsoluteAccuracy
```
protected double getSolverAbsoluteAccuracy()
```
    Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.
    
    Overrides:
    
    getSolverAbsoluteAccuracy in class AbstractContinuousDistribution
    
    Returns:
    
    the solver absolute accuracy
    
    Since:
    
    2.1
  - getSupportLowerBound
```
public double getSupportLowerBound()
```
    Returns the lower bound of the support for the distribution. The lower bound of the support is always 0 no matter the parameters.
    
    Returns:
    
    lower bound of the support (always 0)
    
    Since:
    
    2.2
  - getSupportUpperBound
```
public double getSupportUpperBound()
```
    Returns the upper bound of the support for the distribution. The upper bound of the support is always positive infinity no matter the parameters.
    
    Returns:
    
    upper bound of the support (always Double.POSITIVE_INFINITY)
    
    Since:
    
    2.2
  - calculateNumericalMean
```
protected double calculateNumericalMean()
```
    Calculates the mean. The mean is scale * Gamma(1 + (1 / shape)) where Gamma(...) is the Gamma-function
    
    Returns:
    
    the mean
    
    Since:
    
    2.2
  - getNumericalMean
```
public double getNumericalMean()
```
    Returns the mean of the distribution.
    
    Returns:
    
    the mean or Double.NaN if it's not defined
    
    Since:
    
    2.2
  - getNumericalVariance
```
public double getNumericalVariance()
```
    Returns the variance of the distribution.
    
    Returns:
    
    the variance (possibly Double.POSITIVE_INFINITY as for certain cases in TDistributionImpl) or Double.NaN if it's not defined
    
    Since:
    
    2.2

Class WeibullDistributionImpl

Field Summary

Fields inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution

Constructor Summary

Method Summary

Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution

Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution

Methods inherited from class java.lang.Object

Methods inherited from interface org.apache.commons.math.distribution.Distribution

Field Detail

DEFAULT_INVERSE_ABSOLUTE_ACCURACY

Constructor Detail

WeibullDistributionImpl

WeibullDistributionImpl

Method Detail

cumulativeProbability

getShape

getScale

density

inverseCumulativeProbability

setShape

setScale

getDomainLowerBound

getDomainUpperBound

getInitialDomain

getSolverAbsoluteAccuracy

getSupportLowerBound

getSupportUpperBound

calculateNumericalMean

getNumericalMean

getNumericalVariance