Weibull.h

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// Honeycomb, Copyright (C) 2015 NewGamePlus Inc.  Distributed under the Boost Software License v1.0.
#pragma once

#include "Honey/Math/Random/Dist/Poisson.h"

namespace honey
{


template<class Real>
class Weibull_ : public RandomDist<Real>
{
    typedef RandomDist<Real>    Super;
    RandomDist_imports();
    typedef Gamma_<Double>      Gamma;
    typedef GammaFunc_<Double>  GammaFunc;
    typedef Poisson_<Double>    Poisson;
    
public:
    Weibull_(RandomGen& gen, Real a, Real b)    : Super(gen), a(a), b(b) { assert(a > 0 && b > 0); }

    virtual Real next() const;
    virtual Real pdf(Real x) const;
    virtual Real cdf(Real x) const;
    virtual Real cdfComp(Real x) const;
    virtual Real cdfInv(Real P) const;
    virtual Real mean() const                   { return Double(a) * GammaFunc::gamma(1 + 1 / Double(b)); }
    virtual Real variance() const               { return Alge_d::sqr(Double(a)) * (GammaFunc::gamma(1 + 2 / Double(b)) - Alge_d::sqr(GammaFunc::gamma(1 + 1 / Double(b)))); }
    
    Real a;
    Real b;
};

typedef Weibull_<Real>      Weibull;
typedef Weibull_<Float>     Weibull_f;
typedef Weibull_<Double>    Weibull_d;

extern template class Weibull_<Float>;
extern template class Weibull_<Double>;

}