Honeycomb  0.1
Component-Model Framework
Public Member Functions | Public Attributes | List of all members
honey::Weibull_< Real > Class Template Reference

Generate a random integer variate from a weibull distribution. More...

#include <Weibull.h>

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Public Member Functions

 Weibull_ (RandomGen &gen, Real a, Real b)
 
virtual Real next () const
 Get next randomly distributed variate. Requires a random generator (see ctor or setGen()) More...
 
virtual Real pdf (Real x) const
 Probability Density Function. More...
 
virtual Real cdf (Real x) const
 Cumulative Distribution Function. More...
 
virtual Real cdfComp (Real x) const
 Complement of the CDF. More...
 
virtual Real cdfInv (Real P) const
 Inverse of the CDF. More...
 
virtual Real mean () const
 Calc mean. More...
 
virtual Real variance () const
 Calc variance. More...
 
- Public Member Functions inherited from honey::RandomDist< Real >
 RandomDist (optional< RandomGen & > gen=optnull)
 Construct with a random generator to use for next() More...
 
virtual ~RandomDist ()
 
Real stdDev () const
 Calc standard deviation. More...
 
void setGen (RandomGen &gen)
 Set random generator to use for next() More...
 
RandomGengetGen () const
 Get random generator. More...
 

Public Attributes

Real a
 
Real b
 

Additional Inherited Members

- Protected Types inherited from honey::RandomDist< Real >
typedef Numeral< Real >::Real_ Real_
 
typedef Real_::DoubleType Double_
 
typedef Double_::Real Double
 
typedef Alge_< RealAlge
 
typedef Alge_< DoubleAlge_d
 
typedef Uniform_< DoubleUniform
 
- Protected Member Functions inherited from honey::RandomDist< Real >
Real cdfInvFind (Real P, Real min, Real max, bool discrete=false) const
 Generic binary search algorithm to find Cdf. More...
 

Detailed Description

template<class Real>
class honey::Weibull_< Real >

Generate a random integer variate from a weibull distribution.

The weibull distribution is used to measure a time-to-failure, the failure rate is proportional to a power of time (b-1). This distribution is commonly used to model life mortality or manufacturing failure.

If b < 1 then the failure rate is decreasing over time. This means that objects are failing early and quickly removing themselves from the population.
If b == 1 then the failure rate is constant. This means there could be external factors that are causing the objects to fail.
If b > 1 then the failure rate increases with time. This is typical for any aging process.

Probability density function:

$\displaystyle p(x,\alpha,\beta) = \frac{\beta}{\alpha} \paren*{ \frac{x}{\alpha} }^{\beta-1} e^{-(x/\alpha)^\beta} $

Parameters
aScale parameter alpha $\alpha$ (aka. lambda $\lambda$). Range > 0
bShape parameter beta $\beta$ (aka. k). Range > 0
Return values
xRandom variate. Range [0, inf]

Constructor & Destructor Documentation

template<class Real >
honey::Weibull_< Real >::Weibull_ ( RandomGen gen,
Real  a,
Real  b 
)
inline

Member Function Documentation

template<class Real >
Real honey::Weibull_< Real >::cdf ( Real  x) const
virtual

Cumulative Distribution Function.

The integral of the PDF from -inf to x.

Parameters
xvalue, range depends on distribution.
Return values
Pa probability in range [0,1] that a random variate will be <= x.

Reimplemented from honey::RandomDist< Real >.

template<class Real >
Real honey::Weibull_< Real >::cdfComp ( Real  x) const
virtual

Complement of the CDF.

The integral of the PDF from x to inf.

Parameters
xvalue, range depends on distribution.
Return values
Qa probability in range [0,1] that a random variate will be > x.

Reimplemented from honey::RandomDist< Real >.

template<class Real >
Real honey::Weibull_< Real >::cdfInv ( Real  P) const
virtual

Inverse of the CDF.

Parameters
Pcumulative probability
Return values
xA value that has probability P of being >= a random variate X. Also, x satisfies: cdf(x) = P.

Reimplemented from honey::RandomDist< Real >.

template<class Real >
virtual Real honey::Weibull_< Real >::mean ( ) const
inlinevirtual

Calc mean.

Reimplemented from honey::RandomDist< Real >.

template<class Real >
Real honey::Weibull_< Real >::next ( ) const
virtual

Get next randomly distributed variate. Requires a random generator (see ctor or setGen())

Reimplemented from honey::RandomDist< Real >.

template<class Real >
Real honey::Weibull_< Real >::pdf ( Real  x) const
virtual

Probability Density Function.

The PDF integrates to 1 over the entire range of possible values of x.

Parameters
xvalue, range depends on distribution.
Return values
pa relative likelihood in range [0,inf] that a random variate X will equal x.

Reimplemented from honey::RandomDist< Real >.

template<class Real >
virtual Real honey::Weibull_< Real >::variance ( ) const
inlinevirtual

Calc variance.

Reimplemented from honey::RandomDist< Real >.

Member Data Documentation

template<class Real >
Real honey::Weibull_< Real >::a
template<class Real >
Real honey::Weibull_< Real >::b

The documentation for this class was generated from the following files: