prrng::weibull_distribution Class Reference

Weibull distribution. More...

#include <prrng.h>

Public Member Functions
	weibull_distribution (double k=1, double scale=1)
	Constructor.
template<class T >
T	pdf (const T &x)
	Probability density function.
template<class T >
T	cdf (const T &x)
	Cumulative density function.
template<class T >
T	quantile (const T &p)
	Quantile (the inverse of the cumulative density function).

Detailed Description

Weibull distribution.

References:

• https://en.wikipedia.org/wiki/Weibull_distribution
• https://github.com/boostorg/math/blob/develop/include/boost/math/distributions/weibull.hpp

Definition at line 1509 of file prrng.h.

Constructor & Destructor Documentation

weibull_distribution()

prrng::weibull_distribution::weibull_distribution ( double  k = 1, double  scale = 1  )

inline

Constructor.

Parameters

k	Shape parameter \( k \).
scale	Scale parameter \( \lambda \).

Definition at line 1517 of file prrng.h.

Member Function Documentation

cdf()

template<class T >

T prrng::weibull_distribution::cdf ( const T &  x )

inline

Cumulative density function.

\( \Phi(x) = 1 - e^{-(x / \lambda)^k} \)

Parameters

x	Coordinates.

Returns

Cumulative density for each x.

Definition at line 1559 of file prrng.h.

pdf()

template<class T >

T prrng::weibull_distribution::pdf ( const T &  x )

inline

Probability density function.

Parameters

x	Coordinates.

Returns

Probability density for each x.

Definition at line 1530 of file prrng.h.

quantile()

template<class T >

T prrng::weibull_distribution::quantile ( const T &  p )

inline

Quantile (the inverse of the cumulative density function).

For a given probability \( p \) the output is

\( x = \lambda (- \ln (1 - p))^{1 / k}) \)

Parameters

p	Probability [0, 1].

Returns

Quantile for each p.

Definition at line 1574 of file prrng.h.

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

• prrng.h