## Copyright (C) 1995, 1996, 1997 Kurt Hornik ## ## This program is free software; you can redistribute it and/or modify ## it under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2, 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 ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## usage: weibull_pdf (x, alpha, sigma) ## ## Compute the probability density function (PDF) at x of the Weibull ## distribution with shape parameter alpha and scale parameter sigma ## which is given by ## alpha * sigma^(-alpha) * x^(alpha-1) * exp(-(x/sigma)^alpha) ## for x > 0. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: PDF of the Weibull distribution function pdf = weibull_pdf (x, shape, scale) if (nargin != 3) usage ("weibull_pdf (x, alpha, sigma)"); endif [retval, x, shape, scale] = common_size (x, shape, scale); if (retval > 0) error (["weibull_pdf: ", ... "x, alpha and sigma must be of common size or scalar"]); endif [r, c] = size (x); s = r * c; x = reshape (x, 1, s); shape = reshape (shape, 1, s); scale = reshape (scale, 1, s); pdf = NaN * ones (1, s); ok = ((shape > 0) & (shape < Inf) & (scale > 0) & (scale < Inf)); k = find ((x > -Inf) & (x <= 0) & ok); if any (k) pdf(k) = zeros (1, length (k)); endif k = find ((x > 0) & (x < Inf) & ok); if any (k) pdf(k) = (shape(k) .* (scale(k) .^ shape(k)) .* (x(k) .^ (shape(k) - 1)) .* exp(- (x(k) ./ scale(k)) .^ shape(k))); endif pdf = reshape (pdf, r, c); endfunction

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