mirror of
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113 lines
2.4 KiB
PHP
113 lines
2.4 KiB
PHP
<?php
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/**
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* Orange Management
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*
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* PHP Version 7.4
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*
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* @package phpOMS\Math\Stochastic\Distribution
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* @copyright Dennis Eichhorn
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* @license OMS License 1.0
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* @version 1.0.0
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* @link https://orange-management.org
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*/
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declare(strict_types=1);
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namespace phpOMS\Math\Stochastic\Distribution;
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/**
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* Weibull distribution.
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*
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* @package phpOMS\Math\Stochastic\Distribution
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* @license OMS License 1.0
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* @link https://orange-management.org
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* @since 1.0.0
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*/
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class WeibullDistribution
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{
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/**
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* Get probability density function.
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*
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* @param float $x Value x
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* @param float $lambda Scale lambda
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* @param float $k Shape k
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*
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* @return float
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*
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* @since 1.0.0
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*/
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public static function getPdf(float $x, float $lambda, float $k) : float
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{
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if ($x < 0) {
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return 0.0;
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}
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return $k / $lambda * \pow($x / $lambda, $k - 1) * \exp(-($x / $lambda) ** $k);
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}
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/**
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* Get cumulative distribution function.
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*
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* @param float $x Value x
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* @param float $lambda Scale lambda
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* @param float $k Shape k
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*
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* @return float
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*
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* @since 1.0.0
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*/
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public static function getCdf(float $x, float $lambda, float $k) : float
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{
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if ($x < 0) {
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return 0.0;
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}
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return 1 - \exp(-($x / $lambda) ** $k);
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}
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/**
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* Get median.
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*
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* @param float $lambda Scale lambda
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* @param float $k Shape k
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*
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* @return float
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*
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* @since 1.0.0
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*/
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public static function getMedian(float $lambda, float $k) : float
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{
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return $lambda * \pow(\log(2), 1 / $k);
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}
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/**
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* Get mode.
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*
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* @param float $lambda Scale lambda
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* @param float $k Shape k
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*
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* @return float
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*
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* @since 1.0.0
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*/
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public static function getMode(float $lambda, float $k) : float
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{
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return $lambda * \pow(($k - 1) / $k, 1 / $k);
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}
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/**
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* Get entropy.
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*
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* @param float $lambda Scale lambda
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* @param float $k Shape k
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*
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* @return float
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*
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* @since 1.0.0
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*/
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public static function getEntropy(float $lambda, float $k) : float
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{
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$gamma = 0.57721566490153286060651209008240243104215933593992;
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return $gamma * (1 - 1 / $k) + \log($lambda / $k) + 1;
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}
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}
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