phpOMS/Math/Stochastic/Distribution/WeibullDistribution.php

113 lines
2.4 KiB
PHP

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