Weibull.h

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/*!
 * 
 *
 * \brief       Implements a Weibull distribution.
 * 
 * 
 *
 * \author      O. Krause
 * \date        2010-01-01
 *
 *
 * \par Copyright 1995-2017 Shark Development Team
 * 
 * <BR><HR>
 * This file is part of Shark.
 * <http://shark-ml.org/>
 * 
 * Shark is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Lesser General Public License as published 
 * by the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 * 
 * Shark 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 Lesser General Public License for more details.
 * 
 * You should have received a copy of the GNU Lesser General Public License
 * along with Shark.  If not, see <http://www.gnu.org/licenses/>.
 *
 */
#ifndef SHARK_RNG_WEIBULL_H
#define SHARK_RNG_WEIBULL_H

#include <shark/Core/Exception.h>
#include <shark/Rng/Rng.h>


#include <boost/random.hpp>
#include <boost/random/uniform_01.hpp>
#include <cmath>
#include <istream>
namespace shark{

/// \brief Weibull distribution.
template<class RealType = double>
class Weibull_distribution
    {
    public:
        typedef RealType input_type;
        typedef RealType result_type;

        explicit Weibull_distribution(RealType alpha,RealType beta)
            :alpha_(alpha),beta_(beta)
        {}

        RealType alpha() const
        {
            return alpha_;
        }
        RealType beta()const
        {
            return beta_;
        }

        void reset() { }

        template<class Engine>
        result_type operator()(Engine& eng)
        {
            double uni = boost::uniform_01<RealType>()(eng);
            return std::pow(-beta_ * std::log(1. - uni), 1 / alpha_);
        }

        template<class CharT, class Traits>
        friend std::basic_ostream<CharT,Traits>&
            operator<<(std::basic_ostream<CharT,Traits>& os, const Weibull_distribution& d)
        {
            os << d.alpha_;
            os << d.beta_;
            return os;
        }

        template<class CharT, class Traits>
        friend std::basic_istream<CharT,Traits>&
            operator>>(std::basic_istream<CharT,Traits>& is, Weibull_distribution& d)
        {
            is >> d.alpha_;
            is >> d.beta_;
            return is;
        }
    private:
        RealType alpha_;
        RealType beta_;
    };

/// \brief Weibull distributed random variable.
template<typename RngType = shark::DefaultRngType>
class Weibull:public boost::variate_generator<RngType*,Weibull_distribution<> >
    {
    private:
        typedef boost::variate_generator<RngType*,Weibull_distribution<> > Base;
    public:

        Weibull( RngType & rng, double alpha = 1, double beta = 1 )
            :Base(&rng,Weibull_distribution<>(alpha,beta))
        {}

        using Base::operator();

        double operator()(double alpha,double beta)
        {
            Weibull_distribution<> dist(alpha,beta);
            return dist(Base::engine());
        }

        double alpha()const
        {
            return Base::distribution().alpha();
        }
        double beta()const
        {
            return Base::distribution().beta();
        }
        void alpha(double newAlpha)
        {
            Base::distribution()=Weibull_distribution<>(newAlpha,beta());
        }
        void vbeta(double newBeta)
        {
            Base::distribution()=Weibull_distribution<>(alpha(),newBeta);
        }

        double p(double x)const
        {
            SHARK_RUNTIME_CHECK(x > 0,"Weibull distribution not defined for x <= 0");
            return alpha() / beta() * exp(-pow(x / beta(), alpha())) * pow(x / beta(), alpha() - 1.);

        }

    };
}
#endif