@stdlib/stats-base-dists-weibull-logpdf
v0.3.1
Published
Weibull distribution logarithm of probability density function (PDF).
Readme
Logarithm of Probability Density Function
Weibull distribution logarithm of probability density function (PDF).
The probability density function (PDF) for a Weibull random variable is
where lambda > 0 and k > 0 are the respective scale and shape parameters of the distribution.
Installation
npm install @stdlib/stats-base-dists-weibull-logpdfUsage
var logpdf = require( '@stdlib/stats-base-dists-weibull-logpdf' );logpdf( x, k, lambda )
Evaluates the logarithm of the probability density function (PDF) for a Weibull distribution with shape parameter k and scale parameter lambda.
var y = logpdf( 2.0, 1.0, 0.5 );
// returns ~-3.307
y = logpdf( -1.0, 4.0, 2.0 );
// returns -InfinityIf provided NaN as any argument, the function returns NaN.
var y = logpdf( NaN, 1.0, 1.0 );
// returns NaN
y = logpdf( 0.0, NaN, 1.0 );
// returns NaN
y = logpdf( 0.0, 1.0, NaN );
// returns NaNIf provided k <= 0, the function returns NaN.
var y = logpdf( 2.0, 0.0, 1.0 );
// returns NaN
y = logpdf( 2.0, -1.0, 1.0 );
// returns NaNIf provided lambda <= 0, the function returns NaN.
var y = logpdf( 2.0, 1.0, 0.0 );
// returns NaN
y = logpdf( 2.0, 1.0, -1.0 );
// returns NaNlogpdf.factory( k, lambda )
Returns a function for evaluating the logarithm of the PDF for a Weibull distribution with shape parameter k and scale parameter lambda.
var mylogpdf = logpdf.factory( 2.0, 10.0 );
var y = mylogpdf( 12.0 );
// returns ~-2.867
y = mylogpdf( 5.0 );
// returns ~-2.553Notes
- In virtually all cases, using the
logpdforlogcdffunctions is preferable to manually computing the logarithm of thepdforcdf, respectively, since the latter is prone to overflow and underflow.
Examples
var uniform = require( '@stdlib/random-array-uniform' );
var logEachMap = require( '@stdlib/console-log-each-map' );
var logpdf = require( '@stdlib/stats-base-dists-weibull-logpdf' );
var opts = {
'dtype': 'float64'
};
var lambda = uniform( 10, 0.0, 10.0, opts );
var k = uniform( 10, 0.0, 10.0, opts );
var x = uniform( 10, 0.0, 10.0, opts );
logEachMap( 'x: %0.4f, k: %0.4f, λ: %0.4f, ln(f(x;k,λ)): %0.4f', x, k, lambda, logpdf );C APIs
Usage
#include "stdlib/stats/base/dists/weibull/logpdf.h"stdlib_base_dists_weibull_logpdf( x, k, lambda )
Evaluates the logarithm of the probability density function (PDF) for a Weibull distribution with shape parameter k and scale parameter lambda.
double out = stdlib_base_dists_weibull_logpdf( 2.0, 1.0, 0.5 );
// returns ~3.307The function accepts the following arguments:
- x:
[in] doubleinput value. - k:
[in] doubleshape parameter. - lambda:
[in] doublescale parameter.
double stdlib_base_dists_weibull_logpdf( const double x, const double k, const double lambda );Examples
#include "stdlib/stats/base/dists/weibull/logpdf.h"
#include <stdlib.h>
#include <stdio.h>
static double random_uniform( const double min, const double max ) {
double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
return min + ( v*(max-min) );
}
int main( void ) {
double lambda;
double x;
double k;
double y;
int i;
for ( i = 0; i < 25; i++ ) {
x = random_uniform( 0.0, 10.0 );
lambda = random_uniform( 0.0, 10.0 );
k = random_uniform( 0.0, 10.0 );
y = stdlib_base_dists_weibull_logpdf( x, k, lambda );
printf( "x: %lf, k: %lf, λ: %lf, ln(f(x;k,λ)): %lf\n", x, k, lambda, y );
}
}Notice
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
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License
See LICENSE.
Copyright
Copyright © 2016-2026. The Stdlib Authors.
