1 files changed, 64 insertions, 0 deletions
diff --git a/gsl-1.9/randist/weibull.c b/gsl-1.9/randist/weibull.c
new file mode 100644
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+++ b/gsl-1.9/randist/weibull.c
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+/* randist/weibull.c
+ * 
+ * Copyright (C) 1996, 1997, 1998, 1999, 2000 James Theiler, Brian Gough
+ * 
+ * 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 of the License, 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 program; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
+ */
+
+#include <config.h>
+#include <math.h>
+#include <gsl/gsl_rng.h>
+#include <gsl/gsl_randist.h>
+
+/* The Weibull distribution has the form,
+
+   p(x) dx = (b/a) (x/a)^(b-1) exp(-(x/a)^b) dx
+
+ */
+
+double
+gsl_ran_weibull (const gsl_rng * r, const double a, const double b)
+{
+  double x = gsl_rng_uniform_pos (r);
+
+  double z = pow (-log (x), 1 / b);
+
+  return a * z;
+}
+
+double
+gsl_ran_weibull_pdf (const double x, const double a, const double b)
+{
+  if (x < 0)
+    {
+      return 0 ;
+    }
+  else if (x == 0)
+    {
+      if (b == 1)
+        return 1/a ;
+      else
+        return 0 ;
+    }
+  else if (b == 1)
+    {
+      return exp(-x/a)/a ;
+    }
+  else
+    {
+      double p = (b/a) * exp (-pow (x/a, b) + (b - 1) * log (x/a));
+      return p;
+    }
+}