Class: ERV::WeibullDistribution

Inherits:
Distribution show all
Defined in:
lib/erv/weibull_distribution.rb

Constant Summary

Constants inherited from Distribution

Distribution::DEFAULT_SEED

Instance Method Summary collapse

Constructor Details

#initialize(opts = {}) ⇒ WeibullDistribution

Returns a new instance of WeibullDistribution.

Raises:

  • (ArgumentError) 


5
6
7
8
9
10
11
12
13
14
15
 
# File 'lib/erv/weibull_distribution.rb', line 5

def initialize(opts = {})
  super(opts)

  raise ArgumentError unless opts[:scale] and opts[:shape]

  @scale = opts[:scale].to_f
  @shape = opts[:shape].to_f

  raise ArgumentError, 'scale parameter must be greater than zero!' unless @scale > 0.0
  raise ArgumentError, 'shape parameter must be greater than zero!' unless @shape > 0.0
end

Instance Method Details

#sample ⇒ Object

For more details, see [KROESE11], section 4.2.18, algorithm 4.66 and



18
19
20
21
 
# File 'lib/erv/weibull_distribution.rb', line 18

def sample
  u = @rng.rand
  @scale * (-Math.log(1 - u))**(1.0 / @shape)
end