/
Distributions.cpp
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/
Distributions.cpp
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#include "Distributions.h"
#include <boost/math/special_functions/gamma.hpp>
double WeibullDistribution::GetShape(double cov)
{
double COVShapeMap[][2] = {
{ 0.2, 5.79771499997173},
{ 0.25, 4.54241199979626},
{ 0.3, 3.71390899968045},
{ 0.35, 3.12889399959868},
{ 0.4, 2.69569599953813},
{ 0.45, 2.36338299949168},
{ 0.5, 2.10139499945506},
{ 0.55, 1.89028999944991},
{ 0.6, 1.71711399946416},
{ 0.65, 1.57290899947602},
{ 0.7, 1.45128599948603},
{ 0.75, 1.34756999949456},
{ 0.8, 1.25826499950191},
{ 0.85, 1.18070999950829},
{ 0.9, 1.11283999951387},
{ 0.95, 1.05303599951879},
{ 1, 1.00000000000},
{ 1.05, 0.952723999521795},
{ 1.1, 0.910336999520577},
{ 1.15, 0.872158999519479},
{ 1.2, 0.837617999518485},
{ 1.25, 0.806238999517583},
{ 1.3, 0.77762399951676},
{ 1.35, 0.751435999516007},
{ 1.4, 0.727388999515316},
{ 1.45, 0.705238999514679}
};
double covStart = COVShapeMap[0][0];
double covDiff = 0.05;
double i = (cov - covStart) / covDiff;
int index = (int)i;
if( i-int(i) > 0.025 )
index++;
//int index = ceil(i);
return COVShapeMap[index][1];
}
//WeibullDistribution::WeibullDistribution(double mean, double cov, double x1, double x2):
// Distribution(x1, x2),
// _wblObject(weibull_distribution<>(1.0, 1.0))
//{
// SetParameters(mean, cov);
//}
WeibullDistribution::WeibullDistribution(double mean, double cov, int dummy):
_wblObject( weibull_distribution<>(1.0, 1.0))
{
SetParameters(mean, cov);
}
void WeibullDistribution::SetParameters(double mean, double cov)
{
Distribution::SetParameters(mean, cov);
double vShape = GetShape(cov);
double vScale = mean / boost::math::tgamma(1 + 1 / vShape) ;
_wblObject = weibull_distribution<>(vShape, vScale);
_name = "Wbl";
}
double WeibullDistribution::GetScale()
{
return _wblObject.scale();
}
double WeibullDistribution::GetShape()
{
return _wblObject.shape();
}
void WeibullDistribution::DisplayParameters()
{
std::cout << "[" << _wblObject.scale() << "," << _wblObject.shape() << "],";
}
double WeibullDistribution::pdf(const double& t)
{
double originalPdf = 0.0;
if(t==0 && _wblObject.shape() == 1)
originalPdf = (1.0 / _wblObject.scale());
else
originalPdf = boost::math::pdf(_wblObject, t);
return originalPdf;
}
double WeibullDistribution::cdf(const double& t)
{
double originalCdf = 0.0;
originalCdf = boost::math::cdf(_wblObject,t);
return originalCdf;
}
void PolyWeibullDistribution::DisplayParameters()
{
std::cout<< _count << "[" << _lambda << "," << _gamma << "],";
}
PolyWeibullDistribution::PolyWeibullDistribution(double scale, double shape, int n)
{
_wblObject = WeibullDistribution(scale, shape);
_count = n;
_lambda = 1/_wblObject.GetScale();
_gamma = _wblObject.GetShape();
}
PolyWeibullDistribution::PolyWeibullDistribution(double mean, double cov, int n, int dummy)
{
_wblObject = WeibullDistribution(mean, cov, dummy);
_count = n;
_lambda = 1/_wblObject.GetScale();
_gamma = _wblObject.GetShape();
}
double PolyWeibullDistribution::pdf(const double& t)
{
double lambda_t = _lambda * t;
double suffix = exp(-_count * pow( lambda_t, _gamma));
double prefix = _count * (_lambda*_gamma) * pow(lambda_t, _gamma-1);
return prefix * suffix;
}
double PolyWeibullDistribution::cdf(const double& t)
{
double base = pow( _lambda * t, _gamma);
return 1-exp(-_count * base);
}
//https://projects.coin-or.org/svn/LEMON/trunk/lemon/random.h
void LogNormalDistribution::SetParameters(double mean, double cov)
{
double lg = log(1+cov*cov);
double new_mean = log(mean)-lg/2;
double new_sd = sqrt(lg);
_lognmlObject = lognormal(new_mean , new_sd );
// _lognmlObject = lognormal( log(1/0.438), 0.315 );
_name = "Lognormal";
}
void UniformDistribution::SetParameters(double mean, double cov)
{
double sd = mean *cov;
double b = sd*sqrt(3.0) + mean;
double a = 2*mean - b;
_uniformObject = uniform_distribution<>(a, b);
_name="Uniform";
}
UniformDistribution::UniformDistribution(double mean, double cov, int dummy)
{
SetParameters(mean, cov);
}