1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60
// Translation of nmath's qweibull
//
// Copyright (C) 2020 neek-sss
//
// 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 3 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, see <https://www.gnu.org/licenses/>.
use num_traits::Float;
use strafe_type::{FloatConstraint, LogProbability64, Probability64, Rational64, Real64};
use crate::traits::DPQ;
/// The quantile function of the Weibull distribution.
pub fn qweibull<P: Into<Probability64>, RA1: Into<Rational64>, RA2: Into<Rational64>>(
p: P,
shape: RA1,
scale: RA2,
lower_tail: bool,
) -> Real64 {
let p = p.into().unwrap();
qweibull_inner(p, shape, scale, lower_tail, false)
}
/// The quantile function of the Weibull distribution.
pub fn log_qweibull<LP: Into<LogProbability64>, RA1: Into<Rational64>, RA2: Into<Rational64>>(
p: LP,
shape: RA1,
scale: RA2,
lower_tail: bool,
) -> Real64 {
let p = p.into().unwrap();
qweibull_inner(p, shape, scale, lower_tail, true)
}
pub fn qweibull_inner<R1: Into<Rational64>, R2: Into<Rational64>>(
p: f64,
shape: R1,
scale: R2,
lower_tail: bool,
log: bool,
) -> Real64 {
let shape = shape.into().unwrap();
let scale = scale.into().unwrap();
if let Some(ret) = p.q_p01_boundaries(0.0, f64::infinity(), lower_tail, log) {
return ret.into();
}
(scale * (-p.dt_clog(lower_tail, log)).powf(1.0 / shape)).into()
}