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LognormalRV.cpp Go to the documentation of this file. /* ****************************************************************** ** ** OpenSees - Open System for Earthquake Engineering Simulation ** ** Pacific Earthquake Engineering Research Center ** ** ** ** ** ** (C) Copyright 2001, The Regents of the University of California ** ** All Rights Reserved. ** ** ** ** Commercial use of this program without express permission of the ** ** University of California, Berkeley, is strictly prohibited. See ** ** file 'COPYRIGHT' in main directory for information on usage and ** ** redistribution, and for a DISCLAIMER OF ALL WARRANTIES. ** ** ** ** Developed by: ** ** Frank McKenna (fmckenna@ce.berkeley.edu) ** ** Gregory L. Fenves (fenves@ce.berkeley.edu) ** ** Filip C. Filippou (filippou@ce.berkeley.edu) ** ** ** ** Reliability module developed by: ** ** Terje Haukaas (haukaas@ce.berkeley.edu) ** ** Armen Der Kiureghian (adk@ce.berkeley.edu) ** ** ** ** ****************************************************************** */ // $Revision: 1.7 $ // $Date: 2003/10/27 23:04:39 $ // $Source: /usr/local/cvs/OpenSees/SRC/reliability/domain/distributions/LognormalRV.cpp,v $ // // Written by Terje Haukaas (haukaas@ce.berkeley.edu) // #include <LognormalRV.h> #include <NormalRV.h> #include <math.h> #include <string.h> #include <classTags.h> #include <OPS_Globals.h> LognormalRV::LognormalRV(int passedTag, double passedMean, double passedStdv, double passedStartValue) :RandomVariable(passedTag, RANDOM_VARIABLE_lognormal) { if (passedMean<0.0) { isPositive = false; passedMean = -passedMean; } else { isPositive = true; } tag = passedTag ; zeta = sqrt( log( 1+(passedStdv/passedMean)*(passedStdv/passedMean) ) ); lambda = log(passedMean) - 0.5*zeta*zeta; startValue = passedStartValue; } LognormalRV::LognormalRV(int passedTag, double passedParameter1, double passedParameter2, double passedParameter3, double passedParameter4, double passedStartValue) :RandomVariable(passedTag, RANDOM_VARIABLE_lognormal) { if (passedParameter2<0.0) { isPositive = false; passedParameter2 = -passedParameter2; } else { isPositive = true; } tag = passedTag ; lambda = passedParameter1; zeta = passedParameter2; startValue = passedStartValue; } LognormalRV::LognormalRV(int passedTag, double passedMean, double passedStdv) :RandomVariable(passedTag, RANDOM_VARIABLE_lognormal) { if (passedMean<0.0) { isPositive = false; passedMean = -passedMean; } else { isPositive = true; } tag = passedTag ; zeta = sqrt( log( 1+(passedStdv/passedMean)*(passedStdv/passedMean) ) ); lambda = log(passedMean) - 0.5*zeta*zeta; startValue = getMean(); } LognormalRV::LognormalRV(int passedTag, double passedParameter1, double passedParameter2, double passedParameter3, double passedParameter4) :RandomVariable(passedTag, RANDOM_VARIABLE_lognormal) { if (passedParameter2<0.0) { isPositive = false; passedParameter2 = -passedParameter2; } else { isPositive = true; } tag = passedTag ; lambda = passedParameter1; zeta = passedParameter2; startValue = getMean(); } LognormalRV::~LognormalRV() { } void LognormalRV::Print(OPS_Stream &s, int flag) { } double LognormalRV::getPDFvalue(double rvValue) { if (!isPositive) { // The formal answer is: f(x) = f_pos(x+2|x|), but let's do it simple here rvValue = -rvValue; } double result; if ( 0.0 < rvValue ) { double pi = 3.14159265358979; result = 1/(sqrt(2*pi)*zeta*rvValue) * exp(-0.5* pow ( (log(rvValue)-lambda) / zeta, 2 ) ); } else { result = 0.0; } return result; } double LognormalRV::getCDFvalue(double rvValue) { double result; static NormalRV aStandardNormalRV( 1, 0.0, 1.0, 0.0); if (isPositive) { if ( 0.0 < rvValue ) { result = aStandardNormalRV.getCDFvalue((log(rvValue)-lambda)/zeta); } else { result = 0.0; } } else { if ( rvValue < 0.0 ) { result = aStandardNormalRV.getCDFvalue((log(fabs(rvValue))-lambda)/zeta); result = 1.0-result; } else { result = 1.0; } } // Return result depending on type of random variable if (isPositive) { return result; } else { return 1-result; } /* // First, flip it around if it's a negative lognormal if (!isPositive) { rvValue = -rvValue; } // Compute the ordinary CDF double result; if ( 0.0 < rvValue ) { RandomVariable *aStandardNormalRV; aStandardNormalRV= new NormalRV( 1, 0.0, 1.0, 0.0); result = aStandardNormalRV->getCDFvalue((log(rvValue)-lambda)/zeta); delete aStandardNormalRV; } else { result = 0.0; } // Return result depending on type of random variable if (isPositive) { return result; } else { return 1-result; } */ } double LognormalRV::getInverseCDFvalue(double probValue) { if ( probValue > 1.0 || probValue < 0.0) { opserr << "Invalid probability value input to inverse CDF function" << endln; return 0.0; } else { static NormalRV aStandardNormalRV( 1, 0.0, 1.0, 0.0); if (isPositive) { double inverseNormal = aStandardNormalRV.getInverseCDFvalue(probValue); return exp(inverseNormal*zeta + lambda); } else { double inverseNormal = aStandardNormalRV.getInverseCDFvalue(1.0-probValue); return (-exp(inverseNormal*zeta + lambda)); } } } const char * LognormalRV::getType() { return "LOGNORMAL"; } double LognormalRV::getMean() { if (isPositive) { return exp(lambda+0.5*zeta*zeta); } else { return -exp(lambda+0.5*zeta*zeta); } } double LognormalRV::getStdv() { return exp(lambda+0.5*zeta*zeta)*sqrt(exp(zeta*zeta)-1); } double LognormalRV::getStartValue() { return startValue; } double LognormalRV::getParameter1() {return lambda;} double LognormalRV::getParameter2() { if (isPositive) { return zeta; } else { return -zeta; } } double LognormalRV::getParameter3() {opserr<<"No such parameter in r.v. #"<<tag<<endln; return 0.0;} double LognormalRV::getParameter4() {opserr<<"No such parameter in r.v. #"<<tag<<endln; return 0.0;} Generated on Mon Oct 23 15:05:26 2006 for OpenSees by  1.5.0

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