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Weibull doc numerics warning #1509

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Oct 16, 2024
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Weibull doc numerics warning #1509

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9a6fe0a
Weibull density and numerics warning
benjamin-lieser Oct 11, 2024
d7f1084
fmt
benjamin-lieser Oct 11, 2024
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9 changes: 9 additions & 0 deletions rand_distr/src/weibull.rs
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Expand Up @@ -19,6 +19,10 @@ use rand::Rng;
/// scale parameter `λ` (`lambda`) and shape parameter `k`. It is used
/// to model reliability data, life data, and accelerated life testing data.
///
/// # Density function
///
/// `f(x; λ, k) = (k / λ) * (x / λ)^(k - 1) * exp(-(x / λ)^k)` for `x >= 0`.
///
/// # Plot
///
/// The following plot shows the Weibull distribution with various values of `λ` and `k`.
Expand All @@ -33,6 +37,11 @@ use rand::Rng;
/// let val: f64 = rand::rng().sample(Weibull::new(1., 10.).unwrap());
/// println!("{}", val);
/// ```
///
/// # Numerics
///
/// For small `k` like `< 0.005`, even with `f64` a significant number of samples will be so small that they underflow to `0.0`
/// or so big they overflow to `inf`. This is a limitation of the floating point representation and not specific to this implementation.
#[derive(Clone, Copy, Debug, PartialEq)]
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
pub struct Weibull<F>
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