[R] Estimating Weibull Distribution Parameters - very basic question
Peter Dalgaard BSA
p.dalgaard at biostat.ku.dk
Tue Aug 28 16:10:14 CEST 2001
Kaspar Pflugshaupt <pflugshaupt at geobot.umnw.ethz.ch> writes:
> Hello,
>
> is there a quick way of estimating Weibull parameters for some data points
> that are assumed to be Weibull-distributed?
>
> I guess I'm just too lazy to set up a Maximum-Likelihood estimation...
> ...but maybe there is a simpler way?
>
> Thanks for any hint (and yes, I've read help(Weibull) ;)
How hard can it be:
x <- rweibull(200,5)
loglike<-function(p) -2*sum(dweibull(x,p[1],p[2],log=T))
optim(c(1,5),loglike)
You might want to refine that a little, but the possibility of finding
maximum likelihood estimates by writing up the likelihood and
maximizing it is ofte overlooked...
--
O__ ---- Peter Dalgaard Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
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