[R] Estimating Weibull Distribution Parameters - very basic question

Emmanuel Paradis paradis at isem.univ-montp2.fr
Tue Aug 28 18:36:08 CEST 2001


At 15:11 28/08/01 +0200, you wrote:
>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) ;)
>
>Kaspar Pflugshaupt

Look at the "Introduction to R", there is an example very close to your
problem (section 11.7.2). In your case, the (minus) log-likelihood will be
something like:

	fn <- function(p) sum(-log(dweibull(x, p[1], p[2])))

Then use nlm() as in the example.


Emmanuel Paradis

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