[R] weighted 2 or 3 parameter weibull estimation?
Jeff D. Hamann
jeff_hamann at hamanndonald.com
Sat Apr 6 09:19:02 CEST 2002
Subject: Re: [R] weighted 2 or 3 parameter weibull estimation?
Without knowing your cost function (i.e., that passed to optim) its hard
to help.
T.
Here's what I used to obtain my estimates:
# estimate the two parameter weibull
loglike <- function(p) -2*sum(dweibull(expf,p[1],p[2],log=T))
est <- optim( c(1,5), loglike )
as I mentioned, I'm very much a newbie at using optim (and maybe less so
with R), but I hope this help answer your question.
Thanks,
Jeff.
> I've figured out how to use optim (barely) to estimate 2 parameter =
> weibull distributions. I can't get over how easy this is. What I need to
=
> do is use a weight in the observations.....
>
> For example,=20
>
> the tree diameters and weights are are=20
>
> 4.70 , 100
> 6.00, 98
> 7.10, 75.0
> 8.10, 86.3
> 8.60, 80.456
> 8.90, 20.5
> 9.50, 16.6
> 11.40, 12.657
> 11.80, 12.47
> 14.50, 8.98
> 16.00,4.5
> 16.90,2.36
> 18.90, 0.256
>
> which yield
>
> LOCATION =3D 0.0000 MEAN =3D 10.9921
> SCALE =3D 12.3436 VARIANCE =3D 18.0027
> SHAPE =3D 2.8050 SKEWNESS =3D 0.2354
>
> which are the values without the weights. I can't find any reference to
=
> weights in the optim function and I'm afraid I'm a little stuck here. =
> After I figure out how to include the weights, I'll then need to =
> estimate the 3-parameter estimates. Any help would be greatful.=20
>
> Thanks,
> Jeff.
Jeff D. Hamann
Hamann, Donald & Associates, Inc.
PO Box 1421
Corvallis, Oregon USA 97339-1421
Bus. 541-753-7333
Cell. 541-740-5988
jeff_hamann at hamanndonald.com
www.hamanndonald.com
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