[R] Estimating Weibull parameters

[Martin Maechler]

>>>>> "Hagen" == Hagen Schmöller <Hagen.Schmoeller at iaew.rwth-aachen.de> writes:


    Hagen> I have a vector of Weibull distributed observations
    Hagen> and I would like to estimate the parameters "shape"
    Hagen> and "scale" of the Weibull distribution.  Is there a
    Hagen> way to do this in R?

Yes, use the  fitdistr() function from the MASS package.
Its help file starts as

>> fitdistr                package:MASS                R Documentation
>>
>> Maximum-likelihood Fitting of Univariate Distributions
>>
>> Description:
>>
>>      Maximum-likelihood fitting of univariate distributions, allowing
>>      parameters to be held fixed if desired.
>>
>> Usage:
>>
>>      fitdistr(x, densfun, start, ...)
>>
>> Arguments:
>>
>>        x: A numeric vector.
>>
>>  densfun: Either a character string or a function returning a density
>>           evaluated at its first argument.
>>
>>           Distributions `"beta"', `"cauchy"', `"chi-squared"',
>>           `"exponential"', `"f"', `"gamma"', `"log-normal"',
>>           `"lognormal"', `"logistic"', `"negative binomial"',
>>           `"normal"', `"t"', `"uniform"' and `"weibull"' are
>>           recognised, case being ignored.

Regards,

Martin Maechler <maechler at stat.math.ethz.ch>	http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum  LEO C16	Leonhardstr. 27
ETH (Federal Inst. Technology)	8092 Zurich	SWITZERLAND
phone: x-41-1-632-3408		fax: ...-1228			<><

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._