[R] Weibull

Cleber Nogueira Borges klebyn at yahoo.com.br
Tue Apr 15 21:15:15 CEST 2008


Ben Bolker wrote:
> Matthew B. <mtthw.bt <at> gmail.com> writes:
>
>   
>> Dear R users,
>>
>> This is a basic question.
>>
>> I want to fit a Weibull distribution. fitdistr(data, "weibull") works and it
>> is a maximum likelihood fitting. Is it a good method ? Or is it better to
>> write a function for the log-likelihood and the gradient and to use a
>> numerical routine ?
>>
>> Fitdistr works for uncensored data, but what can I use for censored (and
>> uncensored) data ?
>>
>>     
>
>   fitdistr() is just fine for simple data.
>   for censored data you will indeed have to make up
> your own negative log-likelihood function, using
> dweibull() for uncensored data and pweibull() for
> censored data.  You don't need to write a function
> for the gradient (R will compute derivatives by
> finite differences automatically) unless you are
> very concerned with speed and stability.
>   You shouldn't need anything beyond pweibull,
> dweibull, and optim (or mle in the stats4 package).
>
>   Ben Bolker
> ______________________________________________
>
>
>   
Do You have a example for how to make this?? 

TIA


Cleber



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