[R] Weibull

[Prof Brian Ripley]

On Tue, 15 Apr 2008, Matthew B. wrote:

> Thank you
>
> I don't know anything about survival regressions. Where should I start ?
> (anything to read ?)

MASS, same as for fitdistr.

>
> Maybe it is better or easier for me to write my own functions.
>
> 2008/4/15, Prof Brian Ripley <ripley at stats.ox.ac.uk>:
>>
>> For (possibly) censored data, survreg() in package survival can be used
>> (just regress on a constant).  The parametrization is slightly different
>> from [dpqr]weibull, but it is easy to do the translation.
>>
>>
>> On Tue, 15 Apr 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
>>>
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>
>>
>> --
>> Brian D. Ripley,                  ripley at stats.ox.ac.uk
>> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
>> University of Oxford,             Tel:  +44 1865 272861 (self)
>> 1 South Parks Road,                     +44 1865 272866 (PA)
>> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>>
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595