[R] Weibull parameter estimation

[Terry Therneau]

>
> I would like to fit weibull parameters using "Method of moments" in order to
> provide the inital values of the parameter to de function 'fitdistr' . I
> don`t have much experience with maths and I don't know how to do it.
>
> Can anyone please put me in the rigth direction?
>

A simple approach is to use survreg.

> library(survival)
> x <- rweibull(5000, shape=5, scale=pi)

> fit <- survreg(Surv(x) ~ 1, dist='weibull')
> summary(fit)
            Value Std. Error     z p
(Intercept)  1.14     0.0094 121.4 0
Log(scale)  -1.61     0.0349 -46.1 0

Scale= 0.2 

Weibull distribution
Loglik(model)= -499.2   Loglik(intercept only)= -499.2
Number of Newton-Raphson Iterations: 7 
n= 500 

> 1/fit$scale
[1] 5.001574

> exp(fit$coef)
(Intercept) 
   3.131531 

  The survreg function imbeds the Weibull in a larger location-scale framework, 
leading to a different parameterization:
  	1/(rweibull "shape")  = survreg "scale"
  	log(rweibull "scale") = survreg intercept
  	
The results are the MLE, so you won't need to follow with fitdistr.

	Terry Therneau