Estimating Weibull parameters
"Hagen" == Hagen Schm?ller <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 _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._