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Message-ID: <15695.38788.195751.659423@gargle.gargle.HOWL>
Date: 2002-08-06T09:31:48Z
From: Martin Maechler
Subject: Estimating Weibull parameters
In-Reply-To: <3D4F8CCE.7020505@iaew.rwth-aachen.de>

>>>>> "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			<><

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