R help - Aug 2001 - Estimating Weibull Distribution Parameters - very basic question

Hello,

is there a quick way of estimating Weibull parameters for some data points 
that are assumed to be Weibull-distributed?

I guess I'm just too lazy to set up a Maximum-Likelihood estimation... 
...but maybe there is a simpler way?

Thanks for any hint (and yes, I've read help(Weibull) ;)

Kaspar Pflugshaupt


-- 

Kaspar Pflugshaupt
Geobotanical Institute
ETH Zurich, Switzerland
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

Kaspar Pflugshaupt <pflugshaupt at geobot.umnw.ethz.ch> writes:
> Hello,
> 
> is there a quick way of estimating Weibull parameters for some data points 
> that are assumed to be Weibull-distributed?
> 
> I guess I'm just too lazy to set up a Maximum-Likelihood estimation... 
> ...but maybe there is a simpler way?
> 
> Thanks for any hint (and yes, I've read help(Weibull) ;)
How hard can it be:

x <- rweibull(200,5)
loglike<-function(p) -2*sum(dweibull(x,p[1],p[2],log=T))
optim(c(1,5),loglike)

You might want to refine that a little, but the possibility of finding
maximum likelihood estimates by writing up the likelihood and
maximizing it is ofte overlooked...

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

At 15:11 28/08/01 +0200, you wrote:
>Hello,
>
>is there a quick way of estimating Weibull parameters for some data points 
>that are assumed to be Weibull-distributed?
>
>I guess I'm just too lazy to set up a Maximum-Likelihood estimation... 
>...but maybe there is a simpler way?
>
>Thanks for any hint (and yes, I've read help(Weibull) ;)
>
>Kaspar Pflugshaupt
Look at the "Introduction to R", there is an example very close to
your
problem (section 11.7.2). In your case, the (minus) log-likelihood will be
something like:

	fn <- function(p) sum(-log(dweibull(x, p[1], p[2])))

Then use nlm() as in the example.


Emmanuel Paradis

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._