I've figured out how to use optim (barely) to estimate 2 parameter weibull
distributions. I can't get over how easy this is. What I need to do is use
a weight in the observations.....
For example,=20
the tree diameters and weights are are=20
4.70 , 100
6.00, 98
7.10, 75.0
8.10, 86.3
8.60, 80.456
8.90, 20.5
9.50, 16.6
11.40, 12.657
11.80, 12.47
14.50, 8.98
16.00,4.5
16.90,2.36
18.90, 0.256
which yield
LOCATION =3D 0.0000 MEAN =3D 10.9921
SCALE =3D 12.3436 VARIANCE =3D 18.0027
SHAPE =3D 2.8050 SKEWNESS =3D 0.2354
which are the values without the weights. I can't find any reference to
weights in the optim function and I'm afraid I'm a little stuck here.
After I figure out how to include the weights, I'll then need to estimate
the 3-parameter estimates. Any help would be greatful.=20
Thanks,
Jeff.
Jeff D. Hamann
Hamann, Donald & Associates, Inc.
PO Box 1421
Corvallis, Oregon USA 97339-1421
Bus. 541-753-7333
Cell. 541-740-5988
jeff_hamann at hamanndonald.com
www.hamanndonald.com
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Without knowing your cost function (i.e., that passed to optim) its hard to help. T. On Fri, 2002-04-05 at 02:19, Jeff D. Hamann wrote:> > I've figured out how to use optim (barely) to estimate 2 parameter > weibull distributions. I can't get over how easy this is. What I need to > do is use a weight in the observations..... > > For example,=20 > > the tree diameters and weights are are=20 > > 4.70 , 100 > 6.00, 98 > 7.10, 75.0 > 8.10, 86.3 > 8.60, 80.456 > 8.90, 20.5 > 9.50, 16.6 > 11.40, 12.657 > 11.80, 12.47 > 14.50, 8.98 > 16.00,4.5 > 16.90,2.36 > 18.90, 0.256 > > which yield > > LOCATION =3D 0.0000 MEAN =3D 10.9921 > SCALE =3D 12.3436 VARIANCE =3D 18.0027 > SHAPE =3D 2.8050 SKEWNESS =3D 0.2354 > > which are the values without the weights. I can't find any reference to > weights in the optim function and I'm afraid I'm a little stuck here. > After I figure out how to include the weights, I'll then need to > estimate the 3-parameter estimates. Any help would be greatful.=20 > > Thanks, > Jeff. > > > Jeff D. Hamann > Hamann, Donald & Associates, Inc. > PO Box 1421 > Corvallis, Oregon USA 97339-1421 > Bus. 541-753-7333 > Cell. 541-740-5988 > jeff_hamann at hamanndonald.com > www.hamanndonald.com > > > > > -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- > 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 > _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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 _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Subject: Re: [R] weighted 2 or 3 parameter weibull estimation? Without knowing your cost function (i.e., that passed to optim) its hard to help. T. Here's what I used to obtain my estimates: # estimate the two parameter weibull loglike <- function(p) -2*sum(dweibull(expf,p[1],p[2],log=T)) est <- optim( c(1,5), loglike ) as I mentioned, I'm very much a newbie at using optim (and maybe less so with R), but I hope this help answer your question. Thanks, Jeff.> I've figured out how to use optim (barely) to estimate 2 parameter > weibull distributions. I can't get over how easy this is. What I need to > do is use a weight in the observations..... > > For example,=20 > > the tree diameters and weights are are=20 > > 4.70 , 100 > 6.00, 98 > 7.10, 75.0 > 8.10, 86.3 > 8.60, 80.456 > 8.90, 20.5 > 9.50, 16.6 > 11.40, 12.657 > 11.80, 12.47 > 14.50, 8.98 > 16.00,4.5 > 16.90,2.36 > 18.90, 0.256 > > which yield > > LOCATION =3D 0.0000 MEAN =3D 10.9921 > SCALE =3D 12.3436 VARIANCE =3D 18.0027 > SHAPE =3D 2.8050 SKEWNESS =3D 0.2354 > > which are the values without the weights. I can't find any reference to > weights in the optim function and I'm afraid I'm a little stuck here. > After I figure out how to include the weights, I'll then need to > estimate the 3-parameter estimates. Any help would be greatful.=20 > > Thanks, > Jeff.Jeff D. Hamann Hamann, Donald & Associates, Inc. PO Box 1421 Corvallis, Oregon USA 97339-1421 Bus. 541-753-7333 Cell. 541-740-5988 jeff_hamann at hamanndonald.com www.hamanndonald.com -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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 _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._