Maithili Shiva
2009-Mar-18 14:17 UTC
[R] Estimating Parameters of Weibull and Pareto distribution using LMOM package
Dear R helpers I have r file which estimate the parameters of 3 parameter Weibull - (A) - continuous shape parameter (alpha) - continuous scale parameter (beta) - continuous location parameter (gamma) (B) Also, I have a r file which calculates the parameters of Generalized Pareto distribution. - location parameter xi, - scale parameter alpha and - shape parameter k However, If I have to use the same files for estimating parameters of 2 parameter Weibull and 2 parameter Pareto distribution, how do I use it? I am giving the R script I am using to calculate the Generalized Pareto distribution as library(lmom) amounts <- (10023.47, 10171.42,13446.83,10263.49,10219.07, 10025.71, 10318.88, 10034.85,10004.98,10012.72) lmom <- samlmu(amounts); lmom parameters_of_Gen_Pareto <- pelgpa(lmom); parameters_of_Gen_Pareto The parameters estimated are xi alpha k 9993.3131812 81.9540457 -0.8213843 If the location paramter xi = 0, then this becomes two parameter Paretom distribution. However, it is my gut feeling that if xi = 0, other parameter values will also change. Please help me out. Regards and thanking in advance Maithili