Hi, dear R users I am a newbie in R and I need to use the method of meximum likelihood to fit a Weibull distribution to my survival data. I use "optim" as follows: optim(c(1.14,0.25),weibull.like,mydata=mydata,method="L-BFGS-B",hessian = TRUE) My question is: how do I setup the constraints that the two parametrs of Weibull to be pisotive? Many thanks! Any comments are greatly appreciated! Steven [[alternative HTML version deleted]]
Please read ?optim and about its arguments lower, upper Bounds on the variables for the "L-BFGS-B" method. Uwe Ligges Liang Wang wrote:> Hi, dear R users > > I am a newbie in R and I need to use the method of meximum likelihood to fit a Weibull distribution to my survival data. I use "optim" as follows: > > > optim(c(1.14,0.25),weibull.like,mydata=mydata,method="L-BFGS-B",hessian = TRUE) > > My question is: how do I setup the constraints that the two parametrs of Weibull to be pisotive? > > Many thanks! Any comments are greatly appreciated! > > Steven > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
Hello Liang, Besides looking at ?optim, you may also want to look into this nice working example www.mayin.org/ajayshah/KB/R/documents/mle/mle.html Regards, Francisco Francisco J. Zagmutt Vose Consulting 1643 Spruce St., Boulder Boulder, CO, 80302 USA www.voseconsulting.com Liang Wang wrote:> Hi, dear R users > > I am a newbie in R and I need to use the method of meximum likelihood to fit a Weibull distribution to my survival data. I use "optim" as follows: > > > optim(c(1.14,0.25),weibull.like,mydata=mydata,method="L-BFGS-B",hessian = TRUE) > > My question is: how do I setup the constraints that the two parametrs of Weibull to be pisotive? > > Many thanks! Any comments are greatly appreciated! > > Steven > [[alternative HTML version deleted]] >