R help - Sep 2014 - Simulating from a Weibull distribution

Hi,
I wish to simulate some data from a Weibull distribution. The rweibull function
in R uses the parameterisation

'with shape parameter a and scale parameter b has density given by f(x) =
(a/b) (x/b)^(a-1) exp(- (x/b)^a)'.

However, it would be much more useful for me to simulate data using a different
parameterisation of the

Weibull, with shape a1 and scale b1,  namely f(x) = a1*b1*x^(a1-1)exp(-b1*x^a1).

However I'm not sure how to do this, as I have only ever used the random
generators that come pre-programmed in R.

Is there a package or example someone can point me to that demonstrates how to
simulate data from any given distribution?

Cheers,

Lucy




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Hi Lucy,

Try the gamlss.dist package, specifically the rWEI2() function.

Cheers,

Josh


On Wed, Sep 3, 2014 at 11:52 AM, Lucy Leigh <lucy.leigh at
newcastle.edu.au>
wrote:
> Hi,
> I wish to simulate some data from a Weibull distribution. The rweibull
> function in R uses the parameterisation
>
> 'with shape parameter a and scale parameter b has density given by f(x)
> (a/b) (x/b)^(a-1) exp(- (x/b)^a)'.
>
> However, it would be much more useful for me to simulate data using a
> different parameterisation of the
>
> Weibull, with shape a1 and scale b1,  namely f(x) >
a1*b1*x^(a1-1)exp(-b1*x^a1).
>
> However I'm not sure how to do this, as I have only ever used the
random
> generators that come pre-programmed in R.
>
> Is there a package or example someone can point me to that demonstrates
> how to simulate data from any given distribution?
>
> Cheers,
>
> Lucy
>
>
>
>
>         [[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.
>


-- 
Joshua F. Wiley
Ph.D. Student, UCLA Department of Psychology
http://joshuawiley.com/
Senior Analyst, Elkhart Group Ltd.
http://elkhartgroup.com
Office: 260.673.5518

	[[alternative HTML version deleted]]

On 02/09/2014, 9:52 PM, Lucy Leigh wrote:
> Hi,
> I wish to simulate some data from a Weibull distribution. The rweibull
function in R uses the parameterisation
> 
> 'with shape parameter a and scale parameter b has density given by f(x)
= (a/b) (x/b)^(a-1) exp(- (x/b)^a)'.
> 
> However, it would be much more useful for me to simulate data using a
different parameterisation of the
> 
> Weibull, with shape a1 and scale b1,  namely f(x) =
a1*b1*x^(a1-1)exp(-b1*x^a1).
> 
> However I'm not sure how to do this, as I have only ever used the
random generators that come pre-programmed in R.
> 
> Is there a package or example someone can point me to that demonstrates how
to simulate data from any given distribution?
That's the same distribution, just with the parameters specified
differently.  The correspondence is

a1 = a
b1 = b^(-a)

or

a = a1
b = b1^(-1/a1)

Duncan Murdoch

On Sep 2, 2014, at 6:52 PM, Lucy Leigh wrote:
> Hi,
> I wish to simulate some data from a Weibull distribution. The rweibull
function in R uses the parameterisation
> 
> 'with shape parameter a and scale parameter b has density given by f(x)
= (a/b) (x/b)^(a-1) exp(- (x/b)^a)'.
> 
> However, it would be much more useful for me to simulate data using a
different parameterisation of the
> 
> Weibull, with shape a1 and scale b1,  namely f(x) =
a1*b1*x^(a1-1)exp(-b1*x^a1).
> 
> However I'm not sure how to do this, as I have only ever used the
random generators that come pre-programmed in R.
> 
> Is there a package or example someone can point me to that demonstrates how
to simulate data from any given distribution?
You could look at an alternative parametrization in pkg:survival. An exmaple in
the survreg docs says:

# Weibull parametrisation
y<-rweibull(1000, shape=2, scale=5)

survreg(Surv(y)~1, dist="weibull")
# survreg scale parameter maps to 1/shape, linear predictor to log(scale)





David Winsemius
Alameda, CA, USA