For (possibly) censored data, survreg() in package survival can be used (just regress on a constant). The parametrization is slightly different from [dpqr]weibull, but it is easy to do the translation.
On Tue, 15 Apr 2008, Ben Bolker wrote: > Matthew B. <mtthw.bt <at> gmail.com> writes: > >> >> Dear R users, >> >> This is a basic question. >> >> I want to fit a Weibull distribution. fitdistr(data, "weibull") works and it >> is a maximum likelihood fitting. Is it a good method ? Or is it better to >> write a function for the log-likelihood and the gradient and to use a >> numerical routine ? >> >> Fitdistr works for uncensored data, but what can I use for censored (and >> uncensored) data ? >> > > fitdistr() is just fine for simple data. > for censored data you will indeed have to make up > your own negative log-likelihood function, using > dweibull() for uncensored data and pweibull() for > censored data. You don't need to write a function > for the gradient (R will compute derivatives by > finite differences automatically) unless you are > very concerned with speed and stability. > You shouldn't need anything beyond pweibull, > dweibull, and optim (or mle in the stats4 package). > > Ben Bolker > > ______________________________________________ > R-help@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. > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@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.
