On Tue, 15 Apr 2008, Matthew B. wrote: > Thank you > > I don't know anything about survival regressions. Where should I start ? > (anything to read ?)
MASS, same as for fitdistr. > > Maybe it is better or easier for me to write my own functions. > > 2008/4/15, Prof Brian Ripley <[EMAIL PROTECTED]>: >> >> 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. >> > -- 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.
