Re: [R] WEIBULL or EXPONENTIAL?

2015-04-03 Thread varin sacha
brary(logspline) x=c(44986,18288,56147,44488,41018,40631,27301,39025,45688,47172,12300,21558,16103,48874,67245,36119,10398,42630,12879,34058,84443,30639) descdist(x,discrete=FALSE) Cheers, S. De : CHIRIBOGA Xavier À : "r-help@r-project.org" Envoyé le : Vendredi 3 avril 2015 16h33 Objet : [R] WEIBULL or EXPONE

Re: [R] WEIBULL or EXPONENTIAL?

2015-04-03 Thread JLucke
AM To "r-help@r-project.org" , cc Subject [R] WEIBULL or EXPONENTIAL? Dear members, I am doing a survival analysis wiith the function coxph...however I am wondering how can I know if my data follows a EXPONENTIAL or WEIBULL distribution? I have 3 censored datum. Using R studi

[R] WEIBULL or EXPONENTIAL?

2015-04-03 Thread CHIRIBOGA Xavier
Dear members, I am doing a survival analysis wiith the function coxph...however I am wondering how can I know if my data follows a EXPONENTIAL or WEIBULL distribution? I have 3 censored datum. Using R studio. Thanks for the suggestions, Xavier __

Re: [R] Weibull selfStart

2014-01-15 Thread Thomas Lumley
On Wed, Jan 15, 2014 at 8:51 AM, Vasco Cadavez wrote: > Dear R Users, > > I'm looking for a Weiibull selfStart function. > I found the stats package parametrization. However, the weibull > parametrization that I'm using is: > > N0*exp(-exp(shape(log(Time)-sigma))) > You can fit this accelerated

[R] Weibull selfStart

2014-01-15 Thread Vasco Cadavez
Dear R Users, I'm looking for a Weiibull selfStart function. I found the stats package parametrization. However, the weibull parametrization that I'm using is: N0*exp(-exp(shape(log(Time)-sigma))) Any help is welcome. Cheers, Vasco On 14/01/14 11:00, r-help-requ...@r-project.org wrote:

[R] weibull pp

2013-01-29 Thread eliza botto
Dear R-user, I have two separate independent events. More precisely, i have data of discharged patients from two separate hospitals on each day of a certain year. For each hospital i calculated the non-exceedance probability by using weibull plot position which should be marginal probability o

Re: [R] Weibull Distribution

2012-02-09 Thread Rui Barradas
Hello, > > I want to estimate parameter of weibull distribution using mle for below > density function, > The PDF is, > f(x) = b a^-b x^(b-1) exp -(x/a)^b > > In R ,density of the weibull distribution is, > f(x) = (a/b) (x/b)^(a-1) exp(- (x/b)^a) > > which is different from my density, > Is

[R] Weibull Distribution

2012-02-09 Thread Yogendra
Hi, I want to estimate parameter of weibull distribution using mle for below density function, The PDF is, f(x) = b a^-b x^(b-1) exp -(x/a)^b In R ,density of the weibull distribution is, f(x) = (a/b) (x/b)^(a-1) exp(- (x/b)^a) which is different from my density, I trying to estimate mle par

Re: [R] weibull fitdistr problem: optimization failed

2011-11-01 Thread ethan.shepherd
That worked, thanks! On Fri, Oct 28, 2011 at 12:27 PM, bbolker [via R] < ml-node+s789695n3948463...@n4.nabble.com> wrote: > ethan.shepherd gmail.com> writes: > > > > > I'm getting errors when running what seems to be a simple Weibull > > distribution function: > > > > [snip] > > > If I change

Re: [R] weibull fitdistr problem: optimization failed

2011-10-28 Thread Ben Bolker
ethan.shepherd gmail.com> writes: > > I'm getting errors when running what seems to be a simple Weibull > distribution function: > [snip] > If I change the data to this: > [snip] > I get the error "Error in fitdistr(x, "weibull"): optimization failed" > > I can run a Weibull distribut

[R] weibull fitdistr problem: optimization failed

2011-10-28 Thread ethan.shepherd
I'm getting errors when running what seems to be a simple Weibull distribution function: This works: x <- c(23,19,37,38,40,36,172,48,113,90,54,104,90,54,157,51,77,78,144,34,29,45,16,15,37,218,170,44,121) rate <- c(.01,.02,.04,.05,.1,.2,.3,.4,.5,.8,.9) year <- c(100,50,25,20,10,5,3.3,2.5,2,1.2,1.1)

Re: [R] Weibull point process

2011-09-17 Thread Torbjørn Ergon
On Thu, 15 Sep 2011 22:12:54 +1200, Rolf Turner wrote: On 15/09/11 19:24, Torbjørn Ergon wrote: On Thu, 15 Sep 2011 09:47:35 +1200, Rolf Turner wrote: On 15/09/11 07:21, Torbjørn Ergon wrote: Dear list, I'm looking for a function to generate (simulate) a random Weibull point process. Can a

Re: [R] Weibull point process

2011-09-15 Thread Rolf Turner
On 15/09/11 19:24, Torbjørn Ergon wrote: On Thu, 15 Sep 2011 09:47:35 +1200, Rolf Turner wrote: On 15/09/11 07:21, Torbjørn Ergon wrote: Dear list, I'm looking for a function to generate (simulate) a random Weibull point process. Can anyone help? Cheers, Torbjørn Ergon, University of Oslo

Re: [R] Weibull point process

2011-09-15 Thread Torbjørn Ergon
Thanks Ken! This was not exactly what I was after - see my reply to Rolf Turner. Sorry for not explaining this well enough. Cheers, Torbjørn On Wed, 14 Sep 2011 16:37:48 -0400, Ken Hutchison wrote: I don't know if this settles the matter, but if you are modeling Weibull as the Log-Inten

Re: [R] Weibull point process

2011-09-15 Thread Torbjørn Ergon
On Thu, 15 Sep 2011 09:47:35 +1200, Rolf Turner wrote: On 15/09/11 07:21, Torbjørn Ergon wrote: Dear list, I'm looking for a function to generate (simulate) a random Weibull point process. Can anyone help? Cheers, Torbjørn Ergon, University of Oslo Do you mean a renewal process with the

Re: [R] Weibull point process

2011-09-14 Thread Rolf Turner
On 15/09/11 07:21, Torbjørn Ergon wrote: Dear list, I'm looking for a function to generate (simulate) a random Weibull point process. Can anyone help? Cheers, Torbjørn Ergon, University of Oslo Do you mean a renewal process with the inter-event times having a Weibull distribution? Should

Re: [R] Weibull point process

2011-09-14 Thread Ken Hutchison
I don't know if this settles the matter, but if you are modeling Weibull as the Log-Intensity I.E. in a non-homegenous poisson process you can: #Where T is the length of the series desired Weibull.process<-function(T,shape,scale) { logLambda=rweibull(T,shape,scale) Lambda=exp(logLambda) Point.Pro

[R] Weibull point process

2011-09-14 Thread Torbjørn Ergon
Dear list, I'm looking for a function to generate (simulate) a random Weibull point process. Can anyone help? Cheers, Torbjørn Ergon, University of Oslo __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do rea

[R] weibull shape parameter hypothese testing

2011-08-31 Thread David Schmidt
Hello r-project team, to my data I have an estimate for the shape parameter gamma of a fitted weibull distribution. Now I want to test it against the exponential distribution hypothesis, i.e. gamma = 1. Does anybody know how to do it? I think I can run a t-test, but I am not sure how to get there.

Re: [R] Weibull- Random Censoring

2010-09-19 Thread David Winsemius
On Sep 19, 2010, at 11:41 AM, Halabi, Anan wrote: I generate random vector from Weibull distribution sampWB <-urweibull(sampleSize, shape=shape.true, scale=scale.true, lb=0, ub=Inf) I suppose with the suitable package loaded from a library that had it installed, one could get reproducible

[R] Weibull- Random Censoring

2010-09-19 Thread Halabi, Anan
I generate random vector from Weibull distribution sampWB <-urweibull(sampleSize, shape=shape.true, scale=scale.true, lb=0, ub=Inf) how can I create subvector containing 30% of samplesize of sampWB which should be assigned as Censored data? The probability for each value in sampWB can be uniform

Re: [R] Weibull simulation- number of items to replace is not a multiple of replacement length

2010-09-16 Thread Phil Spector
Perhaps the following will be instructive: mymat = matrix(1:6,3,2) p = 1 mymat[p] [1] 1 mymat[p,] [1] 1 4 When you index a matrix by a single subscript, it returns a single element, corresponding to the columnwise vector representation of the matrix. I'm guessing you want to put the estimat

[R] Weibull simulation- number of items to replace is not a multiple of replacement length

2010-09-16 Thread Halabi, Anan
Hi, I write below code for simulation for weibull- estimating parameters by weibullMLE function, Although I define metrix for the variables still I got this message: number of items to replace is not a multiple of replacement length Any suggestion > est=matrix (NA, 2,2) > se=matrix (NA, 2,2) >

Re: [R] Weibull survival regression model with different shape parameters

2009-10-03 Thread Terry Therneau
--- begin included message --- I'm trying to fit a parametric survival model using the survreg function with a Weibull distribution. I'm studying the time to death of individuals from different families and I would like to fit different shape parameters (ie 1/scale in R) for each of the familie

[R] Weibull survival regression model with different shape parameters

2009-10-02 Thread Nicolas RODE
Dear R users, I'm trying to fit a parametric survival model using the survreg function with a Weibull distribution. I'm studying the time to death of individuals from different families and I would like to fit different shape parameters (ie 1/scale in R) for each of the families. I looked it up in

Re: [R] Weibull Prediction?

2009-07-17 Thread David Winsemius
On Jul 17, 2009, at 12:52 AM, Sean Brummel wrote: > This conversation is digressing... Here is my question, what does > the value from the predict function mean? AS STATED IN MY CODE. Try > running the example that I gave. > > predict(model,type=c("response"))[1]=? Look at the help

Re: [R] Weibull Prediction?

2009-07-16 Thread David Winsemius
Wouldn't the "response" of a survival model be survival times? You may want to look at survfit and survest. -- DW On Jul 16, 2009, at 9:19 PM, Sean Brummel wrote: > With type="response" in the predict funtion, I was expecting an > expected survival time given covariates( in my dataset I h

Re: [R] Weibull Prediction?

2009-07-16 Thread Sean Brummel
With type="response" in the predict funtion, I was expecting an expected survival time given covariates( in my dataset I have a few covariates but not in the example)... a natural predictor. The prediction function is clearly not returning a probability of survival at a given time since my example

Re: [R] Weibull Prediction?

2009-07-16 Thread David Winsemius
On Jul 16, 2009, at 8:19 PM, Sean Brummel wrote: > Thanks for the help but... > > I did the required transformations at the end of the code. The > thing that I dont understand is: Why is the predicted value (from > the predict function) not either the mean or median. Sorry I was not > clea

Re: [R] Weibull Prediction?

2009-07-16 Thread Sean Brummel
Thanks for the help but... I did the required transformations at the end of the code. The thing that I dont understand is: Why is the predicted value (from the predict function) not either the mean or median. Sorry I was not clear in my explanation. Thanks, Sean On 7/16/09, David Winsemius w

Re: [R] Weibull Prediction?

2009-07-16 Thread David Winsemius
On Jul 16, 2009, at 7:41 PM, Sean Brummel wrote: I am trying to generate predictions from a weibull survival curve but it seems that the predictions assume that the shape(scale for survfit) parameter is one(Exponential but with a strange rate estimate?). Here is an examle of the problem, th

[R] Weibull Prediction?

2009-07-16 Thread Sean Brummel
I am trying to generate predictions from a weibull survival curve but it seems that the predictions assume that the shape(scale for survfit) parameter is one(Exponential but with a strange rate estimate?). Here is an examle of the problem, the smaller the shape is the worse the discrepancy. ###

Re: [R] Weibull parameter estimation

2008-10-23 Thread Terry Therneau
> > I would like to fit weibull parameters using "Method of moments" in order to > provide the inital values of the parameter to de function 'fitdistr' . I > don`t have much experience with maths and I don't know how to do it. > > Can anyone please put me in the rigth direction? > A simple approac

Re: [R] Weibull parameter estimation

2008-10-22 Thread Göran Broström
On Wed, Oct 22, 2008 at 1:57 PM, Borja Soto Varela <[EMAIL PROTECTED]> wrote: > Dear R-users > > I would like to fit weibull parameters using "Method of moments" in order to > provide the inital values of the parameter to de function 'fitdistr' . I > don`t have much experience with maths and I don'

[R] Weibull parameter estimation

2008-10-22 Thread Borja Soto Varela
Dear R-users I would like to fit weibull parameters using "Method of moments" in order to provide the inital values of the parameter to de function 'fitdistr' . I don`t have much experience with maths and I don't know how to do it. Can anyone please put me in the rigth direction? Borja

Re: [R] Weibull distribution

2008-10-01 Thread Terry Therneau
>I would like to calculate and plot a Weibull distribution (Weibull best-fit >line, accuracy curves left and right beside the best-fit line) for a simple >set >of data points. I need the shape and the scale parameter for the best-fit and >values like B5, B10, B50, B90, B95. You can use the sur

Re: [R] Weibull distribution

2008-09-30 Thread David Winsemius
--Ursprüngliche Nachricht- Von: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] project.org] Im Auftrag von Hoeks, Luis Gesendet: Dienstag, 30. September 2008 11:23 An: r-help@r-project.org Betreff: [R] Weibull Verteilung Hallo r-Projekt Team, ich bin Anfänger in R und könnte ein wenig Hilfe gebrauche

Re: [R] Weibull distribution

2008-09-30 Thread Hoeks, Luis
-to that guides me through this subject. Any help is very much appreciated! Regards Luis -Ursprüngliche Nachricht- Von: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Im Auftrag von Hoeks, Luis Gesendet: Dienstag, 30. September 2008 11:23 An: r-help@r-project.org Betreff: [R] Weibull Verteilung

Re: [R] Weibull Verteilung

2008-09-30 Thread Tsjerk Wassenaar
Beste Luis, Ten eerste wil ik graag meedelen dat het aanbeveling verdient als iedereen zich bedient van een gezamenlijke taal (Gesamtsprache) wanneer het internationale communicatie betreft. Hoewel de taal van voorkeur uiteraard discutabel is, schijnt er toch redelijke consensus te zijn dat heden

[R] Weibull Verteilung

2008-09-30 Thread Hoeks, Luis
Hallo r-Projekt Team, ich bin Anfänger in R und könnte ein wenig Hilfe gebrauchen. Ich möchte eine Weibullverteilung (Weibullgerade und Genauigkeitskurven) berechnen und plotten. Außerdem benötige ich den Formfaktor, den Skalierungsfaktor und Werte wie B5, B10, B50, B90, B95. In der Regel habe

Re: [R] Weibull Likelihod function.

2008-08-06 Thread Prof Brian Ripley
For a log-likelihood, just sum values of dweibull(x, log=TRUE) On Wed, 6 Aug 2008, [EMAIL PROTECTED] wrote: Is there a likelihod function for the Weibull distribution in 'R'? I found the following reference: http://www.weibull.com/LifeDataWeb/weibull_log_likelihood_functions_and_their_partia

[R] Weibull Likelihod function.

2008-08-06 Thread rkevinburton
Is there a likelihod function for the Weibull distribution in 'R'? I found the following reference: http://www.weibull.com/LifeDataWeb/weibull_log_likelihood_functions_and_their_partials.htm But I had a hard time understanding the parameters required Particularly 'number of groups of times-to-f

Re: [R] Weibull

2008-04-15 Thread Prof Brian Ripley
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

Re: [R] Weibull

2008-04-15 Thread Matthew B.
Thank you I don't know anything about survival regressions. Where should I start ? (anything to read ?) 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 > (

Re: [R] Weibull

2008-04-15 Thread Prof Brian Ripley
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. gmail.com> writes: > >> >> Dear R users

Re: [R] Weibull

2008-04-15 Thread Cleber Nogueira Borges
Ben Bolker wrote: > Matthew B. 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-

Re: [R] Weibull

2008-04-15 Thread Ben Bolker
Matthew B. 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

[R] Weibull

2008-04-15 Thread Matthew B.
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

Re: [R] Weibull maximum likelihood estimates for censored data

2008-04-09 Thread Terry Therneau
> I have a matrix with data and a column indicating whether it is censored > or not. Is there a way to apply weibull and exponential maximum > likelihood estimation directly on the censored data, like in the paper: > Backtesting Value-at-Risk: A Duration-Based Approach, P Chrisoffersen > and D Pel

[R] Weibull maximum likelihood estimates for censored data

2008-04-08 Thread Nadia Theron
Hello! I have a matrix with data and a column indicating whether it is censored or not. Is there a way to apply weibull and exponential maximum likelihood estimation directly on the censored data, like in the paper: Backtesting Value-at-Risk: A Duration-Based Approach, P Chrisoffersen and D Pe

Re: [R] weibull model

2008-03-19 Thread anna freni sterrantino
the function survreg in the package "survival" should what are you looking for. Cheers Anna - Messaggio originale - Da: boshao zhang <[EMAIL PROTECTED]> A: r-help@r-project.org Inviato: Mercoledì 19 marzo 2008, 10:45:43 Oggetto: [R] weibull model Dear Helpers: If

[R] weibull model

2008-03-19 Thread boshao zhang
Dear Helpers: If you know how to fit a Weibull model using R, you are my savior for my project. The hazard ramda is specified as t^alpha * (1+a*dose*exp(-b*dose)). Or, can we modify the Cox model to capture the proportional part above? Here t is the survial time, dose is a subject received in a ex