[R] Fitting weibull, exponential and lognormal distributions to left-truncated data.

Gough Lauren lgxlg1 at nottingham.ac.uk
Wed Oct 8 12:48:35 CEST 2008


Hi,

Thank you very much for your reply. This seems to be working OK when
fitting weibull and lognormal distributions.  However, fitdistr now
requires me to include start values:

> ltwei<-function(x,shape,scale,log=FALSE){
+ dweibull(x,shape,scale,log)/pweibull(1,shape,scale,lower=FALSE)
+ }
> ltweifit<-fitdistr(x,ltwei) # x is observed data
Error in fitdistr(x, ltwei) : 'start' must be a named list
> ltweifit<-fitdistr(x,ltwei,start=list(shape=0.5,scale=0.5))
There were 34 warnings (use warnings() to see them)
> ltweifit
      shape         scale   
   1.11108278   13.00703630 
 ( 0.01936651) ( 0.42897340)

Is there anyway I can fit to truncated data without having to name start
values?  Alternatively, is there any recommended technique for choosing
sensible start values?

Further, when I try to fit an exponential distribution I get an error
message:

>ltexp<-function(x,rate,log=FALSE){
+ dexp(x,rate,log)/pexp(1,rate,lower=FALSE)
+ }
> ltexpfit<-fitdistr(x,ltexp)
Error in fitdistr(x, ltexp) : 'start' must be a named list
> ltexpfit<-fitdistr(x,ltexp,start=list(0.1))
Warning message:
In optim(x = c(2.541609, 1.436143, 4.600524, 6.437174, 2.84974,  :
  one-diml optimization by Nelder-Mead is unreliable: use optimize
> ltexpfit
Error in dn[[2]] : subscript out of bounds

This error message seems to occur regardless of the start value used.
Do you know why this is?  

Sorry to pester you again, and apologies if I am asking silly questions
- my knowledge of R and probability distributions (except the normal!)
are rather limited!

Best wishes

Lauren 

-----Original Message-----
From: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk] 
Sent: 07 October 2008 12:25
To: Richard.Cotton at hsl.gov.uk
Cc: Gough Lauren; vito muggeo; r-help at r-project.org
Subject: Re: [R] Fitting weibull, exponential and lognormal
distributions to left-truncated data.

On Tue, 7 Oct 2008, Richard.Cotton at hsl.gov.uk wrote:

>>> I have several datasets, all left-truncated at x=1, that I am
> attempting
>>> to fit distributions to (lognormal, weibull and exponential).  I had

>>> been using fitdistr in the MASS package as follows:
>
>> A possible solution is to use the survreg() in the survival package 
>> without specifying the covariates, i.e.
>>
>> library(survival)
>> survreg(Surv(..)~1, dist="weibull")
>>
>> where Surv(..) accepts information about "times", 
>> censoring/truncation variables and dist allows to specify alternative
distributions.
>> See ?Surv e ?survreg
>
> The survival package is mostly targeted at right-censored data.  The 
> NADA package provides wrappers for many of the survival routines so 
> they work with left-censored data.

Left-censoring and left-truncation are not the same thing.  With
left-censoring you see that you had observations < 1, and with
left-truncation you do not (at least how the terms are usually applied: 
occasionally the meanings are reversed).

For left-truncation it is relatively easy, e.g.

ltwei <- function(x, shape, scale = 1, log = FALSE)
     dweibull(x, shape, scale, log)/pweibull(1, shape, scale,
lower=FALSE)

and use this in fitdistr.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
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

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