[R] r-help; weibull parameter estimate

[peter dalgaard]

On Jan 29, 2012, at 12:17 , Christopher Kelvin wrote:

> Hello,
> If i write a function as below using log of weibull distribution i do not get the required 
> 
> results in estimating the parameters what do i do, please

Presumably find and fix the error in your likelihood function!

> z2 <- function(p)-sum(dweibull(x,p[1],p[2],log=TRUE))
> z2(c(2,1))
[1] 1359.169
> z2(c(2,2))
[1] 634.8413
> z(c(2,1))
[1] 736251.1
> z(c(2,2))
[1] 184012
> optim(c(.5,.5),z2)
$par
[1] 1.971611 1.938388

$value
[1] 633.9709

$counts
function gradient 
      79       NA 

$convergence
[1] 0

$message
NULL


> 
> a/b * (t/b)^a-1 * exp(-t/b)^a
> 
> 
> n=500
> x<-rweibull(n,2,2)
> z<-function(p) {(-n*log(p[1])+n*log(p[2])-
> (p[1]-1)*sum(log(x))+(p[1]-1)*log(p[2])+(sum(x/p[2])^(p[1]))  )}
> zz<-optim(c(0.5,0.5),z)
> zz
> 	[[alternative HTML version deleted]]
> 
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-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com