From: Leaf Sun <leaflovesun_at_yahoo.ca>

Date: Sat 22 Jul 2006 - 07:33:07 EST

R-help@stat.math.ethz.ch 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. Received on Sat Jul 22 07:39:25 2006

Date: Sat 22 Jul 2006 - 07:33:07 EST

From: Thomas Lumley, tlumley@u.washington.edu
Sent: 2006-07-21, 09:35:11

To: Valentin Dimitrov, vsdimitrov@yahoo.com
Subject: Re: [R] Weibull distribution

On Fri, 21 Jul 2006, Valentin Dimitrov wrote:

> Dear Leaf,

*>
**> I modified your code as follows:
**>
**> gamma.fun <- function(mu,sd,start=100)
**> {
**> f.fn <- function(alpha)
**> {abs(sd^2-mu^2/(gamma(1+1/alpha))^2*(gamma(1+2/alpha)-(gamma(1+1/alpha))^2))}
**> alpha <- optim(start, f.fn)
**> beta <- mu/gamma(1+1/alpha$par)
**> return(list=c(a=alpha$par,b=beta));
**> }
**>
**> Now it works properly.
**>
**> First, I added an abs(). You tried to solve an
**> equation by means of the R-function optim(), which
**> finds a minimum. That's why you can find the solution
**> of f(x)=a through minimization of abs(f(x)-a).
**> Second, I deleted the optim-method BFGS from the
**> optim() function, because it is not appropriate in
**> this case.
*

optim() is not appropriate at all in this case -- its help page says to use optimize() for one-dimensional problems.

In fact, in one dimension there isn't any need to resort to optimization when you really want root-finding, and uniroot() is more appropriate than optimize().

-thomas

[[alternative HTML version deleted]]

R-help@stat.math.ethz.ch 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. Received on Sat Jul 22 07:39:25 2006

Archive maintained by Robert King, hosted by
the discipline of
statistics at the
University of Newcastle,
Australia.

Archive generated by hypermail 2.1.8, at Sat 22 Jul 2006 - 12:15:41 EST.

*
Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help.
Please read the posting
guide before posting to the list.
*