Re: [R] Weibull

From: Matthew B. <mtthw.bt_at_gmail.com>
Date: Tue, 15 Apr 2008 22:01:50 +0200

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 <ripley_at_stats.ox.ac.uk>:
>
> 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_at_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, 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
>
>
> ______________________________________________
> R-help_at_r-project.org mailing list
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> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

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