[R] Estimating Weibull parameters

Martin Maechler maechler at stat.math.ethz.ch
Tue Aug 6 11:31:48 CEST 2002

>>>>> "Hagen" == Hagen Schmöller <Hagen.Schmoeller at iaew.rwth-aachen.de> writes:

    Hagen> I have a vector of Weibull distributed observations
    Hagen> and I would like to estimate the parameters "shape"
    Hagen> and "scale" of the Weibull distribution.  Is there a
    Hagen> way to do this in R?

Yes, use the  fitdistr() function from the MASS package.
Its help file starts as

>> fitdistr                package:MASS                R Documentation
>> Maximum-likelihood Fitting of Univariate Distributions
>> Description:
>>      Maximum-likelihood fitting of univariate distributions, allowing
>>      parameters to be held fixed if desired.
>> Usage:
>>      fitdistr(x, densfun, start, ...)
>> Arguments:
>>        x: A numeric vector.
>>  densfun: Either a character string or a function returning a density
>>           evaluated at its first argument.
>>           Distributions `"beta"', `"cauchy"', `"chi-squared"',
>>           `"exponential"', `"f"', `"gamma"', `"log-normal"',
>>           `"lognormal"', `"logistic"', `"negative binomial"',
>>           `"normal"', `"t"', `"uniform"' and `"weibull"' are
>>           recognised, case being ignored.


Martin Maechler <maechler at stat.math.ethz.ch>	http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum  LEO C16	Leonhardstr. 27
ETH (Federal Inst. Technology)	8092 Zurich	SWITZERLAND
phone: x-41-1-632-3408		fax: ...-1228			<><

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