estdweibull {DiscreteWeibull} | R Documentation |
Estimation of parameters
Description
Estimation of the parameters of the type 1 discrete Weibull distribution
Usage
estdweibull(x, method = "ML", zero = FALSE, eps = 1e-04, nmax=1000)
Arguments
x |
the vector of sample values |
method |
|
zero |
|
eps |
error threshold for the computation of the moments of the distribution |
nmax |
maximum value considered for the numerical computation of the expected value |
Value
the vector of the estimates of q
and \beta
Author(s)
Alessandro Barbiero
See Also
Examples
# Ex1
n <- 10
q <- 0.5
beta <- 0.8
x <- rdweibull(n, q, beta)
estdweibull(x, "ML") # maximum likelihood method
# it may return some harmless warnings
# that depend on the optimization function used in the maximization routine
estdweibull(x, "M") # method of moments
estdweibull(x, "P") # method of proportion
# the estimates provided by the three methods may be quite different
# from the true values... and to each other
# change the sample size
n <- 50
q <- 0.5
beta <- 0.8
x <- rdweibull(n, q, beta)
estdweibull(x, "ML") # maximum likelihood method
estdweibull(x, "M") # method of moments
estdweibull(x, "P") # method of proportion
# the estimates should be (on average) closer to the true values
# ...and to each other
# When the estimation methods fail...
# Ex2
# only 1s and 2s
x <- c(1,1,1,1,1,1,2,2,2,2)
estdweibull(x, "ML") # fails!
estdweibull(x, "M") # fails!
estdweibull(x, "P") # fails!
# Ex3
# no 1s
x <- c(2,2,3,4,5,5,5,6,6,8,10)
estdweibull(x, "ML") # works
estdweibull(x, "M") # works
estdweibull(x, "P") # fails!
[Package DiscreteWeibull version 1.1 Index]