How to calculate the Weibull distribution in R?

How to calculate the Weibull distribution in R?

Using the function rweibull in R gives the usual form of the Weibull distribution, with its cumulative function being: So we will denote the shape parameter of rweibull by $a$ and the scale parameter of rweibull by $b$.

Is the survreg function the same as the rweibull function?

The survreg # function embeds it in a general location-scale family, which is a # different parameterization than the rweibull function, and often leads # to confusion. # survreg’s scale = 1/ (rweibull shape) # survreg’s intercept = log (rweibull scale)

How to validate Weibull survival model in R-Cross?

As mentioned by vkehayas R’s pweibull parameterisation is: where a is the weibull distribution shape and b is the scale. # next let’s verify it’s correct: fit <- survreg (Surv (time,status) ~ age, data=stanford2) # this is the survreg output model # this is the survival function!

How to denote the shape parameter of rweibull?

So we will denote the shape parameter of rweibull by a and the scale parameter of rweibull by b. Now the problem is that the output of survreg gives both shape and scale parameters which are not the same as the shape and scale parameters from rweibull. Let us denote the shape parameter from survreg as as and the scale parameter of survreg by bs.

Now, we can apply the pweibull R command in order to return the corresponding CDF value for each input value… …and then we can draw a plot containing these values in R: Figure 2: Cumulative Distribution Function According to Weibull Distribution. Next, we will create a plot representing the weibull quantile function.

How to fit a Weibull to a subset?

Here is how I fit the data using the fitdistrfunction from the MASSpackage: y <- fitdistr(x[[6]], ‘weibull’) x[[6]]is a subset of my data and y is where I am storing the result of the fitting.

How to create a plot for the Weibull density?

In Example 1, we will create a plot representing the weibull density. First, we need to create some x-values, for which we want to return the corresponding values of the weibull density:

What does a 3 parameter Weibull distribution stack look like?

Matthew CrewsMatthew Crews 3,24377 gold badges3030 silver badges4646 bronze badges 2 Perhaps if you made a reproducible examplethat demonstrates your question / problem, people would find it easier to answer. Specifically, what does x[[6]]look like. At a minimum, post str(x[[6]]or preferably the results of dput(x[[6]]). – AndrieAug 5 ’12 at 16:07 2

Is there a way to fit a weibull regression model?

Fortunately, we can do better still — the survreg function in survival (which comes with R but isn’t loaded by default) can fit Weibull regression models, so that’s a way to get parameter estimates. The model is parameterized differently but that presents no problem, we just need to convert to the required parameterization: