R中的Weibull分布(ExtDist) [英] The Weibull distribution in R (ExtDist)

问题描述

使用 ExtDist软件包?

从文档:

具有未知形状参数的分布的参数估计 示例来自:Rinne(2009)数据集p.338和示例pp.418-419 参数估计值以形状= 99.2079和比例= 2.5957给出. 此数据和Rinne参数估计的对数似然为 -1163.278.

Parameter Estimation for a distribution with unknown shape parameters Example from: Rinne (2009) Dataset p.338 and example pp.418-419 Parameter estimates are given as shape = 99.2079 and scale = 2.5957. The log-likelihood for this data and Rinne's parameter estimates is -1163.278.

data <- c(35,38,42,56,58,61,63,76,81,83,86,90,99,104,113,114,117,119,141,183)
est.par <- eWeibull(X=data, method="numerical.MLE"); est.par
plot(est.par)

但是，当我运行它时，我得到以下输出:

However when I run this I get the following output:

Parameters for the Weibull distribution.
(found using the  numerical.MLE method.)

 Parameter  Type   Estimate       S.E.
     shape shape 5.82976007 1.79326460
     scale scale 0.06628166 0.02129258

这显然是错误的，但是我不确定是否做错了或者包装中是否有错误?

This is clearly wrong but I am not sure if I have made a mistake or if there is a bug in the package?

推荐答案

在我看来，这是程序包中的错误.我做了自己的独立MLE，得到了与Rinne相同的答案:

It seems to me it's a bug in the package. I did my own independent MLE and got the same answer as Rinne:

library(bbmle)
m1 <- mle2(y~dweibull(shape=exp(lshape),scale=exp(lscale)),
     data=data.frame(y=data),
     start=list(lshape=0,lscale=0))

然后我挖了一下并查看了dWeibull函数的源代码:

Then I dug in and looked at the source of the dWeibull function:

function (x, shape = 2, scale = 2, params = list(shape = 2, scale = 2)) 
{
    if (!missing(params)) {
        shape <- params$shape
        scale <- params$scale
    }
    out = stats::dgamma(x, shape, scale)
    return(out)
}

似乎应该将out设置为dweibull(...)的结果，而不是dgamma(...) ...?查看其余的weibull代码，似乎会重复出现此错误-也许这只是草率的剪切粘贴?我一定会联系维护者(maintainer("ExtDist")).

It seems that out should be set to the result of dweibull(...) rather than dgamma(...) ... ?? Looking at the rest of the weibull code, this error seems to be repeated -- maybe this is just a sloppy cut-and-paste? I would definitely contact the maintainer (maintainer("ExtDist")).

PS.如果我使用替代方法拟合Gamma分布，则得到的答案与ExtDist软件包完全相同:

PS. If I fit a Gamma distribution using my alternative method I get exactly the same answers as the ExtDist package:

m1g <- mle2(y~dgamma(shape=exp(lshape),rate=exp(lrate)),
     data=data.frame(y=data),
     start=list(lshape=0,lrate=0))
exp(coef(m1g))
##     lshape      lrate 
## 5.82976007 0.06628166 

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