dw.parest: Parameter estimation for discrete Weibull

In DWreg: Parametric Regression for Discrete Response

Description

Estimation of the parameters q and beta of a discrete Weibull distribution

Usage

dw.parest(data,method,method.opt)

Arguments

data	Vector of observations
method	Either "likelihood" or "proportion"
method.opt	Optimization criterion used in maxLik (default is "NR")

Details

If method="likelihood", the parameters q and beta are estimated by maximum likelihood.

If method="proportion", the method of Araujio Santos and Fraga Alves (2013) is used, based on count frequencies.

Value

The function returns the parameter estimates of q and beta.

Author(s)

Veronica Vinciotti

References

Araujo Santos P, Fraga Alves M. Improved shape parameter estimation in a discrete Weibull model. Recent Developments in Modeling and Applications in Statistics . Studies in Theoretical and Applied Statistics. Springer-Verlag, 2013; 71-80.

Examples

x<-rdw(1000,q=0.9,beta=1.5)
dw.parest(x) #maximum likelihood estimates
dw.parest(x,method="proportion") #proportion estimates

Example output

$q
[1] 0.9112607

$beta
[1] 1.553924

$hess
           [,1]      [,2]
[1,] -138269.12 21118.012
[2,]   21118.01 -3845.798

$q
[1] 0.911

$beta
[1] 1.554666

DWreg documentation built on May 1, 2019, 8:41 p.m.