lifetime.mle: Calculate MLE for Lifetime Distribution

In SPREDA: Statistical Package for Reliability Data Analysis

Description

Calculate MLE for samples from lifetime distribution, e.g., Weibull distribution. The observations can be complete or censored.

Usage

lifetime.mle(dat, minusloglik, starts, method = "BFGS", hessian = TRUE,...)

Arguments

dat	First column contains event times, second column contains event indicators.
minusloglik	-loglikelihood.
starts	Initial values for parameters.
method	Default is "BFGS". This function call optim to do optimation. Other options can be found in optim.
hessian	A logical value. If TRUE, hessian matrix will be returned. Default is TRUE.
...	Further arguments can be passed to optim.

Value

A list of

call	Called function.
coef	The best minimizer found.
vov	Variance-covariance matrix of coef.
min	-loglikelihood evaluated at coef.
dat	Dataset used.
minusloglik	-loglikelihood function.

Author(s)

Yili Hong

See Also

optim

Examples

#censored samples from Weibull distribution
dat=cbind(c(1.1,2,3.6,4,5.3,7,7,7), c(1,1,1,1,1,0,0,0))
res=lifetime.mle(dat, minusloglik=miniusloglik.sev, starts=c(0,1))
res$coef  #return \eqn{u, log(\sigma)}

Example output

Loading required package: survival
Loading required package: nlme
[1]  1.9100982 -0.3534961

SPREDA documentation built on May 2, 2019, 4 p.m.