lifetime.mle: Calculate MLE for Lifetime Distribution

In SPREDA: Statistical Package for Reliability Data Analysis

Calculate MLE for Lifetime Distribution

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)}

SPREDA documentation built on April 13, 2025, 5:11 p.m.