tests/tinytest/test-weibull.R

In texmex: Statistical Modelling of Extreme Values

library(survival)

wdat <- rweibull(5000,scale=10,shape=2)
fit1 <- evm(wdat,th=0,family=weibull,cov="numeric")
fit2 <- evm(wdat,th=0,family=weibull)
fit3 <- survreg(Surv(wdat)~1,dist="weibull")
survregCoefs <- c(fit3$coefficients,   1/fit3$scale)
names(survregCoefs) <- names(coef(fit1))
colnames(fit3$var) <- row.names(fit3$var) <- NULL

# check coefficients match
expect_equal(coef(fit1), survregCoefs, tol=0.001, info="weibull: matches survival package estimation")
expect_equal(coef(fit2), survregCoefs, tol=0.001, info="weibull: matches survival package estimation")

# check numerical cov matrix  agrees with observed info
expect_equal(fit1$cov, fit2$cov, tol=.001, info="weibull: covariance matrix estimation")

# with covariates:
x <- rep(1:2,each=50)
wdat <- rweibull(100,scale=3*x,shape=2)
df <- data.frame(x=x,y=wdat)
fit1 <- evm(data=df,y=y,phi=~x,th=0,family=weibull,cov="numeric")
fit2 <- evm(data=df,y=y,phi=~x,th=0,family=weibull)
fit3 <- survreg(Surv(wdat)~x,dist="weibull")
survregCoefs <- c(fit3$coefficients,   1/fit3$scale)
names(survregCoefs) <- names(coef(fit1))

expect_equal(coef(fit1),survregCoefs,tol=0.001,info="Weibull: matches survival package estimation with covariates")
expect_equal(coef(fit2),survregCoefs,tol=0.001,info="Weibull: matches survival package estimation with covariates")