Weibull distribution maximum likelihood estimation

Uses Newton-Raphson to estimate the parameters of the Weibull distribution.

mlweibull(x, na.rm = FALSE, shape0 = 1,
  rel.tol = .Machine$double.eps^0.25, iterlim = 100)

Arguments

x	a (non-empty) numeric vector of data values.
na.rm	logical. Should missing values be removed?
shape0	An optional starting value for the `shape` parameter.
rel.tol	Relative accuracy requested.
iterlim	A positive integer specifying the maximum number of iterations to be performed before the program is terminated.

Value

mlweibull returns an object of class univariateML. This is a named numeric vector with maximum likelihood estimates for shape and scale and the following attributes:

model

The name of the model.

density

The density associated with the estimates.

logLik

The loglikelihood at the maximum.

support

The support of the density.

n

The number of observations.

call

The call as captured my match.call

Details

For the density function of the Weibull distribution see Weibull.

References

Johnson, N. L., Kotz, S. and Balakrishnan, N. (1995) Continuous Univariate Distributions, Volume 1, Chapter 21. Wiley, New York.

Examples

BIC(mlweibull(precip))
#> [1] 573.3096