Maithili Shiva wrote:
Dear R helpers
I have r file which estimate the parameters of 3 parameter
Weibull -
(A) - continuous shape parameter (alpha)
- continuous scale parameter (beta)
- continuous location parameter (gamma)
(B) Also, I have a r file which calculates the parameters
of Generalized Pareto distribution.
- location parameter xi,
- scale parameter alpha and
- shape parameter k
However, If I have to use the same files for estimating
parameters of 2 parameter Weibull and 2 parameter Pareto distribution, how
do I use it?
I am giving the R script I am using to calculate the Generalized Pareto distribution as
library(lmom)
amounts <- (10023.47, 10171.42,13446.83,10263.49,10219.07, 10025.71, 10318.88, 10034.85,10004.98,10012.72)
lmom <- samlmu(amounts); lmom
parameters_of_Gen_Pareto <- pelgpa(lmom);
parameters_of_Gen_Pareto
The parameters estimated are
xi alpha k
9993.3131812 81.9540457 -0.8213843
If the location paramter xi = 0, then this becomes two
parameter Paretom distribution. However, it is my gut
feeling that if xi = 0, other parameter values will also
change.
pelgpa allows you to specify the lower bound of the distribution and
estimate the other two parameters. Compare
> pelgpa(samlmu(amounts))
xi alpha k
9993.3131812 81.9540457 -0.8213843
and
> pelgpa(samlmu(amounts),bound=10000)
xi alpha k
10000.000000 72.993343 -0.838561
pelwei offers similar options for the Weibull distribution.
J. R. M. Hosking
Please help me.
Regards and thanking in advance
Maithili
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