On Tue, 7 Oct 2008, [EMAIL PROTECTED] wrote:
I have several datasets, all left-truncated at x=1, that I am
attempting
to fit distributions to (lognormal, weibull and exponential). I had
been using fitdistr in the MASS package as follows:
A possible solution is to use the survreg() in the survival package
without specifying the covariates, i.e.
library(survival)
survreg(Surv(..)~1, dist="weibull")
where Surv(..) accepts information about "times", censoring/truncation
variables and dist allows to specify alternative distributions.
See ?Surv e ?survreg
The survival package is mostly targeted at right-censored data. The NADA
package provides wrappers for many of the survival routines so they work
with left-censored data.
Left-censoring and left-truncation are not the same thing. With
left-censoring you see that you had observations < 1, and with
left-truncation you do not (at least how the terms are usually applied:
occasionally the meanings are reversed).
For left-truncation it is relatively easy, e.g.
ltwei <- function(x, shape, scale = 1, log = FALSE)
dweibull(x, shape, scale, log)/pweibull(1, shape, scale, lower=FALSE)
and use this in fitdistr.
--
Brian D. Ripley, [EMAIL PROTECTED]
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
