weibullness (version 2.26.9)

regr.pwrm: Estimates of the intercept and slope parameters of a simple linear regression using the power-weighted repeated median (PWRM).

Description

Calculates robust estimates of the intercept and slope parameters of a simple linear regression using the PWRM method.

Usage

regr.pwrm(x, y, weight = FALSE, power = 1)

Value

An object of class weibull.estimate, which is a list containing the estimates of the intercept and slope parameters.

Arguments

x

a numeric vector of covariate observations.

y

a numeric vector of response observations.

weight

logical. If FALSE (default), the ordinary median is used; if TRUE, the weighted median is used.

power

the power used in the weights of the PWRM method. The default value is 1.

Author

Chanseok Park

Details

regr.pwrm obtains robust estimates of the intercept and slope parameters using the PWRM method. These estimates can be used to estimate the shape and scale parameters of the Weibull distribution from a Weibull plot.

The regr.pwrm function can also be used to estimate the Weibull parameters, as shown in the examples below.

References

Park, C., X. Gao, and M. Wang (2024). Robust explicit estimators using the power-weighted repeated medians. Journal of Applied Statistics, 51(8), 1590--1608. tools:::Rd_expr_doi("10.1080/02664763.2023.2229969")

See Also

regr.rm for parameter estimation using the repeated median (RM) method.

weibull.pwrm for parameter estimation using the PWRM method.

Examples

data <- rweibull(10, shape = 2)

x <- sort(log(data))
y <- log(-log(1 - ppoints(x)))
para <- as.numeric(regr.pwrm(x, y))
c(para[2], exp(-para[1] / para[2]))

weibull.pwrm(data)