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Feb 22nd, 2017
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  1. f(x)=(a*b*alpha*beta*theta*x^(-beta-1)*exp(-alpha*x^(-beta))*exp(theta*exp(-alpha*x^(-beta)))*((exp(theta)-1)^(-1))) *(((1-exp(theta*exp(-alpha*x^(-beta))))/(1-exp(theta)))^(a-1))*((1 - ((1-exp(theta*exp(-alpha*x^(-beta))))/(1-exp(theta)))^a)^(b-1))
  2.  
  3.  
  4.  
  5. # xvec my data
  6. xvec <- c(15,20,38 ,42, 61 ,76, 86, 98, 121, 146,
  7. 149, 157, 175, 176, 180, 180, 198, 220, 224, 251,
  8. 264, 282, 321, 325, 653)
  9. n=length(xvec)
  10.  
  11.  
  12. fn <- function(theta) {
  13. a=theta[1]
  14. b=theta[2]
  15. c=theta[3]
  16. d=theta[4]
  17. e=theta[5]
  18. -(n*log(a)+n*log(b)+n*log(c)+n*log(d)+n*log(e)-n*a*b*log(exp(e)-1)-(d+1)*sum(log(xvec))-c*sum(1/xvec^(d))+e*sum(exp(-c*(1/xvec^(d)))))
  19. +(a-1)*sum(e*exp(-c*(1/xvec^(d))))+(b-1)*sum(log((exp(e)-1)^(a)-exp(e*exp(-c*(1/xvec^(d))))))
  20.  
  21. }
  22.  
  23. m=nlm(fn, theta <- c(10,20,3,4,6), hessian=TRUE)
  24.  
  25. $minimum
  26. [1] -4471.137
  27.  
  28. $estimate
  29. [1] 6.9621176 18.4829665 3.0000015 3.9999876 0.7483349
  30.  
  31. $gradient
  32. [1] 3.582204e+06 -2.621225e+02 8.706031e+00 -7.659562e+01 2.914793e+08
  33.  
  34. $hessian
  35. [,1] [,2] [,3] [,4] [,5]
  36. [1,] -1.166002e+09 6.840246e+04 -8.306624e+03 74236.917635 -1.158880e+10
  37. [2,] 6.840246e+04 -2.662299e-07 4.979732e-01 -4.380081 1.134472e+06
  38. [3,] -8.306624e+03 4.979732e-01 -1.796654e+00 -10.434046 -8.428344e+04
  39. [4,] 7.423692e+04 -4.380081e+00 -1.043405e+01 100.060620 7.423287e+05
  40. [5,] -1.158880e+10 1.134472e+06 -8.428344e+04 742328.727945 -1.682691e+11
  41.  
  42. $code
  43. [1] 2
  44.  
  45. $iterations
  46. [1] 29
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