R-自举置信区间-获取上下界参数
我使用自举法获得威布尔分布的置信区间。然后我在一个图中绘制了置信带 代码如下:R-自举置信区间-获取上下界参数,r,ggplot2,confidence-interval,statistics-bootstrap,probability-density,R,Ggplot2,Confidence Interval,Statistics Bootstrap,Probability Density,我使用自举法获得威布尔分布的置信区间。然后我在一个图中绘制了置信带 代码如下: set.seed(123) rw.small<-rweibull(100,shape=1.781096,scale=33.669511) xs <- seq(0,100, len=500) boot.pdf <- sapply(1:100, function(i) { xi <- sample(rw.small, size=length(rw.small), replace=TRU
set.seed(123)
rw.small<-rweibull(100,shape=1.781096,scale=33.669511)
xs <- seq(0,100, len=500)
boot.pdf <- sapply(1:100, function(i) {
xi <- sample(rw.small, size=length(rw.small), replace=TRUE)
MLE.est <- suppressWarnings(fitdist(xi, distr="weibull",lower=0))
dweibull(xs, shape=MLE.est$estimate["shape"], scale = MLE.est$estimate["scale"])
})
par(bg="white",las=1,cex=1.2)
plot(xs, boot.pdf[, 1], type="l", col=rgb(.6, .6, .6, .1), ylim=range(boot.pdf),
xlab="Note Life (months)", ylab="Probability density",main= "Probability Distribution")
for(i in 2:ncol(boot.pdf)) lines(xs, boot.pdf[, i], col=rgb(.6, .6, .6, .1))
quants <- apply(boot.pdf, 1, quantile, c(0.025, 0.5, 0.975))
min.point <- apply(boot.pdf, 1, min, na.rm=TRUE)
max.point <- apply(boot.pdf, 1, max, na.rm=TRUE)
lines(xs, quants[1, ], col="red", lwd=1.5, lty=2)
lines(xs, quants[3, ], col="red", lwd=1.5, lty=2)
lines(xs, quants[2, ], col="darkred", lwd=2)
我对第一个问题没有把握 下面是问题2的一些代码
library (fitdistrplus) #you forgot to mention this
library (ggplot2)
library (tidyr)
dat <- gather(as.data.frame(boot.pdf), i, y, -1)
dat2 <- gather(as.data.frame(t(quants)), quantile, y)
dat$x <- dat2$x <- xs
ggplot(dat, aes(x, y, group = i)) +
geom_line(col = 'grey') +
geom_line(data = dat2, aes(group = quantile, col = quantile), size = 1) +
scale_color_manual(values = c('2.5%' = 'red', '50%' = 'darkred', '97.5%' = 'red')) +
theme_bw() + xlab("Note Life (months)") + ylab("Probability density") +
ggtitle("Probability Distribution")
library(FitDistripPlus)#你忘了提到这一点
图书馆(GG2)
图书馆(tidyr)
谢谢阿克斯曼。对于问题1,我真的试图找到2.5%和97.5%曲线的Weibull形状和比例参数值。例如,原始模型的形状=1.781096,比例=33.669511。是的,我理解,但我不确定如何做到这一点。您可以查看MASS
包中的fitdistr
函数。或者查看此处:fits
library (fitdistrplus) #you forgot to mention this
library (ggplot2)
library (tidyr)
dat <- gather(as.data.frame(boot.pdf), i, y, -1)
dat2 <- gather(as.data.frame(t(quants)), quantile, y)
dat$x <- dat2$x <- xs
ggplot(dat, aes(x, y, group = i)) +
geom_line(col = 'grey') +
geom_line(data = dat2, aes(group = quantile, col = quantile), size = 1) +
scale_color_manual(values = c('2.5%' = 'red', '50%' = 'darkred', '97.5%' = 'red')) +
theme_bw() + xlab("Note Life (months)") + ylab("Probability density") +
ggtitle("Probability Distribution")