Package ‘DiscreteWeibull’

January 20, 2025

Type Package
Title Discrete Weibull Distributions (Type 1 and 3)
Version 1.1
Date 2015-10-15
Author Alessandro Barbiero
Maintainer Alessandro Barbiero <[email protected]>
Description Probability mass function, distribution function, quantile function, random genera-
tion and parameter estimation for the type I and III discrete Weibull distributions.
License GPL
LazyLoad yes
Depends Rsolnp, stats
NeedsCompilation no
Repository CRAN
Date/Publication 2015-10-18 01:21:16

Contents
DiscreteWeibull-package . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Discrete Weibull (Type 1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Discrete Weibull (Type 3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Edweibull . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Edweibull3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
estdweibull . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
estdweibull3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
loglikedw . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
loglikedw3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
lossdw . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
lossdw3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
varFisher . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

Index 17

1
2 DiscreteWeibull-package

DiscreteWeibull-package
Discrete Weibull Distributions (Type 1 and 3)

Description
Probability mass function, distribution function, quantile function, random generation and param-
eter estimation for the type I and III discrete Weibull distributions. In the present version, some
modifications have been made on the functions in Edweibull for the computation of the moments
of the type I discrete Weibull distribution.

Details

Package: DiscreteWeibull
Type: Package
Version: 1.1
Date: 2015-10-17
License: GPL
LazyLoad: yes
Depends: Rsolnp

Author(s)
Alessandro Barbiero <[email protected]>

References
T. Nakagawa and S. Osaki (1975) The discrete Weibull distribution, IEEE Transactions on Relia-
bility, 24(5), pp. 300-301
D.N.P. Murthy, M. Xie, R Jiang (2004) Weibull models, John Wiley & Sons: Hoboken, New Jersey
W.J. Padgett and J.D. Spurrier (1985) Discrete failure models, IEEE Transactions on Reliability,
34(3), pp. 253-256
H. Rinne (2008) The Weibull Distribution: A Handbook. CRC Press: Boca Raton, Florida
M. S. A. Khan, A. Khalique, and A. M. Abouammoh (1989) On estimating parameters in a discrete
Weibull distribution, IEEE Transactions on Reliability, 38(3), pp. 348-350

See Also
ddweibull, estdweibull, Edweibull, ddweibull3, estdweibull3, Edweibull3
Discrete Weibull (Type 1) 3

Discrete Weibull (Type 1)

The type 1 discrete Weibull distribution

Description

Probability mass function, distribution function, quantile function and random generation for the
discrete Weibull distribution with parameters q and β

Usage

ddweibull(x, q, beta, zero = FALSE)

pdweibull(x, q, beta, zero = FALSE)
qdweibull(p, q, beta, zero = FALSE)
rdweibull(n, q, beta, zero = FALSE)

Arguments

x vector of quantiles
p vector of probabilities
q first parameter
beta second parameter
zero TRUE, if the support contains 0; FALSE otherwise
n sample size

Details
β
The discrete Weibull distribution has probability mass function given by P (X = x; q, β) = q (x−1) −
β β β
q x , x = 1, 2, 3, . . ., if zero=FALSE; or P (X = x; q, β) = q x − q (x+1) , x = 0, 1, 2, . . ., if
β
zero=TRUE. The cumulative distribution function is F (x; q, β) = 1−q x if zero=FALSE; F (x; q, β) =
β
1 − q (x+1) otherwise

Value

ddweibull gives the probability function, pdweibull gives the distribution function, qdweibull
gives the quantile function, and rdweibull generates random values.

Author(s)

Alessandro Barbiero
4 Discrete Weibull (Type 3)

Examples
# Ex.1
x <- 1:10
q <- 0.6
beta <- 0.8
ddweibull(x, q, beta)
t <- qdweibull(0.99, q, beta)
t
pdweibull(t, q, beta)
#
x <- 0:10
ddweibull(x, q, beta, zero=TRUE)
t <- qdweibull(0.99, q, beta, zero=TRUE)
t
pdweibull(t, q, beta, zero=TRUE)

# Ex.2
q <- 0.4
beta <- 0.7
n <- 100
x <- rdweibull(n, q, beta)
tabulate(x)/sum(tabulate(x))
y <- 1:round(max(x))
# compare with
ddweibull(y, q, beta)

Discrete Weibull (Type 3)

The type 3 discrete Weibull distribution

Description
Probability mass function, distribution function, quantile function, random generation, and hazard
function for the type 3 discrete Weibull distribution with parameters c and β

Usage
ddweibull3(x, c, beta)
pdweibull3(x, c, beta)
qdweibull3(p, c, beta)
rdweibull3(n, c, beta)
hdweibull3(x, c, beta)

Arguments
x vector of values/quantiles
p vector of probabilities
c first parameter
Discrete Weibull (Type 3) 5

beta second parameter

n sample size

Details
The type 3 discrete Weibull distribution
Px+1is characterized by the following cumulative distribution
function: F (x; c, β) = 1 − exp(−c j=0 j β ), for x = 0, 1, 2, . . . , with c > 0 and β >= −1.

Value
ddweibull3 gives the probability function, pdweibull3 gives the distribution function, qdweibull3
gives the quantile function, hdweibull3 gives the hazard function, and rdweibull generates ran-
dom values.

Author(s)
Alessandro Barbiero

Examples
# ddweibull3
x <- 0:10
c <- 0.3
beta <- 0.75
p <- ddweibull3(x, c, beta)
p
plot(x, p, type="b", ylab=expression(P(X)==x))
# pdweibull3
x <- 0:10
c <- 0.5
beta <- 0.5
p <- pdweibull3(x, c, beta)
p
cumsum(ddweibull3(x, c, beta))
plot(x, p, type="s", ylab=expression(P(X<=x)))
# qdweibull3
p <- c(1:9)/10
p
c <- 0.1
beta <- 0.5
qdweibull3(p, c, beta)
pdweibull3(10, c, beta)
pdweibull3(9, c, beta)
# rdweibull3
n <- 20
c <- 0.25
beta <- -0.25
x <- rdweibull3(n, c, beta)
x
beta <- 0
x <- rdweibull3(n, c, beta)
x
6 Edweibull

beta <- 0.25

x <- rdweibull3(n, c, beta)
x
n <- 1000
x <- rdweibull3(n, c, beta)
obs <- c(sum(x==0), tabulate(x))
obs <- obs/sum(obs)
theo <- ddweibull3(min(x):max(x), c, beta)
barplot(rbind(obs, theo), beside=TRUE, names.arg=min(x):max(x),
ylab="relative frequency/probability", col=1:2)
legend(24, 0.1, c("observed", "theoretical"), pch=15, col=1:2)
#hdweibull3
x <- 0:15
c <- 0.5
hn<-hdweibull3(x, c, beta = -0.5)
h0<-hdweibull3(x, c, beta = 0)
hp<-hdweibull3(x, c, beta = 0.5)
plot(x, hn, type="b", ylim = c(0, 1), ylab="hazard rate")
points(x, h0, type = "b", col=2)
points(x, hp, type = "b", col=3)
legend(11, 0.5, c("beta<0", "beta=0", "beta>0"), col=1:3, pch=21)

Edweibull Expected values

Description
First and second order moments, variance and expected value of the reciprocal for the type 1 discrete
Weibull distribution

Usage
Edweibull(q, beta, eps = 1e-04, nmax = 1000, zero = FALSE)
E2dweibull(q, beta, eps = 1e-04, nmax = 1000, zero = FALSE)
Vdweibull(q, beta, eps = 1e-04, nmax = 1000, zero = FALSE)
ERdweibull(q, beta, eps = 1e-04, nmax = 1000)

Arguments
q first parameter
beta second parameter
eps error threshold for the numerical computation of the expected value
nmax maximum value considered for the numerical approximate computation of the
expected value;
zero TRUE, if the support contains 0; FALSE otherwise
Edweibull3 7

Details
The expected value is numerically computed considering a truncated support: integer values smaller
than or equal to 2F −1 (1 − eps; q, β) are considered, where F −1 is the inverse of the cumulative
distribution function (implemented by the function qdweibull). However, if such value is greater
than nmax, the expected value is computed recalling the formula of the expected value of the corre-
sponding continuous Weibull distribution (see the reference), adding 0.5. Similar arguments apply
to the other moments.

Value
the (approximate) expected values of the discrete Weibull distribution: Edweibull gives the first
order moment, E2dweibull the second order moment, Vdweibull the variance, ERdweibull the
expected value of the reciprocal (only if zero is FALSE)

Author(s)
Alessandro Barbiero

References
M. S. A. Khan, A. Khalique, and A. M. Abouammoh (1989) On estimating parameters in a discrete
Weibull distribution, IEEE Transactions on Reliability, 38(3), pp. 348-350

Examples
q <- 0.75
beta <- 1.25
Edweibull(q, beta)
E2dweibull(q, beta)
Vdweibull(q, beta)
ERdweibull(q, beta)
# if beta=0.75...
beta <- 0.75
Edweibull(q, beta)
Edweibull(q, beta, nmax=100)
# here above, the approximation through the continuous model intervenes
# if beta=1...
beta <- 1
Edweibull(q, beta)
# which equals...
1/(1-q)

Edweibull3 Expected values

Description
First and second order moments for the type 3 discrete Weibull distribution
8 Edweibull3

Usage
Edweibull3(c, beta, eps = 1e-04)
E2dweibull3(c, beta, eps = 1e-04)

Arguments
c first parameter
beta second parameter
eps error threshold for the numerical computation of the expected value

Details
The expected values are numerically computed considering a truncated support: integer values
smaller than or equal to 2F −1 (1 − eps; c, β)), where F −1 is the inverse of the cumulative distribu-
tion function (implemented by the function qdweibull3)

Value
the (approximate) expected values of the discrete Weibull distribution: Edweibull3 gives the first
order moment, E2dweibull3 the second order moment

Author(s)
Alessandro Barbiero

Examples
c <- 0.4
beta <- 0.25
Edweibull3(c,beta)
c <- 0.4
beta <- -0.75
Edweibull3(c, beta) # may require too much time
Edweibull3(c, beta, eps=0.001) # try with a smaller eps->worse approximation
c <- rep(0.1, 11)
beta <- (0:10)/10
Edweibull3(c, beta)
c <- rep(0.5, 11)
beta <- (-5:5)/10
Edweibull3(c,beta)
# E2dweibull3
c <- 0.4
beta <- 0.25
E2dweibull3(c, beta)
c <- rep(0.1, 11)
beta <- (0:10)/10
Edweibull3(c, beta)
c <- rep(0.8, 11)
beta <- (-5:5)/11
E2dweibull3(c, beta)
estdweibull 9

estdweibull Estimation of parameters

Description
Estimation of the parameters of the type 1 discrete Weibull distribution

Usage
estdweibull(x, method = "ML", zero = FALSE, eps = 1e-04, nmax=1000)

Arguments
x the vector of sample values
method "ML" for the maximum likelihood method; "M" for the method of moments; "P"
for the method of proportions
zero TRUE, if the support contains 0; FALSE otherwise
eps error threshold for the computation of the moments of the distribution
nmax maximum value considered for the numerical computation of the expected value

Value
the vector of the estimates of q and β

Author(s)
Alessandro Barbiero

See Also
ddweibull

Examples
# Ex1
n <- 10
q <- 0.5
beta <- 0.8
x <- rdweibull(n, q, beta)
estdweibull(x, "ML") # maximum likelihood method
# it may return some harmless warnings
# that depend on the optimization function used in the maximization routine
estdweibull(x, "M") # method of moments
estdweibull(x, "P") # method of proportion
# the estimates provided by the three methods may be quite different
# from the true values... and to each other
# change the sample size
n <- 50
10 estdweibull3

q <- 0.5
beta <- 0.8
x <- rdweibull(n, q, beta)
estdweibull(x, "ML") # maximum likelihood method
estdweibull(x, "M") # method of moments
estdweibull(x, "P") # method of proportion
# the estimates should be (on average) closer to the true values
# ...and to each other

# When the estimation methods fail...

# Ex2
# only 1s and 2s
x <- c(1,1,1,1,1,1,2,2,2,2)
estdweibull(x, "ML") # fails!
estdweibull(x, "M") # fails!
estdweibull(x, "P") # fails!

# Ex3
# no 1s
x <- c(2,2,3,4,5,5,5,6,6,8,10)
estdweibull(x, "ML") # works
estdweibull(x, "M") # works
estdweibull(x, "P") # fails!

estdweibull3 Estimation of parameters

Description
Estimation of the parameters of the type 3 discrete Weibull distribution

Usage
estdweibull3(x, method = "P", eps = 1e-04)

Arguments
x the vector of sample values
method "ML" for the maximum likelihood method; "M" for the method of moments; "P"
for the method of proportions
eps error threshold for the computation of the moments of the distribution

Value
the vector of the estimates of c and β

Author(s)
Alessandro Barbiero
estdweibull3 11

See Also

ddweibull3

Examples
# Ex1
x <- c(0,0,0,0,0,1,1,1,1,1,1,1,2,2,2,2,3,3,4,6)
estdweibull3(x, "P")
estdweibull3(x, "ML")
estdweibull3(x, "M")
# Ex 2
n <- 20
c <- 1/3
beta <- 2/3
x <- rdweibull3(n, c, beta)
estdweibull3(x, "P")
par <- estdweibull3(x, "ML")
par
-loglikedw3(par, x)
par <- estdweibull3(x, "M")
par
lossdw3(par, x)
n <- 50
x <- rdweibull3(n, c, beta)
estdweibull3(x, "P")
estdweibull3(x, "ML")
estdweibull3(x, "M")
n <- 100
x <- rdweibull3(n, c, beta)
estdweibull3(x, "P")
estdweibull3(x, "ML")
estdweibull3(x, "M")
# Ex 3: a piece of simulation study
nSim <- 50
n <- 50
c <- 0.2
beta <- 0.7
par <- matrix(0, nSim, 2)
for(i in 1:nSim)
{
x <- rdweibull3(n, c, beta)
par[i,] <- estdweibull3(x, "ML")
}
op <- par(mfrow = c(1,2))
boxplot(par[,1], xlab=expression(hat(c)[ML]))
abline(h = c)
boxplot(par[,2], xlab=expression(hat(beta)[ML]))
abline(h = beta)
op <- par()
12 loglikedw

loglikedw Loglikelihood function

Description

Loglikelihood function (changed in sign) for the type 1 discrete Weibull distribution

Usage

loglikedw(par, x, zero = FALSE)

Arguments

par the vector of parameters, q and β

x the vector of sample values
zero TRUE, if the support contains 0; FALSE otherwise

Value

the value of the loglikelihood function (changed in sign) for the observed sample x under the pa-
rameters par

Author(s)

Alessandro Barbiero

See Also

estdweibull

Examples

x <- c(1,1,1,2,2,2,2,2,2,3,4,4,5,6,8)
-loglikedw(c(0.8, 1), x) # loglikelihood function for q=0.8 and beta=1
-loglikedw(c(0.4, 2), x) # loglikelihood function for q=0.4 and beta=2
par <- estdweibull(x, "ML")# parameter estimates derived by the ML method
par
-loglikedw(par, x) # the maximum value of the loglikelihood function
loglikedw3 13

loglikedw3 Loglikelihood function

Description

Loglikelihood function (changed in sign) for the type 3 discrete Weibull distribution

Usage

loglikedw3(par, x)

Arguments

par the vector of parameters, c and β

x the vector of sample values

Value

the value of the loglikelihood function (changed in sign) for the observed sample x under the pa-
rameters par

Author(s)

Alessandro Barbiero

See Also

estdweibull3

Examples

n <- 20
c <- 1/3
beta <- 2/3
x <- rdweibull3(n, c, beta)
par <- estdweibull3(x, "ML")
par
-loglikedw3(par, x)
14 lossdw

lossdw Loss function

Description
Loss function for the method of moments (type 1 discrete Weibull)

Usage
lossdw(par, x, zero = FALSE, eps = 1e-04, nmax=1000)

Arguments
par vector of parameters q and β
x the vector of sample values
zero TRUE, if the support contains 0; FALSE otherwise
eps error threshold for the numerical computation of the expected value
nmax maximum value considered for the numerical computation of the expected value

Details
The loss function is given by L(x; q, β) = [m1 − E(X; q, β)]2 + [m2 − E(X 2 ; q, β)]2 , where E(·)
denotes the expected value, m1 and m2 are the first and second order sample moments respectively.

Value
the value of the quadratic loss function

Author(s)
Alessandro Barbiero

See Also
Edweibull

Examples
x <- c(1,1,1,1,1,2,2,2,3,4)
lossdw(c(0.5, 1), x)
par <- estdweibull(x, "M") # parameter estimates derived by the method of moments
par
lossdw(par, x) # the loss is zero using these estimates
lossdw3 15

lossdw3 Loss function

Description
Loss function for the method of moments (type 3 discrete Weibull)

Usage
lossdw3(par, x, eps = 1e-04)

Arguments
par vector of parameters q and β
x the vector of sample values
eps error threshold for the numerical computation of the expected value

Details
The loss function is given by L(x; c, β) = [m1 − E(X; c, β)]2 + [m2 − E(X 2 ; c, β)]2 , where E(·)
denotes the expected value, m1 and m2 are the first and second order sample moments respectively.

Value
the value of the quadratic loss function

Author(s)
Alessandro Barbiero

See Also
Edweibull3

Examples
n <- 25
c <- 1/3
beta <- 2/3
x <- rdweibull3(n, c, beta)
par <- estdweibull3(x, "M")
par
lossdw3(par, x)
16 varFisher

varFisher Observed Fisher information matrix

Description
Observed Fisher information matrix on a sample from the type 1 discrete Weibull distribution

Usage
varFisher(x, zero = FALSE)

Arguments
x a vector of sample values
zero TRUE, if the support contains 0; FALSE otherwise

Value
a list of two matrices: the observed Fisher information matrix, and its inverse, which contains
asymptotic variances and covariances of the maximum likelihood estimators of q and β

Author(s)
Alessandro Barbiero

See Also
estdweibull

Examples
x <- rdweibull(100, 2/3, 3/2)
estdweibull(x, "ML")
IF <- varFisher(x)[[2]]
diag(IF)
diag(IF)/length(x)
# asymptotic variances of the ML estimators directly estimated from the sample
Index

∗ distribution hdweibull3 (Discrete Weibull (Type 3)),

Discrete Weibull (Type 1), 3 4
Discrete Weibull (Type 3), 4
Edweibull, 6 loglikedw, 12
Edweibull3, 7 loglikedw3, 13
estdweibull, 9 lossdw, 14
estdweibull3, 10 lossdw3, 15
loglikedw, 12
pdweibull (Discrete Weibull (Type 1)), 3
loglikedw3, 13
pdweibull3 (Discrete Weibull (Type 3)),
lossdw, 14
4
lossdw3, 15
varFisher, 16 qdweibull, 7
∗ htest qdweibull (Discrete Weibull (Type 1)), 3
estdweibull, 9 qdweibull3, 8
estdweibull3, 10 qdweibull3 (Discrete Weibull (Type 3)),
loglikedw, 12 4
loglikedw3, 13
varFisher, 16 rdweibull (Discrete Weibull (Type 1)), 3
∗ package rdweibull3 (Discrete Weibull (Type 3)),
DiscreteWeibull-package, 2 4

ddweibull, 2, 9 varFisher, 16
ddweibull (Discrete Weibull (Type 1)), 3 Vdweibull (Edweibull), 6
ddweibull3, 2, 11
ddweibull3 (Discrete Weibull (Type 3)),
4
Discrete Weibull (Type 1), 3
Discrete Weibull (Type 3), 4
DiscreteWeibull
(DiscreteWeibull-package), 2
DiscreteWeibull-package, 2

E2dweibull (Edweibull), 6
E2dweibull3 (Edweibull3), 7
Edweibull, 2, 6, 14
Edweibull3, 2, 7, 15
ERdweibull (Edweibull), 6
estdweibull, 2, 9, 12, 16
estdweibull3, 2, 10, 13

17