Fit Weibull distribution to censored data

Finds the optimal left-censoring threshold(s) at which the data series should be censored to make sure that the observations in the tail are likely sampled from a Weibull distribution

Usage

censored_weibull_fit(x, thresholds, warn)

Arguments

x

A tibble which is most commonly a result of function weibull_tail_test.

thresholds

A numeric or vector of quantiles which shal be tested as optimal threshold for left-censoring.

warn

If TRUE which is the default, warnings about censoring are given.

Value

A tibble with the optimal threshold itself and the Weibull scale and shape parameters obtained from the censored sample.

Examples

data("dailyrainfall")
wbtest <- weibull_tail_test(dailyrainfall)
censored_weibull_fit(wbtest, 0.9)
#> # A tibble: 1 × 4
#>   optimal_threshold scale shape quantile
#>               <dbl> <dbl> <dbl>    <dbl>
#> 1               234  96.0 0.912      0.9