Interpreting Weibull parameters from survreg

冷暖自知 提交于 2019-12-03 03:36:53

This is explained in the manual page, ?survreg (in the "examples" section).

library(survival)
y <- rweibull(1000, shape=2, scale=5)
r <- survreg(Surv(y)~1, dist="weibull")
a <- 1/r$scale      # Approximately 2
b <- exp( coef(r) ) # Approximately 5
y2 <- b * ( -ln( 1-runif(1000) ) ) ^(1/a)
y3 <- rweibull(1000, shape=a, scale=5)
# Check graphically that the distributions are the same
plot(sort(y), sort(y2))
abline(0,1)

The key is that the shape parameter the rweibull generates is the inverse of the shape parameter the survreg inputs

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