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Model constructor

Create a likelihood model for k-out-of-n systems.

kofn()
Create a k-out-of-n system estimation model
is_kofn()
Test if an object is a kofn model
ncomponents(<kofn>)
Number of components in a kofn model
print(<kofn>)
Print method for kofn models

Likelihood generics

S3 methods for the likelihood.model protocol.

loglik(<exp_kofn>)
Log-likelihood for exponential k-out-of-n model
loglik(<wei_kofn>)
Log-likelihood for Weibull k-out-of-n system
score(<exp_kofn>)
Score function for exponential k-out-of-n model
score(<wei_kofn>)
Score function for Weibull k-out-of-n system
hess_loglik(<exp_kofn>)
Hessian of the log-likelihood for exponential k-out-of-n model
hess_loglik(<wei_kofn>)
Hessian of log-likelihood for Weibull k-out-of-n system
fit(<exp_kofn>)
MLE fitting for exponential k-out-of-n model
fit(<wei_kofn>)
Fit Weibull k-out-of-n system model
rdata(<exp_kofn>)
Random data generation for exponential k-out-of-n model
rdata(<wei_kofn>)
Generate random data from a Weibull k-out-of-n system
assumptions(<exp_kofn>)
Assumptions for exponential k-out-of-n model
assumptions(<wei_kofn>)
Assumptions for Weibull k-out-of-n system model

Observation functors

Composable observation schemes for censored and inspected data.

observe_exact()
Exact observation scheme (no censoring)
observe_right_censor()
Right-censoring observation scheme
observe_left_censor()
Left-censoring observation scheme
observe_interval_censor()
Interval-censoring observation scheme
observe_periodic()
Periodic inspection observation scheme
observe_mixture()
Mixture of observation schemes

Periodic inspection (Scheme 1)

loglik_scheme1()
Log-likelihood for Scheme 1 (periodic inspection) parallel system
rdata_scheme1()
Generate Scheme 1 (periodic inspection) data
fit_scheme1()
Fit k-out-of-n system MLE under Scheme 1 (periodic inspection)

Masked cause-of-failure

loglik_masked()
Masked k-out-of-n log-likelihood
rdata_masked()
Generate masked k-out-of-n data

Fisher information

compare_fisher_info()
Compare Fisher information across observation schemes

Parallel fast-path internals

Inclusion-exclusion expansion for parallel exponential systems.

ie_expand()
Inclusion-exclusion expansion of a product of CDFs
w_j_exact()
Compute w_j(t) = f_j(t) * prod_i != j F_i(t) for exponential components
w_j_integral()
Closed-form integral of w_j(t) over an interval
F_sys_exp()
System CDF for exponential parallel systems
S_sys_exp()
System survival function for exponential parallel systems

Shared helpers

solve_mle()
Default MLE solver for positive parameters
trunc_log_moment_vec()
Vectorized truncated log-moment of the Weibull distribution
trunc_pow_moment()
Scalar truncated power moment of the Weibull distribution
trunc_pow_moment_vec()
Vectorized truncated power moment of the Weibull distribution