Conditional cause-of-failure probability — conditional_cause

Returns a closure computing P(K=j | T=t, theta) for all components j, conditional on a specific failure time t. By Theorem 6 of the foundational paper, this equals h_j(t; theta) / sum_l h_l(t; theta).

Usage

conditional_cause_probability(model, ...)

# S3 method for class 'series_md'
conditional_cause_probability(model, ...)

Arguments

model: a likelihood model object
...: additional arguments passed to the returned closure

Value

a function with signature function(t, par, ...) returning an n x m matrix where n = length(t) and column j gives P(K=j | T=t, theta)

Methods (by class)

conditional_cause_probability(series_md): Default for series_md models via component hazard ratios (Theorem 6)