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Marginal cause-of-failure probability

Source: R/methods.R
cause_probability.Rd

Returns a closure computing \(P(K=j | \theta)\) for all components, marginalized over the system failure time T. By Theorem 5, this equals \(E_T[P(K=j | T, \theta)]\).

Usage

cause_probability(model, ...)

# S3 method for class 'dfr_series_md'
cause_probability(model, ...)

Arguments

model

A likelihood model object.

...

Additional arguments passed to the returned closure.

Value

A function with signature function(par, ...) returning an m-vector where element j gives P(K=j | theta).

Methods (by class)

  • cause_probability(dfr_series_md): Method for masked-cause DFR series systems using Monte Carlo integration.