Log-likelihood for masked-cause DFR series systems

Returns a log-likelihood function for a series system with masked component cause of failure. Supports four observation types: exact failures, right-censored, left-censored, and interval-censored.

Usage

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

Arguments

model

A dfr_series_md object.

...

Additional arguments (currently unused).

Value

A function with signature function(df, par, ...) that computes the log-likelihood.

Details

Log-likelihood contributions by observation type:

Exact (\(\omega = \) "exact")

\(\log L_i = \log(\sum_{j \in C_i} h_j(t_i)) - H_{sys}(t_i)\)

Right-censored (\(\omega = \) "right")

\(\log L_i = -H_{sys}(t_i)\)

Left-censored (\(\omega = \) "left")

\(\log L_i = \log \int_0^{t_i} [\sum_{j \in C_i} h_j(u)] S_{sys}(u) \, du\)

Interval-censored (\(\omega = \) "interval")

\(\log L_i = \log \int_{t_i}^{t_{upper,i}} [\sum_{j \in C_i} h_j(u)] S_{sys}(u) \, du\)

The exact and right-censored paths use direct hazard/cumulative hazard calls. Left and interval censoring require numerical integration via integrate.