| Title: | Comprehensive Tools for some Probability Distributions |
|---|---|
| Description: | Provides a comprehensive suite of utilities for univariate continuous probability distributions and reliability models. Includes functions to compute the probability density, cumulative distribution, quantile, reliability, and hazard functions, along with random variate generation. Also offers diagnostic and model assessment tools such as Quantile-Quantile (Q-Q) and Probability-Probability (P-P) plots, the Kolmogorov-Smirnov goodness-of-fit test, and model selection criteria including the Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC). Currently implements the following distributions: Burr X, Chen, Exponential Extension, Exponentiated Logistic, Exponentiated Weibull, Exponential Power, Flexible Weibull, Generalized Exponential, Gompertz, Generalized Power Weibull, Gumbel, Inverse Generalized Exponential, Linear Failure Rate, Log-Gamma, Logistic-Exponential, Logistic-Rayleigh, Log-log, Marshall-Olkin Extended Exponential, Marshall-Olkin Extended Weibull, and Weibull Extension distributions. Serves as a valuable resource for teaching and research in probability theory, reliability analysis, and applied statistical modeling. |
| Authors: | Vijay Kumar [aut, cre], Uwe Ligges [aut] |
| Maintainer: | Vijay Kumar <[email protected]> |
| License: | GPL-2 |
| Version: | 0.2 |
| Built: | 2026-06-08 07:19:27 UTC |
| Source: | https://github.com/cran/reliaR |
The function abic.burrX() gives the loglikelihood, AIC and BIC values
assuming an BurrX distribution with parameters alpha and lambda.
abic.burrX(x, alpha.est, lambda.est)abic.burrX(x, alpha.est, lambda.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
The function abic.burrX() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.burrX for PP plot and qq.burrX for QQ plot
## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.1989515, lambda.est = 0.0130847 ## Values of AIC, BIC and LogLik for the data(bearings) abic.burrX(bearings, 1.1989515, 0.0130847)## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.1989515, lambda.est = 0.0130847 ## Values of AIC, BIC and LogLik for the data(bearings) abic.burrX(bearings, 1.1989515, 0.0130847)
The function abic.chen() gives the loglikelihood, AIC and BIC values
assuming Chen distribution with parameters beta and
lambda. The function is based on the invariance property of the MLE.
abic.chen(x, beta.est, lambda.est)abic.chen(x, beta.est, lambda.est)
x |
vector of observations |
beta.est |
estimate of the parameter beta |
lambda.est |
estimate of the parameter lambda |
The function abic.chen() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.chen for PP plot and qq.chen for QQ plot
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of beta & lambda for the data(sys2) ## beta.est = 0.262282404, lambda.est = 0.007282371 ## Values of AIC, BIC and LogLik for the data(sys2) abic.chen(sys2, 0.262282404, 0.007282371)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of beta & lambda for the data(sys2) ## beta.est = 0.262282404, lambda.est = 0.007282371 ## Values of AIC, BIC and LogLik for the data(sys2) abic.chen(sys2, 0.262282404, 0.007282371)
The function abic.exp.ext() gives the loglikelihood, AIC and BIC values
assuming an Exponential Extension(EE) distribution with parameters alpha and lambda.
abic.exp.ext(x, alpha.est, lambda.est)abic.exp.ext(x, alpha.est, lambda.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
The function abic.exp.ext() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.exp.ext for PP plot and qq.exp.ext for QQ plot
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04 ## Values of AIC, BIC and LogLik for the data(sys2) abic.exp.ext(sys2, 1.0126e+01, 1.5848e-04)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04 ## Values of AIC, BIC and LogLik for the data(sys2) abic.exp.ext(sys2, 1.0126e+01, 1.5848e-04)
The function abic.exp.power() gives the loglikelihood, AIC and BIC values
assuming Chen distribution with parameters alpha and
lambda. The function is based on the invariance property of the MLE.
abic.exp.power(x, alpha.est, lambda.est)abic.exp.power(x, alpha.est, lambda.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
The function abic.exp.power() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.exp.power for PP plot and qq.exp.power for QQ plot
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.905868898, lambda.est = 0.001531423 ## Values of AIC, BIC and LogLik for the data(sys2) abic.exp.power(sys2, 0.905868898, 0.001531423)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.905868898, lambda.est = 0.001531423 ## Values of AIC, BIC and LogLik for the data(sys2) abic.exp.power(sys2, 0.905868898, 0.001531423)
The function abic.expo.logistic() gives the loglikelihood, AIC and BIC values
assuming an Exponentiated Logistic(EL) distribution with parameters alpha and beta.
abic.expo.logistic(x, alpha.est, beta.est)abic.expo.logistic(x, alpha.est, beta.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
The function abic.expo.logistic() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.expo.logistic for PP plot and qq.expo.logistic for QQ plot
## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 5.31302, beta.est = 139.04515 ## Values of AIC, BIC and LogLik for the data(dataset2) abic.expo.logistic(dataset2, 5.31302, 139.04515)## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 5.31302, beta.est = 139.04515 ## Values of AIC, BIC and LogLik for the data(dataset2) abic.expo.logistic(dataset2, 5.31302, 139.04515)
The function abic.expo.weibull() gives the loglikelihood, AIC and BIC values
assuming an Exponentiated Weibull(EW) distribution with parameters alpha and theta.
abic.expo.weibull(x, alpha.est, theta.est)abic.expo.weibull(x, alpha.est, theta.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
The function abic.expo.weibull() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.expo.weibull for PP plot and qq.expo.weibull for QQ plot
## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est =1.026465, theta.est = 7.824943 ## Values of AIC, BIC and LogLik for the data(stress) abic.expo.weibull(stress, 1.026465, 7.824943)## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est =1.026465, theta.est = 7.824943 ## Values of AIC, BIC and LogLik for the data(stress) abic.expo.weibull(stress, 1.026465, 7.824943)
The function abic.flex.weibull() gives the loglikelihood, AIC and BIC values
assuming an flexible Weibull(FW) distribution with parameters alpha and beta.
abic.flex.weibull(x, alpha.est, beta.est)abic.flex.weibull(x, alpha.est, beta.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
The function abic.flex.weibull() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.flex.weibull for PP plot and qq.flex.weibull for QQ plot
## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.07077507, beta.est = 1.13181535 ## Values of AIC, BIC and LogLik for the data(repairtimes) abic.flex.weibull(repairtimes, 0.07077507, 1.13181535)## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.07077507, beta.est = 1.13181535 ## Values of AIC, BIC and LogLik for the data(repairtimes) abic.flex.weibull(repairtimes, 0.07077507, 1.13181535)
The function abic.gen.exp() gives the loglikelihood, AIC and BIC values
assuming an Generalized Exponential distribution with parameters alpha and
lambda. The function is based on the invariance property of the MLE.
abic.gen.exp(x, alpha.est, lambda.est)abic.gen.exp(x, alpha.est, lambda.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
The function abic.gen.exp() gives the loglikelihood, AIC and BIC values.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
pp.gen.exp for PP plot and qq.gen.exp for QQ plot
## Load data set data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 5.28321139, lambda.est = 0.03229609 abic.gen.exp(bearings, 5.28321139, 0.03229609)## Load data set data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 5.28321139, lambda.est = 0.03229609 abic.gen.exp(bearings, 5.28321139, 0.03229609)
The function abic.gompertz() gives the loglikelihood, AIC and BIC values
assuming an Gompertz distribution with parameters alpha and theta.
abic.gompertz(x, alpha.est, theta.est)abic.gompertz(x, alpha.est, theta.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
The function abic.gompertz() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.gompertz for PP plot and qq.gompertz for QQ plot
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 0.00121307, theta.est = 0.00173329 ## Values of AIC, BIC and LogLik for the data(sys2) abic.gompertz(sys2, 0.00121307, 0.00173329)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 0.00121307, theta.est = 0.00173329 ## Values of AIC, BIC and LogLik for the data(sys2) abic.gompertz(sys2, 0.00121307, 0.00173329)
The function abic.gp.weibull() gives the loglikelihood, AIC and BIC values
assuming an generalized power Weibull(GPW) distribution with parameters alpha and theta.
abic.gp.weibull(x, alpha.est, theta.est)abic.gp.weibull(x, alpha.est, theta.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
The function abic.gp.weibull() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.gp.weibull for PP plot and qq.gp.weibull for QQ plot
## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 1.566093, theta.est = 0.355321 ## Values of AIC, BIC and LogLik for the data(repairtimes) abic.gp.weibull(repairtimes, 1.566093, 0.355321)## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 1.566093, theta.est = 0.355321 ## Values of AIC, BIC and LogLik for the data(repairtimes) abic.gp.weibull(repairtimes, 1.566093, 0.355321)
The function abic.gumbel() gives the loglikelihood, AIC and BIC values
assuming an Gumbel distribution with parameters mu and sigma.
abic.gumbel(x, mu.est, sigma.est)abic.gumbel(x, mu.est, sigma.est)
x |
vector of observations |
mu.est |
estimate of the parameter mu |
sigma.est |
estimate of the parameter sigma |
The function abic.gumbel() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.gumbel for PP plot and qq.gumbel for QQ plot
## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2) ## Estimates of mu & sigma using 'maxLik' package ## mu.est = 212.157, sigma.est = 151.768 ## Values of AIC, BIC and LogLik for the data(dataset2) abic.gumbel(dataset2, 212.157, 151.768)## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2) ## Estimates of mu & sigma using 'maxLik' package ## mu.est = 212.157, sigma.est = 151.768 ## Values of AIC, BIC and LogLik for the data(dataset2) abic.gumbel(dataset2, 212.157, 151.768)
The function abic.inv.genexp() gives the loglikelihood, AIC and BIC values
assuming an Inverse Generalized Exponential(IGE) distribution with parameters alpha and lambda.
abic.inv.genexp(x, alpha.est, lambda.est)abic.inv.genexp(x, alpha.est, lambda.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
The function abic.inv.genexp() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.inv.genexp for PP plot and qq.inv.genexp for QQ plot
## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.097807, lambda.est = 1.206889 ## Values of AIC, BIC and LogLik for the data(repairtimes) abic.inv.genexp(repairtimes, 1.097807, 1.206889)## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.097807, lambda.est = 1.206889 ## Values of AIC, BIC and LogLik for the data(repairtimes) abic.inv.genexp(repairtimes, 1.097807, 1.206889)
The function abic.lfr() gives the loglikelihood, AIC and BIC values
assuming an linear failure rate(LFR) distribution with parameters alpha and beta.
abic.lfr(x, alpha.est, beta.est)abic.lfr(x, alpha.est, beta.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
The function abic.lfr() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.lfr for PP plot and qq.lfr for QQ plot
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 1.77773e-03, beta.est = 2.77764e-06 ## Values of AIC, BIC and LogLik for the data(sys2) abic.lfr(sys2, 1.777673e-03, 2.777640e-06)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 1.77773e-03, beta.est = 2.77764e-06 ## Values of AIC, BIC and LogLik for the data(sys2) abic.lfr(sys2, 1.777673e-03, 2.777640e-06)
The function abic.log.gamma() gives the loglikelihood, AIC and BIC values
assuming an log-gamma(LG) distribution with parameters alpha and lambda.
abic.log.gamma(x, alpha.est, lambda.est)abic.log.gamma(x, alpha.est, lambda.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
The function abic.log.gamma() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.log.gamma for PP plot and qq.log.gamma for QQ plot
## Load data sets data(conductors) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 0.0088741, lambda.est = 0.6059935 ## Values of AIC, BIC and LogLik for the data(conductors) abic.log.gamma(conductors, 0.0088741, 0.6059935)## Load data sets data(conductors) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 0.0088741, lambda.est = 0.6059935 ## Values of AIC, BIC and LogLik for the data(conductors) abic.log.gamma(conductors, 0.0088741, 0.6059935)
The function abic.logis.exp() gives the loglikelihood, AIC and BIC values
assuming an Logistic-Exponential(LE) distribution with parameters alpha and lambda.
abic.logis.exp(x, alpha.est, lambda.est)abic.logis.exp(x, alpha.est, lambda.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
The function abic.logis.exp() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.logis.exp for PP plot and qq.logis.exp for QQ plot
## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 2.36754, lambda.est = 0.01059 ## Values of AIC, BIC and LogLik for the data(bearings) abic.logis.exp(bearings, 2.36754, 0.01059)## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 2.36754, lambda.est = 0.01059 ## Values of AIC, BIC and LogLik for the data(bearings) abic.logis.exp(bearings, 2.36754, 0.01059)
The function abic.logis.rayleigh() gives the loglikelihood, AIC and BIC values
assuming an Logistic-Rayleigh(LR) distribution with parameters alpha and lambda.
abic.logis.rayleigh(x, alpha.est, lambda.est)abic.logis.rayleigh(x, alpha.est, lambda.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
The function abic.logis.rayleigh() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.logis.rayleigh for PP plot and qq.logis.rayleigh for QQ plot
## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.4779388, lambda.est = 0.2141343 ## Values of AIC, BIC and LogLik for the data(stress) abic.logis.rayleigh(stress, 1.4779388, 0.2141343)## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.4779388, lambda.est = 0.2141343 ## Values of AIC, BIC and LogLik for the data(stress) abic.logis.rayleigh(stress, 1.4779388, 0.2141343)
The function abic.loglog( ) gives the loglikelihood, AIC and BIC values
assuming Loglog distribution with parameters alpha and
lambda. The function is based on the invariance property of the MLE.
abic.loglog(x, alpha.est, lambda.est)abic.loglog(x, alpha.est, lambda.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
The function abic.loglog( ) gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
qq.loglog for QQ plot and ks.loglog function
## Load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.9058689 lambda.est = 1.0028228 ## Values of AIC, BIC and LogLik for the data(sys2) abic.loglog(sys2, 0.9058689, 1.0028228)## Load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.9058689 lambda.est = 1.0028228 ## Values of AIC, BIC and LogLik for the data(sys2) abic.loglog(sys2, 0.9058689, 1.0028228)
The function abic.moee() gives the loglikelihood, AIC and BIC values
assuming an MOEE distribution with parameters alpha and lambda.
abic.moee(x, alpha.est, lambda.est)abic.moee(x, alpha.est, lambda.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
The function abic.moee() gives the loglikelihood, AIC and BIC values.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
pp.moee for PP plot and qq.moee for QQ plot
## Load data set data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 75.67982, lambda.est = 1.67576 abic.moee(stress, 75.67982, 1.67576)## Load data set data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 75.67982, lambda.est = 1.67576 abic.moee(stress, 75.67982, 1.67576)
The function abic.moew() gives the loglikelihood, AIC and BIC values
assuming an MOEW distribution with parameters alpha and lambda.
abic.moew(x, alpha.est, lambda.est)abic.moew(x, alpha.est, lambda.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
The function abic.moew() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.moew for PP plot and qq.moew for QQ plot
## Load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.3035937, lambda.est = 279.2177754 ## Values of AIC, BIC and LogLik for the data(sys2) abic.moew(sys2, 0.3035937, 279.2177754)## Load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.3035937, lambda.est = 279.2177754 ## Values of AIC, BIC and LogLik for the data(sys2) abic.moew(sys2, 0.3035937, 279.2177754)
The function abic.weibull.ext() gives the loglikelihood, AIC and BIC values
assuming an Weibull Extension(WE) distribution with parameters alpha and beta.
abic.weibull.ext(x, alpha.est, beta.est)abic.weibull.ext(x, alpha.est, beta.est)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
The function abic.weibull.ext() gives the loglikelihood, AIC and BIC values.
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.weibull.ext for PP plot and qq.weibull.ext for QQ plot
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.00019114, beta.est = 0.14696242 ## Values of AIC, BIC and LogLik for the data(sys2) abic.weibull.ext(sys2, 0.00019114, 0.14696242)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.00019114, beta.est = 0.14696242 ## Values of AIC, BIC and LogLik for the data(sys2) abic.weibull.ext(sys2, 0.00019114, 0.14696242)
Several data sets related to life test are available in the reliaR package, which have been taken from the literature.
data(bearings)data(bearings)
A vector containing 23 observations.
The data given here arose in tests on endurance of deep groove ball bearings. The data are the number of million revolutions before failure for each of the 23 ball bearings in the life test.
Lawless, J. F. (2003). Statistical Models and Methods for Lifetime Data, 2nd ed., John Wiley and Sons, New York.
## Load data sets data(bearings) ## Histogram for bearings hist(bearings)## Load data sets data(bearings) ## Histogram for bearings hist(bearings)
Density, distribution function, quantile function and random
generation for the BurrX
distribution with shape parameter alpha and scale parameter lambda.
dburrX(x, alpha, lambda, log = FALSE) pburrX(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qburrX(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rburrX(n, alpha, lambda)dburrX(x, alpha, lambda, log = FALSE) pburrX(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qburrX(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rburrX(n, alpha, lambda)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The BurrX distribution has density
where and are the shape and scale
parameters, respectively.
dburrX gives the density,
pburrX gives the distribution function,
qburrX gives the quantile function, and
rburrX generates random deviates.
Kundu, D., and Raqab, M.Z. (2005). Generalized Rayleigh Distribution: Different Methods of Estimation, Computational Statistics and Data Analysis, 49, 187-200.
Surles, J.G., and Padgett, W.J. (2005). Some properties of a scaled Burr type X distribution, Journal of Statistical Planning and Inference, 128, 271-280.
Raqab, M.Z., and Kundu, D. (2006). Burr Type X distribution: revisited, Journal of Probability and Statistical Sciences, 4(2), 179-193.
.Random.seed about random number; sburrX for BurrX survival / hazard etc. functions
## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.1989515, lambda.est = 0.0130847 dburrX(bearings, 1.1989515, 0.0130847, log = FALSE) pburrX(bearings, 1.1989515, 0.0130847, lower.tail = TRUE, log.p = FALSE) qburrX(0.25, 1.1989515, 0.0130847, lower.tail=TRUE, log.p = FALSE) rburrX(30, 1.1989515, 0.0130847)## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.1989515, lambda.est = 0.0130847 dburrX(bearings, 1.1989515, 0.0130847, log = FALSE) pburrX(bearings, 1.1989515, 0.0130847, lower.tail = TRUE, log.p = FALSE) qburrX(0.25, 1.1989515, 0.0130847, lower.tail=TRUE, log.p = FALSE) rburrX(30, 1.1989515, 0.0130847)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival
function for the BurrX distribution with shape parameter alpha and scale parameter lambda.
crf.burrX(x, t = 0, alpha, lambda) hburrX(x, alpha, lambda) hra.burrX(x, alpha, lambda) sburrX(x, alpha, lambda)crf.burrX(x, t = 0, alpha, lambda) hburrX(x, alpha, lambda) hra.burrX(x, alpha, lambda) sburrX(x, alpha, lambda)
x |
vector of quantiles. |
alpha |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
The hazard function is defined by
where and are the pdf and cdf, respectively.
The behavior of allows one to characterize the aging
of the units. For example, if the failure rate is increasing (IFR
class), then the units age with time. If is decreasing (DFR
class), then the units improve in performance with time. Finally, if
is constant, then the lifetime distribution is necessarily
exponential.
There are two more aging indicators which are the following:
The failure rate average (FRA) of X is given by
where is the cumulative hazard function. An analysis for
FRA() on permits to obtain the IFRA and DFRA classes.
The survival/reliability function (s.f.) and the conditional survival of X are defined by
respectively, where is the cdf of X. Similarly to
and , the distribution of X belongs to the
new better than used (NBU), exponential, or new worse than used (NWU)
classes, when , ,
or , respectively.
crf.burrX gives the conditional reliability function (crf),
hburrX gives the hazard function,
hra.burrX gives the hazard rate average (HRA) function, and
sburrX gives the survival function for the BurrX distribution.
Kundu, D., and Raqab, M.Z. (2005). Generalized Rayleigh Distribution: Different Methods of Estimation, Computational Statistics and Data Analysis, 49, 187-200.
Lawless, J.F.(2003). Statistical Models and Methods for Lifetime Data, John Wiley and Sons, New York.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
dburrX for other BurrX distribution related functions;
## load data set data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.1989515, lambda.est = 0.0130847 ## Reliability indicators for data(bearings): ## Reliability function sburrX(bearings, 1.1989515, 0.0130847) ## Hazard function hburrX(bearings, 1.1989515, 0.0130847) ## hazard rate average(hra) hra.burrX(bearings, 1.1989515, 0.0130847) ## Conditional reliability function (age component=0) crf.burrX(bearings, 0.00, 1.1989515, 0.0130847) ## Conditional reliability function (age component=3.0) crf.burrX(bearings, 3.0, 1.1989515, 0.0130847)## load data set data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.1989515, lambda.est = 0.0130847 ## Reliability indicators for data(bearings): ## Reliability function sburrX(bearings, 1.1989515, 0.0130847) ## Hazard function hburrX(bearings, 1.1989515, 0.0130847) ## hazard rate average(hra) hra.burrX(bearings, 1.1989515, 0.0130847) ## Conditional reliability function (age component=0) crf.burrX(bearings, 0.00, 1.1989515, 0.0130847) ## Conditional reliability function (age component=3.0) crf.burrX(bearings, 3.0, 1.1989515, 0.0130847)
Density, distribution function, quantile function and random
generation for the Chen
distribution with shape parameter beta and scale parameter lambda.
dchen(x, beta, lambda, log = FALSE) pchen(q, beta, lambda, lower.tail = TRUE, log.p = FALSE) qchen(p, beta, lambda, lower.tail = TRUE, log.p = FALSE) rchen(n, beta, lambda)dchen(x, beta, lambda, log = FALSE) pchen(q, beta, lambda, lower.tail = TRUE, log.p = FALSE) qchen(p, beta, lambda, lower.tail = TRUE, log.p = FALSE) rchen(n, beta, lambda)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
beta |
shape parameter. |
lambda |
scale parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The Chen distribution has density
where and are the shape and scale
parameters, respectively.
dchen gives the density,
pchen gives the distribution function,
qchen gives the quantile function, and
rchen generates random deviates.
Chen, Z. (2000). A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statistics & Probability Letters, 49, 155-161.
Murthy, D.N.P., Xie, M. and Jiang, R. (2004). Weibull Models, Wiley, New York.
Pham, H. (2006). System Software Reliability, Springer-Verlag.
Pham, H. and Lai, C.D. (2007). On recent generalizations of the Weibull distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
.Random.seed about random number; schen for Chen survival / hazard etc. functions
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of beta & lambda for the data(sys2) ## beta.est = 0.262282404, lambda.est = 0.007282371 dchen(sys2, 0.262282404, 0.007282371, log = FALSE) pchen(sys2, 0.262282404, 0.007282371, lower.tail = TRUE, log.p = FALSE) qchen(0.25, 0.262282404, 0.007282371, lower.tail = TRUE, log.p = FALSE) rchen(10, 0.262282404, 0.007282371)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of beta & lambda for the data(sys2) ## beta.est = 0.262282404, lambda.est = 0.007282371 dchen(sys2, 0.262282404, 0.007282371, log = FALSE) pchen(sys2, 0.262282404, 0.007282371, lower.tail = TRUE, log.p = FALSE) qchen(0.25, 0.262282404, 0.007282371, lower.tail = TRUE, log.p = FALSE) rchen(10, 0.262282404, 0.007282371)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Chen
distribution with shape parameter beta and scale parameter lambda.
crf.chen(x, t = 0, beta, lambda) hchen(x, beta, lambda) hra.chen(x, beta, lambda) schen(x, beta, lambda)crf.chen(x, t = 0, beta, lambda) hchen(x, beta, lambda) hra.chen(x, beta, lambda) schen(x, beta, lambda)
x |
vector of quantiles. |
beta |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
crf.chen gives the conditional reliability function (crf),
hchen gives the hazard function,
hra.chen gives the hazard rate average (HRA) function, and
schen gives the survival function for the Chen distribution.
Chen, Z.(2000). A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statistics and Probability Letters, 49, 155-161.
Pham, H. (2003). Handbook of Reliability Engineering, Springer-Verlag.
dchen for other Chen distribution related functions
## Maximum Likelihood(ML) Estimates of beta & lambda ## beta.est = 0.262282404, lambda.est = 0.007282371 ## Load data sets data(sys2) ## Reliability indicators: ## Reliability function schen(sys2, 0.262282404, 0.007282371) ## Hazard function hchen(sys2, 0.262282404, 0.007282371) ## hazard rate average(hra) hra.chen(sys2, 0.262282404, 0.007282371) ## Conditional reliability function (age component=0) crf.chen(sys2, 0.00, 0.262282404, 0.007282371) ## Conditional reliability function (age component=3.0) crf.chen(sys2, 3.0, 0.262282404, 0.007282371)## Maximum Likelihood(ML) Estimates of beta & lambda ## beta.est = 0.262282404, lambda.est = 0.007282371 ## Load data sets data(sys2) ## Reliability indicators: ## Reliability function schen(sys2, 0.262282404, 0.007282371) ## Hazard function hchen(sys2, 0.262282404, 0.007282371) ## hazard rate average(hra) hra.chen(sys2, 0.262282404, 0.007282371) ## Conditional reliability function (age component=0) crf.chen(sys2, 0.00, 0.262282404, 0.007282371) ## Conditional reliability function (age component=3.0) crf.chen(sys2, 3.0, 0.262282404, 0.007282371)
Several data sets related to life test are available in the reliaR package, which have been taken from the literature.
data(conductors)data(conductors)
A vector containing 59 observations.
The data is obtained from Lawless(2003, pp. 267) and it represents the faiure times of 59 conductors from an accelerated life test. Failure times are in hours, and there are no censored observations.
Lawless, J. F. (2003). Statistical Models and Methods for Lifetime Data,2nd ed., John Wiley and Sons, New York.
## Load data sets data(conductors) ## Histogram for conductors hist(conductors)## Load data sets data(conductors) ## Histogram for conductors hist(conductors)
Several data sets related to life test are available in the reliaR package, which have been taken from the literature.
data(dataset2)data(dataset2)
A vector containing 111 observations.
The data is obtained from Lyu(1996) and is given in chapter 11 as DATASET2. The data set contains 36 months of defect-discovery times for a release of Controller Software consisting of about 500,000 lines of code installed on over 100,000 controllers.
Lyu, M. R. (1996). Handbook of Software Reliability Engineering, IEEE Computer Society Press, http://www.cse.cuhk.edu.hk/~lyu/book/reliability/
## Load data sets data(dataset2) ## Histogram for dataset2 hist(dataset2)## Load data sets data(dataset2) ## Histogram for dataset2 hist(dataset2)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Exponential Power
distribution with shape parameter alpha and scale parameter lambda.
crf.exp.power(x, t = 0, alpha, lambda) hexp.power(x, alpha, lambda) hra.exp.power(x, alpha, lambda) sexp.power(x, alpha, lambda)crf.exp.power(x, t = 0, alpha, lambda) hexp.power(x, alpha, lambda) hra.exp.power(x, alpha, lambda) sexp.power(x, alpha, lambda)
x |
vector of quantiles. |
alpha |
tilt parameter. |
lambda |
scale parameter. |
t |
age component. |
crf.exp.power gives the conditional reliability function (crf),
hexp.power gives the hazard function,
hra.exp.power gives the hazard rate average (HRA) function, and
sexp.power gives the survival function for the Exponential Power distribution.
Chen, Z.(1999). Statistical inference about the shape parameter of the exponential power distribution, Journal :Statistical Papers, Vol. 40(4), 459-468.
Pham, H. and Lai, C.D.(2007). On recent generalizations of the Weibull distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
Smith, R.M. and Bain, L.J.(1975). An exponential power life-test distribution, Communications in Statistics - Simulation and Computation, Vol.4(5), 469 - 481
dexp.power for other Exponential Power distribution related functions
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.905868898, lambda.est = 0.001531423 ## Reliability indicators: ## Reliability function sexp.power(sys2, 0.905868898, 0.001531423) ## Hazard function hexp.power(sys2, 0.905868898, 0.001531423) ## hazard rate average(hra) hra.exp.power(sys2, 0.905868898, 0.001531423) ## Conditional reliability function (age component=0) crf.exp.power(sys2, 0.00, 0.905868898, 0.001531423) ## Conditional reliability function (age component=3.0) crf.exp.power(sys2, 3.0, 0.905868898, 0.001531423)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.905868898, lambda.est = 0.001531423 ## Reliability indicators: ## Reliability function sexp.power(sys2, 0.905868898, 0.001531423) ## Hazard function hexp.power(sys2, 0.905868898, 0.001531423) ## hazard rate average(hra) hra.exp.power(sys2, 0.905868898, 0.001531423) ## Conditional reliability function (age component=0) crf.exp.power(sys2, 0.00, 0.905868898, 0.001531423) ## Conditional reliability function (age component=3.0) crf.exp.power(sys2, 3.0, 0.905868898, 0.001531423)
Density, distribution function, quantile function and random
generation for the Exponential Extension(EE)
distribution with shape parameter alpha and scale parameter lambda.
dexp.ext(x, alpha, lambda, log = FALSE) pexp.ext(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qexp.ext(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rexp.ext(n, alpha, lambda)dexp.ext(x, alpha, lambda, log = FALSE) pexp.ext(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qexp.ext(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rexp.ext(n, alpha, lambda)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The Exponential Extension(EE) distribution has density
where and are the shape and scale
parameters, respectively.
dexp.ext gives the density,
pexp.ext gives the distribution function,
qexp.ext gives the quantile function, and
rexp.ext generates random deviates.
Nikulin, M. and Haghighi, F. (2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
.Random.seed about random number; sexp.ext for ExpExt survival / hazard etc. functions
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04 dexp.ext(sys2, 1.012556e+01, 1.5848e-04, log = FALSE) pexp.ext(sys2, 1.012556e+01, 1.5848e-04, lower.tail = TRUE, log.p = FALSE) qexp.ext(0.25, 1.012556e+01, 1.5848e-04, lower.tail=TRUE, log.p = FALSE) rexp.ext(30, 1.012556e+01, 1.5848e-04)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04 dexp.ext(sys2, 1.012556e+01, 1.5848e-04, log = FALSE) pexp.ext(sys2, 1.012556e+01, 1.5848e-04, lower.tail = TRUE, log.p = FALSE) qexp.ext(0.25, 1.012556e+01, 1.5848e-04, lower.tail=TRUE, log.p = FALSE) rexp.ext(30, 1.012556e+01, 1.5848e-04)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Exponential Extension(EE)
distribution with shape parameter alpha and scale parameter lambda.
crf.exp.ext(x, t = 0, alpha, lambda) hexp.ext(x, alpha, lambda) hra.exp.ext(x, alpha, lambda) sexp.ext(x, alpha, lambda)crf.exp.ext(x, t = 0, alpha, lambda) hexp.ext(x, alpha, lambda) hra.exp.ext(x, alpha, lambda) sexp.ext(x, alpha, lambda)
x |
vector of quantiles. |
alpha |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
crf.exp.ext gives the conditional reliability function (crf),
hexp.ext gives the hazard function,
hra.exp.ext gives the hazard rate average (HRA) function, and
sexp.ext gives the survival function for the Exponential Extension(EE) distribution.
Nikulin, M. and Haghighi, F.(2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
dexp.ext for other Exponential Extension(EE) distribution related functions;
## load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04 ## Reliability indicators for data(sys2): ## Reliability function sexp.ext(sys2, 1.0126e+01, 1.5848e-04) ## Hazard function hexp.ext(sys2, 1.0126e+01, 1.5848e-04) ## hazard rate average(hra) hra.exp.ext(sys2, 1.0126e+01, 1.5848e-04) ## Conditional reliability function (age component=0) crf.exp.ext(sys2, 0.00, 1.0126e+01, 1.5848e-04) ## Conditional reliability function (age component=3.0) crf.exp.ext(sys2, 3.0, 1.0126e+01, 1.5848e-04)## load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04 ## Reliability indicators for data(sys2): ## Reliability function sexp.ext(sys2, 1.0126e+01, 1.5848e-04) ## Hazard function hexp.ext(sys2, 1.0126e+01, 1.5848e-04) ## hazard rate average(hra) hra.exp.ext(sys2, 1.0126e+01, 1.5848e-04) ## Conditional reliability function (age component=0) crf.exp.ext(sys2, 0.00, 1.0126e+01, 1.5848e-04) ## Conditional reliability function (age component=3.0) crf.exp.ext(sys2, 3.0, 1.0126e+01, 1.5848e-04)
Density, distribution function, quantile function and random
generation for the Exponentiated Logistic(EL)
distribution with shape parameter alpha and scale parameter beta.
dexpo.logistic(x, alpha, beta, log = FALSE) pexpo.logistic(q, alpha, beta, lower.tail = TRUE, log.p = FALSE) qexpo.logistic(p, alpha, beta, lower.tail = TRUE, log.p = FALSE) rexpo.logistic(n, alpha, beta)dexpo.logistic(x, alpha, beta, log = FALSE) pexpo.logistic(q, alpha, beta, lower.tail = TRUE, log.p = FALSE) qexpo.logistic(p, alpha, beta, lower.tail = TRUE, log.p = FALSE) rexpo.logistic(n, alpha, beta)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
beta |
scale parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The Exponentiated Logistic(EL) distribution has density
where and are the shape and scale
parameters, respectively.
dexpo.logistic gives the density,
pexpo.logistic gives the distribution function,
qexpo.logistic gives the quantile function, and
rexpo.logistic generates random deviates.
Ali, M.M., Pal, M. and Woo, J. (2007). Some Exponentiated Distributions, The Korean Communications in Statistics, 14(1), 93-109.
Shirke, D.T., Kumbhar, R.R. and Kundu, D. (2005). Tolerance intervals for exponentiated scale family of distributions, Journal of Applied Statistics, 32, 1067-1074
.Random.seed about random number; sexpo.logistic for Exponentiated Logistic(EL) survival / hazard etc. functions
## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 5.31302, beta.est = 139.04515 dexpo.logistic(dataset2, 5.31302, 139.04515, log = FALSE) pexpo.logistic(dataset2, 5.31302, 139.04515, lower.tail = TRUE, log.p = FALSE) qexpo.logistic(0.25, 5.31302, 139.04515, lower.tail=TRUE, log.p = FALSE) rexpo.logistic(30, 5.31302, 139.04515)## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 5.31302, beta.est = 139.04515 dexpo.logistic(dataset2, 5.31302, 139.04515, log = FALSE) pexpo.logistic(dataset2, 5.31302, 139.04515, lower.tail = TRUE, log.p = FALSE) qexpo.logistic(0.25, 5.31302, 139.04515, lower.tail=TRUE, log.p = FALSE) rexpo.logistic(30, 5.31302, 139.04515)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Exponentiated Logistic(EL)
distribution with shape parameter alpha and scale parameter beta.
crf.expo.logistic(x, t = 0, alpha, beta) hexpo.logistic(x, alpha, beta) hra.expo.logistic(x, alpha, beta) sexpo.logistic(x, alpha, beta)crf.expo.logistic(x, t = 0, alpha, beta) hexpo.logistic(x, alpha, beta) hra.expo.logistic(x, alpha, beta) sexpo.logistic(x, alpha, beta)
x |
vector of quantiles. |
alpha |
shape parameter. |
beta |
scale parameter. |
t |
age component. |
crf.expo.logistic gives the conditional reliability function (crf),
hexpo.logistic gives the hazard function,
hra.expo.logistic gives the hazard rate average (HRA) function, and
sexpo.logistic gives the survival function for the Exponentiated Logistic(EL) distribution.
Ali, M.M., Pal, M. and Woo, J. (2007). Some Exponentiated Distributions, The Korean Communications in Statistics, 14(1), 93-109.
Shirke, D.T., Kumbhar, R.R. and Kundu, D.(2005). Tolerance intervals for exponentiated scale family of distributions, Journal of Applied Statistics, 32, 1067-1074
dexpo.logistic for other Exponentiated Logistic(EL) distribution related functions;
## load data set data(dataset2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 5.31302, beta.est = 139.04515 ## Reliability indicators for data(dataset2): ## Reliability function sexpo.logistic(dataset2, 5.31302, 139.04515) ## Hazard function hexpo.logistic(dataset2, 5.31302, 139.04515) ## hazard rate average(hra) hra.expo.logistic(dataset2, 5.31302, 139.04515) ## Conditional reliability function (age component=0) crf.expo.logistic(dataset2, 0.00, 5.31302, 139.04515) ## Conditional reliability function (age component=3.0) crf.expo.logistic(dataset2, 3.0, 5.31302, 139.04515)## load data set data(dataset2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 5.31302, beta.est = 139.04515 ## Reliability indicators for data(dataset2): ## Reliability function sexpo.logistic(dataset2, 5.31302, 139.04515) ## Hazard function hexpo.logistic(dataset2, 5.31302, 139.04515) ## hazard rate average(hra) hra.expo.logistic(dataset2, 5.31302, 139.04515) ## Conditional reliability function (age component=0) crf.expo.logistic(dataset2, 0.00, 5.31302, 139.04515) ## Conditional reliability function (age component=3.0) crf.expo.logistic(dataset2, 3.0, 5.31302, 139.04515)
Density, distribution function, quantile function and random
generation for the Exponentiated Weibull(EW)
distribution with shape parameters alpha and theta.
dexpo.weibull(x, alpha, theta, log = FALSE) pexpo.weibull(q, alpha, theta, lower.tail = TRUE, log.p = FALSE) qexpo.weibull(p, alpha, theta, lower.tail = TRUE, log.p = FALSE) rexpo.weibull(n, alpha, theta)dexpo.weibull(x, alpha, theta, log = FALSE) pexpo.weibull(q, alpha, theta, lower.tail = TRUE, log.p = FALSE) qexpo.weibull(p, alpha, theta, lower.tail = TRUE, log.p = FALSE) rexpo.weibull(n, alpha, theta)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
theta |
shape parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The Exponentiated Weibull(EW) distribution has density
where and are the shape and scale
parameters, respectively.
dexpo.weibull gives the density,
pexpo.weibull gives the distribution function,
qexpo.weibull gives the quantile function, and
rexpo.weibull generates random deviates.
Mudholkar, G.S. and Srivastava, D.K. (1993). Exponentiated Weibull family for analyzing bathtub failure-rate data, IEEE Transactions on Reliability, 42(2), 299-302.
Murthy, D.N.P., Xie, M. and Jiang, R. (2003). Weibull Models, Wiley, New York.
Nassar, M.M., and Eissa, F. H. (2003). On the Exponentiated Weibull Distribution, Communications in Statistics - Theory and Methods, 32(7), 1317-1336.
.Random.seed about random number; sexpo.weibull for Exponentiated Weibull(EW) survival / hazard etc. functions
## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est =1.026465, theta.est = 7.824943 dexpo.weibull(stress, 1.026465, 7.824943, log = FALSE) pexpo.weibull(stress, 1.026465, 7.824943, lower.tail = TRUE, log.p = FALSE) qexpo.weibull(0.25, 1.026465, 7.824943, lower.tail=TRUE, log.p = FALSE) rexpo.weibull(30, 1.026465, 7.824943)## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est =1.026465, theta.est = 7.824943 dexpo.weibull(stress, 1.026465, 7.824943, log = FALSE) pexpo.weibull(stress, 1.026465, 7.824943, lower.tail = TRUE, log.p = FALSE) qexpo.weibull(0.25, 1.026465, 7.824943, lower.tail=TRUE, log.p = FALSE) rexpo.weibull(30, 1.026465, 7.824943)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Exponentiated Weibull(EW)
distribution with shape parameters alpha and theta.
crf.expo.weibull(x, t = 0, alpha, theta) hexpo.weibull(x, alpha, theta) hra.expo.weibull(x, alpha, theta) sexpo.weibull(x, alpha, theta)crf.expo.weibull(x, t = 0, alpha, theta) hexpo.weibull(x, alpha, theta) hra.expo.weibull(x, alpha, theta) sexpo.weibull(x, alpha, theta)
x |
vector of quantiles. |
alpha |
shape parameter. |
theta |
shape parameter. |
t |
age component. |
crf.expo.weibull gives the conditional reliability function (crf),
hexpo.weibull gives the hazard function,
hra.expo.weibull gives the hazard rate average (HRA) function, and
sexpo.weibull gives the survival function for the Exponentiated Weibull(EW) distribution.
Mudholkar, G.S. and Srivastava, D.K. (1993). Exponentiated Weibull family for analyzing bathtub failure-rate data, IEEE Transactions on Reliability, 42(2), 299-302.
Murthy, D.N.P., Xie, M. and Jiang, R. (2003). Weibull Models, Wiley, New York.
Nassar, M.M., and Eissa, F. H. (2003). On the Exponentiated Weibull Distribution, Communications in Statistics - Theory and Methods, 32(7), 1317-1336.
dexpo.weibull for other Exponentiated Weibull(EW) distribution related functions;
## load data set data(stress) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est =1.026465, theta.est = 7.824943 ## Reliability indicators for data(stress): ## Reliability function sexpo.weibull(stress, 1.026465, 7.824943) ## Hazard function hexpo.weibull(stress, 1.026465, 7.824943) ## hazard rate average(hra) hra.expo.weibull(stress, 1.026465, 7.824943) ## Conditional reliability function (age component=0) crf.expo.weibull(stress, 0.00, 1.026465, 7.824943) ## Conditional reliability function (age component=3.0) crf.expo.weibull(stress, 3.0, 1.026465, 7.824943)## load data set data(stress) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est =1.026465, theta.est = 7.824943 ## Reliability indicators for data(stress): ## Reliability function sexpo.weibull(stress, 1.026465, 7.824943) ## Hazard function hexpo.weibull(stress, 1.026465, 7.824943) ## hazard rate average(hra) hra.expo.weibull(stress, 1.026465, 7.824943) ## Conditional reliability function (age component=0) crf.expo.weibull(stress, 0.00, 1.026465, 7.824943) ## Conditional reliability function (age component=3.0) crf.expo.weibull(stress, 3.0, 1.026465, 7.824943)
Density, distribution function, quantile function and random
generation for the Exponential Power
distribution with shape parameter alpha and scale parameter lambda.
dexp.power(x, alpha, lambda, log = FALSE) pexp.power(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qexp.power(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rexp.power(n, alpha, lambda)dexp.power(x, alpha, lambda, log = FALSE) pexp.power(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qexp.power(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rexp.power(n, alpha, lambda)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The probability density function of exponential power distribution is
where and are the shape and scale
parameters, respectively.
dexp.power gives the density,
pexp.power gives the distribution function,
qexp.power gives the quantile function, and
rexp.power generates random deviates.
Chen, Z.(1999). Statistical inference about the shape parameter of the exponential power distribution, Journal :Statistical Papers, Vol. 40(4), 459-468.
Pham, H. and Lai, C.D.(2007). On Recent Generalizations of theWeibull Distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
Smith, R.M. and Bain, L.J.(1975). An exponential power life-test distribution, Communications in Statistics - Simulation and Computation, Vol.4(5), 469 - 481
.Random.seed about random number; sexp.power for Exponential Power distribution survival / hazard etc. functions;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.905868898, lambda.est = 0.001531423 dexp.power(sys2, 0.905868898, 0.001531423, log = FALSE) pexp.power(sys2, 0.905868898, 0.001531423, lower.tail = TRUE, log.p = FALSE) qexp.power(0.25, 0.905868898, 0.001531423, lower.tail=TRUE, log.p = FALSE) rexp.power(30, 0.905868898, 0.001531423)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.905868898, lambda.est = 0.001531423 dexp.power(sys2, 0.905868898, 0.001531423, log = FALSE) pexp.power(sys2, 0.905868898, 0.001531423, lower.tail = TRUE, log.p = FALSE) qexp.power(0.25, 0.905868898, 0.001531423, lower.tail=TRUE, log.p = FALSE) rexp.power(30, 0.905868898, 0.001531423)
Density, distribution function, quantile function and random
generation for the flexible Weibull(FW)
distribution with parameters alpha and beta.
dflex.weibull(x, alpha, beta, log = FALSE) pflex.weibull(q, alpha, beta, lower.tail = TRUE, log.p = FALSE) qflex.weibull(p, alpha, beta, lower.tail = TRUE, log.p = FALSE) rflex.weibull(n, alpha, beta)dflex.weibull(x, alpha, beta, log = FALSE) pflex.weibull(q, alpha, beta, lower.tail = TRUE, log.p = FALSE) qflex.weibull(p, alpha, beta, lower.tail = TRUE, log.p = FALSE) rflex.weibull(n, alpha, beta)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
parameter. |
beta |
parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The flexible Weibull(FW) distribution has density
where and are the shape and scale
parameters, respectively.
dflex.weibull gives the density,
pflex.weibull gives the distribution function,
qflex.weibull gives the quantile function, and
rflex.weibull generates random deviates.
Bebbington, M., Lai, C.D. and Zitikis, R. (2007). A flexible Weibull extension, Reliability Engineering and System Safety, 92, 719-726.
.Random.seed about random number; sflex.weibull for flexible Weibull(FW) survival / hazard etc. functions
## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.07077507, beta.est = 1.13181535 dflex.weibull(repairtimes, 0.07077507, 1.13181535, log = FALSE) pflex.weibull(repairtimes, 0.07077507, 1.13181535, lower.tail = TRUE, log.p = FALSE) qflex.weibull(0.25, 0.07077507, 1.13181535, lower.tail=TRUE, log.p = FALSE) rflex.weibull(30, 0.07077507, 1.13181535)## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.07077507, beta.est = 1.13181535 dflex.weibull(repairtimes, 0.07077507, 1.13181535, log = FALSE) pflex.weibull(repairtimes, 0.07077507, 1.13181535, lower.tail = TRUE, log.p = FALSE) qflex.weibull(0.25, 0.07077507, 1.13181535, lower.tail=TRUE, log.p = FALSE) rflex.weibull(30, 0.07077507, 1.13181535)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the flexible Weibull(FW)
distribution with parameters alpha and beta.
crf.flex.weibull(x, t = 0, alpha, beta) hflex.weibull(x, alpha, beta) hra.flex.weibull(x, alpha, beta) sflex.weibull(x, alpha, beta)crf.flex.weibull(x, t = 0, alpha, beta) hflex.weibull(x, alpha, beta) hra.flex.weibull(x, alpha, beta) sflex.weibull(x, alpha, beta)
x |
vector of quantiles. |
alpha |
parameter. |
beta |
parameter. |
t |
age component. |
crf.flex.weibull gives the conditional reliability function (crf),
hflex.weibull gives the hazard function,
hra.flex.weibull gives the hazard rate average (HRA) function, and
sflex.weibull gives the survival function for the flexible Weibull(FW) distribution.
Bebbington, M., Lai, C.D. and Zitikis, R. (2007). A flexible Weibull extension, Reliability Engineering and System Safety, 92, 719-726.
dflex.weibull for other flexible Weibull(FW) distribution related functions;
## load data set data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.07077507, beta.est = 1.13181535 ## Reliability indicators for data(repairtimes): ## Reliability function sflex.weibull(repairtimes, 0.07077507, 1.13181535) ## Hazard function hflex.weibull(repairtimes, 0.07077507, 1.13181535) ## hazard rate average(hra) hra.flex.weibull(repairtimes, 0.07077507, 1.13181535) ## Conditional reliability function (age component=0) crf.flex.weibull(repairtimes, 0.00, 0.07077507, 1.13181535) ## Conditional reliability function (age component=3.0) crf.flex.weibull(repairtimes, 3.0, 0.07077507, 1.13181535)## load data set data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.07077507, beta.est = 1.13181535 ## Reliability indicators for data(repairtimes): ## Reliability function sflex.weibull(repairtimes, 0.07077507, 1.13181535) ## Hazard function hflex.weibull(repairtimes, 0.07077507, 1.13181535) ## hazard rate average(hra) hra.flex.weibull(repairtimes, 0.07077507, 1.13181535) ## Conditional reliability function (age component=0) crf.flex.weibull(repairtimes, 0.00, 0.07077507, 1.13181535) ## Conditional reliability function (age component=3.0) crf.flex.weibull(repairtimes, 3.0, 0.07077507, 1.13181535)
Density, distribution function, quantile function and random
generation for the Generalized Exponential (GE)
distribution with shape parameter alpha and scale parameter lambda.
dgen.exp(x, alpha, lambda, log = FALSE) pgen.exp(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qgen.exp(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rgen.exp(n, alpha, lambda)dgen.exp(x, alpha, lambda, log = FALSE) pgen.exp(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qgen.exp(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rgen.exp(n, alpha, lambda)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The generalized exponential distribution has density
where and are the shape and scale
parameters, respectively.
dgen.exp gives the density,
pgen.exp gives the distribution function,
qgen.exp gives the quantile function, and
rgen.exp generates random deviates.
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions. Biometrical Journal, 43(1), 117 - 130.
Gupta, R. D. and Kundu, D. (1999). Generalized exponential distributions. Australian and New Zealand Journal of Statistics, 41(2), 173 - 188.
.Random.seed about random number; sgen.exp for GE survival / hazard etc. functions
## Load data set data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 5.28321139, lambda.est = 0.03229609 dgen.exp(bearings, 5.28321139, 0.03229609, log = FALSE) pgen.exp(bearings, 5.28321139, 0.03229609, lower.tail = TRUE, log.p = FALSE) qgen.exp(0.25, 5.28321139, 0.03229609, lower.tail = TRUE, log.p = FALSE) rgen.exp(10, 5.28321139, 0.03229609)## Load data set data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 5.28321139, lambda.est = 0.03229609 dgen.exp(bearings, 5.28321139, 0.03229609, log = FALSE) pgen.exp(bearings, 5.28321139, 0.03229609, lower.tail = TRUE, log.p = FALSE) qgen.exp(0.25, 5.28321139, 0.03229609, lower.tail = TRUE, log.p = FALSE) rgen.exp(10, 5.28321139, 0.03229609)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Generalized Exponential (GE)
distribution with shape parameter alpha and scale parameter lambda.
crf.gen.exp(x, t = 0, alpha, lambda) hgen.exp(x, alpha, lambda) hra.gen.exp(x, alpha, lambda) sgen.exp(x, alpha, lambda)crf.gen.exp(x, t = 0, alpha, lambda) hgen.exp(x, alpha, lambda) hra.gen.exp(x, alpha, lambda) sgen.exp(x, alpha, lambda)
x |
vector of quantiles. |
alpha |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
crf.gen.exp gives the conditional reliability function (crf),
hgen.exp gives the hazard function,
hra.gen.exp gives the hazard rate average (HRA) function, and
sgen.exp gives the survival function for the GE distribution.
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions. Biometrical Journal, 43(1), 117 - 130.
Gupta, R. D. and Kundu, D. (1999). Generalized exponential distributions. Australian and New Zealand Journal of Statistics, 41(2), 173 - 188.
dgen.exp for other GE distribution related functions;
## load data set data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 5.28321139, lambda.est = 0.03229609 sgen.exp(bearings, 5.28321139, 0.03229609) hgen.exp(bearings, 5.28321139, 0.03229609) hra.gen.exp(bearings, 5.28321139, 0.03229609) crf.gen.exp(bearings, 20.0, 5.28321139, 0.03229609)## load data set data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 5.28321139, lambda.est = 0.03229609 sgen.exp(bearings, 5.28321139, 0.03229609) hgen.exp(bearings, 5.28321139, 0.03229609) hra.gen.exp(bearings, 5.28321139, 0.03229609) crf.gen.exp(bearings, 20.0, 5.28321139, 0.03229609)
Density, distribution function, quantile function and random
generation for the Gompertz
distribution with shape parameter alpha and scale parameter theta.
dgompertz(x, alpha, theta, log = FALSE) pgompertz(q, alpha, theta, lower.tail = TRUE, log.p = FALSE) qgompertz(p, alpha, theta, lower.tail = TRUE, log.p = FALSE) rgompertz(n, alpha, theta)dgompertz(x, alpha, theta, log = FALSE) pgompertz(q, alpha, theta, lower.tail = TRUE, log.p = FALSE) qgompertz(p, alpha, theta, lower.tail = TRUE, log.p = FALSE) rgompertz(n, alpha, theta)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
theta |
scale parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The Gompertz distribution has density
where and are the shape and scale
parameters, respectively.
dgompertz gives the density,
pgompertz gives the distribution function,
qgompertz gives the quantile function, and
rgompertz generates random deviates.
Marshall, A. W., Olkin, I. (2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
.Random.seed about random number; sgompertz for Gompertz survival / hazard etc. functions
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 0.00121307, theta.est = 0.00173329 dgompertz(sys2, 0.00121307, 0.00173329, log = FALSE) pgompertz(sys2, 0.00121307, 0.00173329, lower.tail = TRUE, log.p = FALSE) qgompertz(0.25, 0.00121307, 0.00173329, lower.tail=TRUE, log.p = FALSE) rgompertz(30, 0.00121307, 0.00173329)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 0.00121307, theta.est = 0.00173329 dgompertz(sys2, 0.00121307, 0.00173329, log = FALSE) pgompertz(sys2, 0.00121307, 0.00173329, lower.tail = TRUE, log.p = FALSE) qgompertz(0.25, 0.00121307, 0.00173329, lower.tail=TRUE, log.p = FALSE) rgompertz(30, 0.00121307, 0.00173329)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Gompertz
distribution with shape parameter alpha and scale parameter theta.
crf.gompertz(x, t = 0, alpha, theta) hgompertz(x, alpha, theta) hra.gompertz(x, alpha, theta) sgompertz(x, alpha, theta)crf.gompertz(x, t = 0, alpha, theta) hgompertz(x, alpha, theta) hra.gompertz(x, alpha, theta) sgompertz(x, alpha, theta)
x |
vector of quantiles. |
alpha |
shape parameter. |
theta |
scale parameter. |
t |
age component. |
crf.gompertz gives the conditional reliability function (crf),
hgompertz gives the hazard function,
hra.gompertz gives the hazard rate average (HRA) function, and
sgompertz gives the survival function for the Gompertz distribution.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
dgompertz for other Gompertz distribution related functions;
## load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 0.00121307, theta.est = 0.00173329 ## Reliability indicators for data(sys2): ## Reliability function sgompertz(sys2, 0.00121307, 0.00173329) ## Hazard function hgompertz(sys2, 0.00121307, 0.00173329) ## hazard rate average(hra) hra.gompertz(sys2, 0.00121307, 0.00173329) ## Conditional reliability function (age component=0) crf.gompertz(sys2, 0.00, 0.00121307, 0.00173329) ## Conditional reliability function (age component=3.0) crf.gompertz(sys2, 3.0, 0.00121307, 0.00173329)## load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 0.00121307, theta.est = 0.00173329 ## Reliability indicators for data(sys2): ## Reliability function sgompertz(sys2, 0.00121307, 0.00173329) ## Hazard function hgompertz(sys2, 0.00121307, 0.00173329) ## hazard rate average(hra) hra.gompertz(sys2, 0.00121307, 0.00173329) ## Conditional reliability function (age component=0) crf.gompertz(sys2, 0.00, 0.00121307, 0.00173329) ## Conditional reliability function (age component=3.0) crf.gompertz(sys2, 3.0, 0.00121307, 0.00173329)
Density, distribution function, quantile function and random
generation for the generalized power Weibull(GPW)
distribution with shape parameters alpha and theta.
dgp.weibull(x, alpha, theta, log = FALSE) pgp.weibull(q, alpha, theta, lower.tail = TRUE, log.p = FALSE) qgp.weibull(p, alpha, theta, lower.tail = TRUE, log.p = FALSE) rgp.weibull(n, alpha, theta)dgp.weibull(x, alpha, theta, log = FALSE) pgp.weibull(q, alpha, theta, lower.tail = TRUE, log.p = FALSE) qgp.weibull(p, alpha, theta, lower.tail = TRUE, log.p = FALSE) rgp.weibull(n, alpha, theta)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
theta |
shape parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The generalized power Weibull(GPW) distribution has density
where and are the shape and scale
parameters, respectively.
dgp.weibull gives the density,
pgp.weibull gives the distribution function,
qgp.weibull gives the quantile function, and
rgp.weibull generates random deviates.
Nikulin, M. and Haghighi, F. (2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
Pham, H. and Lai, C.D. (2007). On recent generalizations of the Weibull distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
.Random.seed about random number; sgp.weibull for generalized power Weibull(GPW) survival / hazard etc. functions
## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 1.566093, theta.est = 0.355321 dgp.weibull(repairtimes, 1.566093, 0.355321, log = FALSE) pgp.weibull(repairtimes, 1.566093, 0.355321, lower.tail = TRUE, log.p = FALSE) qgp.weibull(0.25, 1.566093, 0.355321, lower.tail=TRUE, log.p = FALSE) rgp.weibull(30, 1.566093, 0.355321)## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 1.566093, theta.est = 0.355321 dgp.weibull(repairtimes, 1.566093, 0.355321, log = FALSE) pgp.weibull(repairtimes, 1.566093, 0.355321, lower.tail = TRUE, log.p = FALSE) qgp.weibull(0.25, 1.566093, 0.355321, lower.tail=TRUE, log.p = FALSE) rgp.weibull(30, 1.566093, 0.355321)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the generalized power Weibull(GPW)
distribution with shape parameters alpha and theta.
crf.gp.weibull(x, t = 0, alpha, theta) hgp.weibull(x, alpha, theta) hra.gp.weibull(x, alpha, theta) sgp.weibull(x, alpha, theta)crf.gp.weibull(x, t = 0, alpha, theta) hgp.weibull(x, alpha, theta) hra.gp.weibull(x, alpha, theta) sgp.weibull(x, alpha, theta)
x |
vector of quantiles. |
alpha |
shape parameter. |
theta |
shape parameter. |
t |
age component. |
crf.gp.weibull gives the conditional reliability function (crf),
hgp.weibull gives the hazard function,
hra.gp.weibull gives the hazard rate average (HRA) function, and
sgp.weibull gives the survival function for the generalized power Weibull(GPW) distribution.
Nikulin, M. and Haghighi, F.(2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
Pham, H. and Lai, C.D.(2007). On recent generalizations of the Weibull distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
dgp.weibull for other generalized power Weibull(GPW) distribution related functions;
## load data set data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 1.566093, theta.est = 0.355321 ## Reliability indicators for data(repairtimes): ## Reliability function sgp.weibull(repairtimes, 1.566093, 0.355321) ## Hazard function hgp.weibull(repairtimes, 1.566093, 0.355321) ## hazard rate average(hra) hra.gp.weibull(repairtimes, 1.566093, 0.355321) ## Conditional reliability function (age component=0) crf.gp.weibull(repairtimes, 0.00, 1.566093, 0.355321) ## Conditional reliability function (age component=3.0) crf.gp.weibull(repairtimes, 3.0, 1.566093, 0.355321)## load data set data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 1.566093, theta.est = 0.355321 ## Reliability indicators for data(repairtimes): ## Reliability function sgp.weibull(repairtimes, 1.566093, 0.355321) ## Hazard function hgp.weibull(repairtimes, 1.566093, 0.355321) ## hazard rate average(hra) hra.gp.weibull(repairtimes, 1.566093, 0.355321) ## Conditional reliability function (age component=0) crf.gp.weibull(repairtimes, 0.00, 1.566093, 0.355321) ## Conditional reliability function (age component=3.0) crf.gp.weibull(repairtimes, 3.0, 1.566093, 0.355321)
Density, distribution function, quantile function and random
generation for the Gumbel
distribution with location parameter mu and scale parameter sigma.
dgumbel(x, mu, sigma, log = FALSE) pgumbel(q, mu, sigma, lower.tail = TRUE, log.p = FALSE) qgumbel(p, mu, sigma, lower.tail = TRUE, log.p = FALSE) rgumbel(n, mu, sigma)dgumbel(x, mu, sigma, log = FALSE) pgumbel(q, mu, sigma, lower.tail = TRUE, log.p = FALSE) qgumbel(p, mu, sigma, lower.tail = TRUE, log.p = FALSE) rgumbel(n, mu, sigma)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
mu |
location parameter. |
sigma |
scale parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The Gumbel distribution has density
where and are the shape and scale
parameters, respectively.
dgumbel gives the density,
pgumbel gives the distribution function,
qgumbel gives the quantile function, and
rgumbel generates random deviates.
Marshall, A. W., Olkin, I. (2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
.Random.seed about random number; sgumbel for Gumbel survival / hazard etc. functions
## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2) ## Estimates of mu & sigma using 'maxLik' package ## mu.est = 212.157, sigma.est = 151.768 dgumbel(dataset2, 212.157, 151.768, log = FALSE) pgumbel(dataset2, 212.157, 151.768, lower.tail = TRUE, log.p = FALSE) qgumbel(0.25, 212.157, 151.768, lower.tail=TRUE, log.p = FALSE) rgumbel(30, 212.157, 151.768)## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2) ## Estimates of mu & sigma using 'maxLik' package ## mu.est = 212.157, sigma.est = 151.768 dgumbel(dataset2, 212.157, 151.768, log = FALSE) pgumbel(dataset2, 212.157, 151.768, lower.tail = TRUE, log.p = FALSE) qgumbel(0.25, 212.157, 151.768, lower.tail=TRUE, log.p = FALSE) rgumbel(30, 212.157, 151.768)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Gumbel
distribution with location parameter mu and scale parameter sigma.
crf.gumbel(x, t = 0, mu, sigma) hgumbel(x, mu, sigma) hra.gumbel(x, mu, sigma) sgumbel(x, mu, sigma)crf.gumbel(x, t = 0, mu, sigma) hgumbel(x, mu, sigma) hra.gumbel(x, mu, sigma) sgumbel(x, mu, sigma)
x |
vector of quantiles. |
mu |
location parameter. |
sigma |
scale parameter. |
t |
age component. |
crf.gumbel gives the conditional reliability function (crf),
hgumbel gives the hazard function,
hra.gumbel gives the hazard rate average (HRA) function, and
sgumbel gives the survival function for the Gumbel distribution.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
dgumbel for other Gumbel distribution related functions;
## load data set data(dataset2) ## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2) ## Estimates of mu & sigma using 'maxLik' package ## mu.est = 212.157, sigma.est = 151.768 ## Reliability indicators for data(dataset2): ## Reliability function sgumbel(dataset2, 212.157, 151.768) ## Hazard function hgumbel(dataset2, 212.157, 151.768) ## hazard rate average(hra) hra.gumbel(dataset2, 212.157, 151.768) ## Conditional reliability function (age component=0) crf.gumbel(dataset2, 0.00, 212.157, 151.768) ## Conditional reliability function (age component=3.0) crf.gumbel(dataset2, 3.0, 212.157, 151.768)## load data set data(dataset2) ## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2) ## Estimates of mu & sigma using 'maxLik' package ## mu.est = 212.157, sigma.est = 151.768 ## Reliability indicators for data(dataset2): ## Reliability function sgumbel(dataset2, 212.157, 151.768) ## Hazard function hgumbel(dataset2, 212.157, 151.768) ## hazard rate average(hra) hra.gumbel(dataset2, 212.157, 151.768) ## Conditional reliability function (age component=0) crf.gumbel(dataset2, 0.00, 212.157, 151.768) ## Conditional reliability function (age component=3.0) crf.gumbel(dataset2, 3.0, 212.157, 151.768)
Density, distribution function, quantile function and random
generation for the Inverse Generalized Exponential(IGE)
distribution with shape parameter alpha and scale parameter lambda.
dinv.genexp(x, alpha, lambda, log = FALSE) pinv.genexp(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qinv.genexp(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rinv.genexp(n, alpha, lambda)dinv.genexp(x, alpha, lambda, log = FALSE) pinv.genexp(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qinv.genexp(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rinv.genexp(n, alpha, lambda)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The Inverse Generalized Exponential(IGE) distribution has density
where and are the shape and scale
parameters, respectively.
dinv.genexp gives the density,
pinv.genexp gives the distribution function,
qinv.genexp gives the quantile function, and
rinv.genexp generates random deviates.
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions, Biometrical Journal, 43(1), 117-130.
Gupta, R.D. and Kundu, D. (2007). Generalized exponential distribution: Existing results and some recent development, Journal of Statistical Planning and Inference. 137, 3537-3547.
.Random.seed about random number; sinv.genexp for Inverse Generalized Exponential(IGE) survival / hazard etc. functions
## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.097807, lambda.est = 1.206889 dinv.genexp(repairtimes, 1.097807, 1.206889, log = FALSE) pinv.genexp(repairtimes, 1.097807, 1.206889, lower.tail = TRUE, log.p = FALSE) qinv.genexp(0.25, 1.097807, 1.206889, lower.tail=TRUE, log.p = FALSE) rinv.genexp(30, 1.097807, 1.206889)## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.097807, lambda.est = 1.206889 dinv.genexp(repairtimes, 1.097807, 1.206889, log = FALSE) pinv.genexp(repairtimes, 1.097807, 1.206889, lower.tail = TRUE, log.p = FALSE) qinv.genexp(0.25, 1.097807, 1.206889, lower.tail=TRUE, log.p = FALSE) rinv.genexp(30, 1.097807, 1.206889)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Inverse Generalized Exponential(IGE)
distribution with shape parameter alpha and scale parameter lambda.
crf.inv.genexp(x, t = 0, alpha, lambda) hinv.genexp(x, alpha, lambda) hra.inv.genexp(x, alpha, lambda) sinv.genexp(x, alpha, lambda)crf.inv.genexp(x, t = 0, alpha, lambda) hinv.genexp(x, alpha, lambda) hra.inv.genexp(x, alpha, lambda) sinv.genexp(x, alpha, lambda)
x |
vector of quantiles. |
alpha |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
crf.inv.genexp gives the conditional reliability function (crf),
hinv.genexp gives the hazard function,
hra.inv.genexp gives the hazard rate average (HRA) function, and
sinv.genexp gives the survival function for the Inverse Generalized Exponential(IGE) distribution.
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions, Biometrical Journal, 43(1), 117-130.
Gupta, R.D. and Kundu, D., (2007). Generalized exponential distribution: Existing results and some recent development, Journal of Statistical Planning and Inference. 137, 3537-3547.
dinv.genexp for other Inverse Generalized Exponential(IGE) distribution related functions;
## load data set data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.097807, lambda.est = 1.206889 ## Reliability indicators for data(repairtimes): ## Reliability function sinv.genexp(repairtimes, 1.097807, 1.206889) ## Hazard function hinv.genexp(repairtimes, 1.097807, 1.206889) ## hazard rate average(hra) hra.inv.genexp(repairtimes, 1.097807, 1.206889) ## Conditional reliability function (age component=0) crf.inv.genexp(repairtimes, 0.00, 1.097807, 1.206889) ## Conditional reliability function (age component=3.0) crf.inv.genexp(repairtimes, 3.0, 1.097807, 1.206889)## load data set data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.097807, lambda.est = 1.206889 ## Reliability indicators for data(repairtimes): ## Reliability function sinv.genexp(repairtimes, 1.097807, 1.206889) ## Hazard function hinv.genexp(repairtimes, 1.097807, 1.206889) ## hazard rate average(hra) hra.inv.genexp(repairtimes, 1.097807, 1.206889) ## Conditional reliability function (age component=0) crf.inv.genexp(repairtimes, 0.00, 1.097807, 1.206889) ## Conditional reliability function (age component=3.0) crf.inv.genexp(repairtimes, 3.0, 1.097807, 1.206889)
The function ks.burrX() gives the values for the KS test assuming a BurrX with shape
parameter alpha and scale parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.burrX(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.burrX(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.burrX() carries out the KS test for the BurrX
Kundu, D., and Raqab, M.Z. (2005). Generalized Rayleigh Distribution: Different Methods of Estimation, Computational Statistics and Data Analysis, 49, 187-200.
Surles, J.G., and Padgett, W.J. (2005). Some properties of a scaled Burr type X distribution, Journal of Statistical Planning and Inference, 128, 271-280.
Raqab, M.Z., and Kundu, D. (2006). Burr Type X distribution: revisited, Journal of Probability and Statistical Sciences, 4(2), 179-193.
pp.burrX for PP plot and qq.burrX for QQ plot
## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.1989515, lambda.est = 0.0130847 ks.burrX(bearings, 1.1989515, 0.0130847, alternative = "two.sided", plot = TRUE)## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.1989515, lambda.est = 0.0130847 ks.burrX(bearings, 1.1989515, 0.0130847, alternative = "two.sided", plot = TRUE)
The function ks.chen() gives the values for the KS test assuming the Chen distribution with shape parameter beta and scale parameter lambda. In addition, optionally, this function allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.chen(x, beta.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.chen(x, beta.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
beta.est |
estimate of the parameter beta |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.chen() carries out the KS test for the Chen.
Castillo, E., Hadi, A.S., Balakrishnan, N. and Sarabia, J.M.(2004). Extreme Value and Related Models with Applications in Engineering and Science, John Wiley and Sons, New York.
Chen, Z.(2000). A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statistics and Probability Letters, 49, 155-161.
Pham, H. (2003). Handbook of Reliability Engineering, Springer-Verlag.
pp.chen for PP plot and qq.chen for QQ plot
## Load data sets data(sys2) ## Estimates of beta & lambda using 'maxLik' package ## beta.est = 0.262282404, lambda.est = 0.007282371 ks.chen(sys2, 0.262282404, 0.007282371, alternative = "two.sided", plot = TRUE)## Load data sets data(sys2) ## Estimates of beta & lambda using 'maxLik' package ## beta.est = 0.262282404, lambda.est = 0.007282371 ks.chen(sys2, 0.262282404, 0.007282371, alternative = "two.sided", plot = TRUE)
The function ks.exp.ext() gives the values for the KS test assuming a Exponential Extension(EE) with shape
parameter alpha and scale parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.exp.ext(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.exp.ext(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.exp.ext() carries out the KS test for the Exponential Extension(EE)
Nikulin, M. and Haghighi, F. (2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
pp.exp.ext for PP plot and qq.exp.ext for QQ plot
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04 ks.exp.ext(sys2, 1.0126e+01, 1.5848e-04, alternative = "two.sided", plot = TRUE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04 ks.exp.ext(sys2, 1.0126e+01, 1.5848e-04, alternative = "two.sided", plot = TRUE)
The function ks.exp.power() gives the values for the KS test assuming an Exponential Power distribution
with shape parameter alpha and scale parameter lambda. In addition, optionally,
this function allows one to show a comparative graph between the empirical
and theoretical cdfs for a specified data set.
ks.exp.power(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.exp.power(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.exp.power() carries out the KS test for the EP.
Smith, R.M. and Bain, L.J. (1975). An exponential power life-test distribution, Communications in Statistics - Simulation and Computation, Vol. 4(5), 469-481.
pp.exp.power for PP plot and qq.exp.power for QQ plot
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.905868898, lambda.est = 0.001531423 ks.exp.power(sys2, 0.905868898, 0.001531423, alternative = "two.sided", plot = TRUE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.905868898, lambda.est = 0.001531423 ks.exp.power(sys2, 0.905868898, 0.001531423, alternative = "two.sided", plot = TRUE)
The function ks.expo.logistic() gives the values for the KS test assuming a Exponentiated Logistic(EL) with shape
parameter alpha and scale parameter beta. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.expo.logistic(x, alpha.est, beta.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.expo.logistic(x, alpha.est, beta.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.expo.logistic() carries out the KS test for the Exponentiated Logistic(EL)
Ali, M.M., Pal, M. and Woo, J. (2007). Some Exponentiated Distributions, The Korean Communications in Statistics, 14(1), 93-109.
Shirke, D.T., Kumbhar, R.R. and Kundu, D. (2005). Tolerance intervals for exponentiated scale family of distributions, Journal of Applied Statistics, 32, 1067-1074
pp.expo.logistic for PP plot and qq.expo.logistic for QQ plot
## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 5.31302, beta.est = 139.04515 ks.expo.logistic(dataset2, 5.31302, 139.04515, alternative = "two.sided", plot = TRUE)## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 5.31302, beta.est = 139.04515 ks.expo.logistic(dataset2, 5.31302, 139.04515, alternative = "two.sided", plot = TRUE)
The function ks.expo.weibull() gives the values for the KS test assuming a Exponentiated Weibull(EW) with shape
parameter alpha and scale parameter theta. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.expo.weibull(x, alpha.est, theta.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.expo.weibull(x, alpha.est, theta.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.expo.weibull() carries out the KS test for the Exponentiated Weibull(EW)
Mudholkar, G.S. and Srivastava, D.K. (1993). Exponentiated Weibull family for analyzing bathtub failure-rate data, IEEE Transactions on Reliability, 42(2), 299-302.
Murthy, D.N.P., Xie, M. and Jiang, R. (2003). Weibull Models, Wiley, New York.
Nassar, M.M., and Eissa, F. H. (2003). On the Exponentiated Weibull Distribution, Communications in Statistics - Theory and Methods, 32(7), 1317-1336.
pp.expo.weibull for PP plot and qq.expo.weibull for QQ plot
## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est =1.026465, theta.est = 7.824943 ks.expo.weibull(stress, 1.026465, 7.824943, alternative = "two.sided", plot = TRUE)## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est =1.026465, theta.est = 7.824943 ks.expo.weibull(stress, 1.026465, 7.824943, alternative = "two.sided", plot = TRUE)
The function ks.flex.weibull() gives the values for the KS test assuming a flexible Weibull(FW) with shape
parameter alpha and scale parameter beta. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.flex.weibull(x, alpha.est, beta.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.flex.weibull(x, alpha.est, beta.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.flex.weibull() carries out the KS test for the flexible Weibull(FW)
Bebbington, M., Lai, C.D. and Zitikis, R. (2007). A flexible Weibull extension, Reliability Engineering and System Safety, 92, 719-726.
pp.flex.weibull for PP plot and qq.flex.weibull for QQ plot
## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.07077507, beta.est = 1.13181535 ks.flex.weibull(repairtimes, 0.07077507, 1.13181535, alternative = "two.sided", plot = TRUE)## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.07077507, beta.est = 1.13181535 ks.flex.weibull(repairtimes, 0.07077507, 1.13181535, alternative = "two.sided", plot = TRUE)
The function ks.gen.exp() gives the values for the KS test assuming an GE with shape parameter alpha and scale parameter lambda. In addition, optionally, this function allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.gen.exp(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.gen.exp(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.gen.exp() carries out the KS test for the GE.
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions. Biometrical Journal, 43(1), 117 - 130.
Gupta, R. D. and Kundu, D. (1999). Generalized exponential distributions. Australian and New Zealand Journal of Statistics, 41(2), 173 - 188.
pp.gen.exp for PP plot and qq.gen.exp for QQ plot
## Load data sets data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 5.28321139, lambda.est = 0.03229609 ks.gen.exp(bearings, 5.28321139, 0.03229609, alternative = "two.sided", plot = TRUE)## Load data sets data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 5.28321139, lambda.est = 0.03229609 ks.gen.exp(bearings, 5.28321139, 0.03229609, alternative = "two.sided", plot = TRUE)
The function ks.gompertz() gives the values for the KS test assuming a Gompertz with shape
parameter alpha and scale parameter theta. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.gompertz(x, alpha.est, theta.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.gompertz(x, alpha.est, theta.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.gompertz() carries out the KS test for the Gompertz
Marshall, A. W., Olkin, I. (2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
pp.gompertz for PP plot and qq.gompertz for QQ plot
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 0.00121307, theta.est = 0.00173329 ks.gompertz(sys2, 0.00121307, 0.00173329, alternative = "two.sided", plot = TRUE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 0.00121307, theta.est = 0.00173329 ks.gompertz(sys2, 0.00121307, 0.00173329, alternative = "two.sided", plot = TRUE)
The function ks.gp.weibull() gives the values for the KS test assuming a generalized power Weibull(GPW) with shape
parameter alpha and scale parameter theta. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.gp.weibull(x, alpha.est, theta.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.gp.weibull(x, alpha.est, theta.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.gp.weibull() carries out the KS test for the generalized power Weibull(GPW)
Nikulin, M. and Haghighi, F. (2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
Pham, H. and Lai, C.D. (2007). On recent generalizations of the Weibull distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
pp.gp.weibull for PP plot and qq.gp.weibull for QQ plot
## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 1.566093, theta.est = 0.355321 ks.gp.weibull(repairtimes, 1.566093, 0.355321, alternative = "two.sided", plot = TRUE)## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 1.566093, theta.est = 0.355321 ks.gp.weibull(repairtimes, 1.566093, 0.355321, alternative = "two.sided", plot = TRUE)
The function ks.gumbel() gives the values for the KS test assuming a Gumbel with shape
parameter mu and scale parameter sigma. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.gumbel(x, mu.est, sigma.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.gumbel(x, mu.est, sigma.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
mu.est |
estimate of the parameter mu |
sigma.est |
estimate of the parameter sigma |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.gumbel() carries out the KS test for the Gumbel
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
pp.gumbel for PP plot and qq.gumbel for QQ plot
## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2) ## Estimates of mu & sigma using 'maxLik' package ## mu.est = 212.157, sigma.est = 151.768 ks.gumbel(dataset2, 212.157, 151.768, alternative = "two.sided", plot = TRUE)## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2) ## Estimates of mu & sigma using 'maxLik' package ## mu.est = 212.157, sigma.est = 151.768 ks.gumbel(dataset2, 212.157, 151.768, alternative = "two.sided", plot = TRUE)
The function ks.inv.genexp() gives the values for the KS test assuming a Inverse Generalized Exponential(IGE) with shape
parameter alpha and scale parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.inv.genexp(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.inv.genexp(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.inv.genexp() carries out the KS test for the Inverse Generalized Exponential(IGE)
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions, Biometrical Journal, 43(1), 117-130.
Gupta, R.D. and Kundu, D. (2007). Generalized exponential distribution: Existing results and some recent development, Journal of Statistical Planning and Inference. 137, 3537-3547.
pp.inv.genexp for PP plot and qq.inv.genexp for QQ plot
## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.097807, lambda.est = 1.206889 ks.inv.genexp(repairtimes, 1.097807, 1.206889, alternative = "two.sided", plot = TRUE)## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.097807, lambda.est = 1.206889 ks.inv.genexp(repairtimes, 1.097807, 1.206889, alternative = "two.sided", plot = TRUE)
The function ks.lfr() gives the values for the KS test assuming a linear failure rate(LFR) with shape
parameter alpha and scale parameter beta. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.lfr(x, alpha.est, beta.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.lfr(x, alpha.est, beta.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.lfr() carries out the KS test for the linear failure rate(LFR)
Bain, L.J. (1974). Analysis for the Linear Failure-Rate Life-Testing Distribution, Technometrics, 16(4), 551 - 559.
Lawless, J.F. (2003). Statistical Models and Methods for Lifetime Data, John Wiley and Sons, New York.
Sen, A. and Bhattacharya, G.K. (1995). Inference procedure for the linear failure rate mode, Journal of Statistical Planning and Inference, 46, 59-76.
pp.lfr for PP plot and qq.lfr for QQ plot
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 1.77773e-03, beta.est = 2.77764e-06 ks.lfr(sys2, 1.777673e-03, 2.777640e-06, alternative = "two.sided", plot = TRUE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 1.77773e-03, beta.est = 2.77764e-06 ks.lfr(sys2, 1.777673e-03, 2.777640e-06, alternative = "two.sided", plot = TRUE)
The function ks.log.gamma() gives the values for the KS test assuming a log-gamma(LG) with shape
parameter alpha and scale parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.log.gamma(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.log.gamma(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.log.gamma() carries out the KS test for the log-gamma(LG)
Klugman, S., Panjer, H. and Willmot, G. (2004). Loss Models: From Data to Decisions, 2nd ed., New York, Wiley.
Lawless, J. F., (2003). Statistical Models and Methods for Lifetime Data, 2nd ed., John Wiley and Sons, New York.
pp.log.gamma for PP plot and qq.log.gamma for QQ plot
## Load data sets data(conductors) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 0.0088741, lambda.est = 0.6059935 ks.log.gamma(conductors, 0.0088741, 0.6059935, alternative = "two.sided", plot = TRUE)## Load data sets data(conductors) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 0.0088741, lambda.est = 0.6059935 ks.log.gamma(conductors, 0.0088741, 0.6059935, alternative = "two.sided", plot = TRUE)
The function ks.logis.exp() gives the values for the KS test assuming a Logistic-Exponential(LE) with shape
parameter alpha and scale parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.logis.exp(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.logis.exp(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.logis.exp() carries out the KS test for the Logistic-Exponential(LE)
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
pp.logis.exp for PP plot and qq.logis.exp for QQ plot
## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 2.36754, lambda.est = 0.01059 ks.logis.exp(bearings, 2.36754, 0.01059, alternative = "two.sided", plot = TRUE)## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 2.36754, lambda.est = 0.01059 ks.logis.exp(bearings, 2.36754, 0.01059, alternative = "two.sided", plot = TRUE)
The function ks.logis.rayleigh() gives the values for the KS test assuming a Logistic-Rayleigh(LR) with shape
parameter alpha and scale parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.logis.rayleigh(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.logis.rayleigh(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.logis.rayleigh() carries out the KS test for the Logistic-Rayleigh(LR)
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
pp.logis.rayleigh for PP plot and qq.logis.rayleigh for QQ plot
## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.4779388, lambda.est = 0.2141343 ks.logis.rayleigh(stress, 1.4779388, 0.2141343, alternative = "two.sided", plot = TRUE)## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.4779388, lambda.est = 0.2141343 ks.logis.rayleigh(stress, 1.4779388, 0.2141343, alternative = "two.sided", plot = TRUE)
The function ks.loglog() gives the values for the KS test assuming the Loglog
distribution with shape parameter alpha and scale parameter lambda. In addition, optionally,
this function allows one to show a comparative graph between the empirical
and theoretical cdfs for a specified data set.
ks.loglog(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.loglog(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.loglog() carries out the KS test for the Loglog.
Pham, H.(2002). A Vtub-Shaped Hazard Rate Function with Applications to System Safety, International Journal of Reliability and Applications, Vol. 3, No. l, pp. 1-16.
Pham, H.(2006). System Software Reliability, Springer-Verlag.
pp.loglog for PP plot and qq.loglog for QQ plot
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.9058689 lambda.est = 1.0028228 ks.loglog(sys2, 0.9058689, 1.0028228, alternative = "two.sided", plot = TRUE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.9058689 lambda.est = 1.0028228 ks.loglog(sys2, 0.9058689, 1.0028228, alternative = "two.sided", plot = TRUE)
The function ks.moee() gives the values for the KS test assuming an GE with tilt
parameter alpha and scale parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.moee(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.moee(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.moee() carries out the KS test for the MOEE
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
pp.moee for PP plot and qq.moee for QQ plot
## Load dataset data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 75.67982, lambda.est = 1.67576 ks.moee(stress, 75.67982, 1.67576, alternative = "two.sided", plot = TRUE)## Load dataset data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 75.67982, lambda.est = 1.67576 ks.moee(stress, 75.67982, 1.67576, alternative = "two.sided", plot = TRUE)
The function ks.moew() gives the values for the KS test assuming a MOEW with shape
parameter alpha and tilt parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.moew(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.moew(x, alpha.est, lambda.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.moew() carries out the KS test for the MOEW
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the Weibull and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I. (2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
pp.moew for PP plot and qq.moew for QQ plot
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.3035937, lambda.est = 279.2177754 ks.moew(sys2, 0.3035937, 279.2177754, alternative = "two.sided", plot = TRUE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.3035937, lambda.est = 279.2177754 ks.moew(sys2, 0.3035937, 279.2177754, alternative = "two.sided", plot = TRUE)
The function ks.weibull.ext() gives the values for the KS test assuming a Weibull Extension(WE) with shape
parameter alpha and scale parameter beta. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
ks.weibull.ext(x, alpha.est, beta.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)ks.weibull.ext(x, alpha.est, beta.est, alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
The function ks.weibull.ext() carries out the KS test for the Weibull Extension(WE)
Tang, Y., Xie, M. and Goh, T.N., (2003). Statistical analysis of a Weibull extension model, Communications in Statistics: Theory & Methods 32(5):913-928.
Zhang, T., and Xie, M.(2007). Failure Data Analysis with Extended Weibull Distribution, Communications in Statistics-Simulation and Computation, 36(3), 579-592.
pp.weibull.ext for PP plot and qq.weibull.ext for QQ plot
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.00019114, beta.est = 0.14696242 ks.weibull.ext(sys2, 0.00019114, 0.14696242, alternative = "two.sided", plot = TRUE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.00019114, beta.est = 0.14696242 ks.weibull.ext(sys2, 0.00019114, 0.14696242, alternative = "two.sided", plot = TRUE)
Density, distribution function, quantile function and random
generation for the linear failure rate(LFR)
distribution with parameters alpha and beta.
dlfr(x, alpha, beta, log = FALSE) plfr(q, alpha, beta, lower.tail = TRUE, log.p = FALSE) qlfr(p, alpha, beta, lower.tail = TRUE, log.p = FALSE) rlfr(n, alpha, beta)dlfr(x, alpha, beta, log = FALSE) plfr(q, alpha, beta, lower.tail = TRUE, log.p = FALSE) qlfr(p, alpha, beta, lower.tail = TRUE, log.p = FALSE) rlfr(n, alpha, beta)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
parameter. |
beta |
parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The linear failure rate(LFR) distribution has density
where and are the shape and scale
parameters, respectively.
dlfr gives the density,
plfr gives the distribution function,
qlfr gives the quantile function, and
rlfr generates random deviates.
Bain, L.J. (1974). Analysis for the Linear Failure-Rate Life-Testing Distribution, Technometrics, 16(4), 551 - 559.
Lawless, J.F.(2003). Statistical Models and Methods for Lifetime Data, John Wiley and Sons, New York.
Sen, A. and Bhattacharya, G.K.(1995). Inference procedure for the linear failure rate mode, Journal of Statistical Planning and Inference, 46, 59-76.
.Random.seed about random number; slfr for linear failure rate(LFR) survival / hazard etc. functions
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 1.77773e-03, beta.est = 2.77764e-06 dlfr(sys2, 1.777673e-03, 2.777640e-06, log = FALSE) plfr(sys2, 1.777673e-03, 2.777640e-06, lower.tail = TRUE, log.p = FALSE) qlfr(0.25, 1.777673e-03, 2.777640e-06, lower.tail=TRUE, log.p = FALSE) rlfr(30, 1.777673e-03, 2.777640e-06)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 1.77773e-03, beta.est = 2.77764e-06 dlfr(sys2, 1.777673e-03, 2.777640e-06, log = FALSE) plfr(sys2, 1.777673e-03, 2.777640e-06, lower.tail = TRUE, log.p = FALSE) qlfr(0.25, 1.777673e-03, 2.777640e-06, lower.tail=TRUE, log.p = FALSE) rlfr(30, 1.777673e-03, 2.777640e-06)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the linear failure rate(LFR)
distribution with parameters alpha and beta.
crf.lfr(x, t = 0, alpha, beta) hlfr(x, alpha, beta) hra.lfr(x, alpha, beta) slfr(x, alpha, beta)crf.lfr(x, t = 0, alpha, beta) hlfr(x, alpha, beta) hra.lfr(x, alpha, beta) slfr(x, alpha, beta)
x |
vector of quantiles. |
alpha |
parameter. |
beta |
parameter. |
t |
age component. |
crf.lfr gives the conditional reliability function (crf),
hlfr gives the hazard function,
hra.lfr gives the hazard rate average (HRA) function, and
slfr gives the survival function for the linear failure rate(LFR) distribution.
Bain, L.J. (1974). Analysis for the Linear Failure-Rate Life-Testing Distribution, Technometrics, 16(4), 551 - 559.
Lawless, J.F.(2003). Statistical Models and Methods for Lifetime Data, John Wiley and Sons, New York.
Sen, A. and Bhattacharya, G.K.(1995). Inference procedure for the linear failure rate mode, Journal of Statistical Planning and Inference, 46, 59-76.
dlfr for other linear failure rate(LFR) distribution related functions;
## load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 1.77773e-03, beta.est = 2.77764e-06 ## Reliability indicators for data(sys2): ## Reliability function slfr(sys2, 1.777673e-03, 2.777640e-06) ## Hazard function hlfr(sys2, 1.777673e-03, 2.777640e-06) ## hazard rate average(hra) hra.lfr(sys2, 1.777673e-03, 2.777640e-06) ## Conditional reliability function (age component=0) crf.lfr(sys2, 0.00, 1.777673e-03, 2.777640e-06) ## Conditional reliability function (age component=3.0) crf.lfr(sys2, 3.0, 1.777673e-03, 2.777640e-06)## load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 1.77773e-03, beta.est = 2.77764e-06 ## Reliability indicators for data(sys2): ## Reliability function slfr(sys2, 1.777673e-03, 2.777640e-06) ## Hazard function hlfr(sys2, 1.777673e-03, 2.777640e-06) ## hazard rate average(hra) hra.lfr(sys2, 1.777673e-03, 2.777640e-06) ## Conditional reliability function (age component=0) crf.lfr(sys2, 0.00, 1.777673e-03, 2.777640e-06) ## Conditional reliability function (age component=3.0) crf.lfr(sys2, 3.0, 1.777673e-03, 2.777640e-06)
Density, distribution function, quantile function and random
generation for the log-gamma(LG)
distribution with parameters alpha and lambda.
dlog.gamma(x, alpha, lambda, log = FALSE) plog.gamma(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qlog.gamma(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rlog.gamma(n, alpha, lambda)dlog.gamma(x, alpha, lambda, log = FALSE) plog.gamma(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qlog.gamma(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rlog.gamma(n, alpha, lambda)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
parameter. |
lambda |
parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The log-gamma(LG) distribution has density
where and are the
parameters, respectively.
dlog.gamma gives the density,
plog.gamma gives the distribution function,
qlog.gamma gives the quantile function, and
rlog.gamma generates random deviates.
Klugman, S., Panjer, H. and Willmot, G. (2004). Loss Models: From Data to Decisions, 2nd ed., New York, Wiley.
Lawless, J. F., (2003). Statistical Models and Methods for Lifetime Data, 2nd ed., John Wiley and Sons, New York.
.Random.seed about random number; slog.gamma for ExpExt survival / hazard etc. functions
## Load data sets data(conductors) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 0.0088741, lambda.est = 0.6059935 dlog.gamma(conductors, 0.0088741, 0.6059935, log = FALSE) plog.gamma(conductors, 0.0088741, 0.6059935, lower.tail = TRUE, log.p = FALSE) qlog.gamma(0.25, 0.0088741, 0.6059935, lower.tail=TRUE, log.p = FALSE) rlog.gamma(30, 0.0088741, 0.6059935)## Load data sets data(conductors) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 0.0088741, lambda.est = 0.6059935 dlog.gamma(conductors, 0.0088741, 0.6059935, log = FALSE) plog.gamma(conductors, 0.0088741, 0.6059935, lower.tail = TRUE, log.p = FALSE) qlog.gamma(0.25, 0.0088741, 0.6059935, lower.tail=TRUE, log.p = FALSE) rlog.gamma(30, 0.0088741, 0.6059935)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the log-gamma(LG)
distribution with shape parameters alpha and lambda.
crf.log.gamma(x, t = 0, alpha, lambda) hlog.gamma(x, alpha, lambda) hra.log.gamma(x, alpha, lambda) slog.gamma(x, alpha, lambda)crf.log.gamma(x, t = 0, alpha, lambda) hlog.gamma(x, alpha, lambda) hra.log.gamma(x, alpha, lambda) slog.gamma(x, alpha, lambda)
x |
vector of quantiles. |
alpha |
parameter. |
lambda |
parameter. |
t |
age component. |
crf.log.gamma gives the conditional reliability function (crf),
hlog.gamma gives the hazard function,
hra.log.gamma gives the hazard rate average (HRA) function, and
slog.gamma gives the survival function for the log-gamma(LG) distribution.
Klugman, S., Panjer, H. and Willmot, G. (2004). Loss Models: From Data to Decisions, 2nd ed., New York, Wiley.
Lawless, J. F., (2003). Statistical Models and Methods for Lifetime Data, 2nd ed., John Wiley and Sons, New York.
dlog.gamma for other log-gamma(LG) distribution related functions;
## load data set data(conductors) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 0.0088741, lambda.est = 0.6059935 ## Reliability indicators for data(conductors): ## Reliability function slog.gamma(conductors, 0.0088741, 0.6059935) ## Hazard function hlog.gamma(conductors, 0.0088741, 0.6059935) ## hazard rate average(hra) hra.log.gamma(conductors, 0.0088741, 0.6059935) ## Conditional reliability function (age component=0) crf.log.gamma(conductors, 0.00, 0.0088741, 0.6059935) ## Conditional reliability function (age component=3.0) crf.log.gamma(conductors, 3.0, 0.0088741, 0.6059935)## load data set data(conductors) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 0.0088741, lambda.est = 0.6059935 ## Reliability indicators for data(conductors): ## Reliability function slog.gamma(conductors, 0.0088741, 0.6059935) ## Hazard function hlog.gamma(conductors, 0.0088741, 0.6059935) ## hazard rate average(hra) hra.log.gamma(conductors, 0.0088741, 0.6059935) ## Conditional reliability function (age component=0) crf.log.gamma(conductors, 0.00, 0.0088741, 0.6059935) ## Conditional reliability function (age component=3.0) crf.log.gamma(conductors, 3.0, 0.0088741, 0.6059935)
Density, distribution function, quantile function and random
generation for the Logistic-Exponential(LE)
distribution with shape parameter alpha and scale parameter lambda.
dlogis.exp(x, alpha, lambda, log = FALSE) plogis.exp(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qlogis.exp(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rlogis.exp(n, alpha, lambda)dlogis.exp(x, alpha, lambda, log = FALSE) plogis.exp(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qlogis.exp(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rlogis.exp(n, alpha, lambda)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The Logistic-Exponential(LE) distribution has density
where and are the shape and scale
parameters, respectively.
dlogis.exp gives the density,
plogis.exp gives the distribution function,
qlogis.exp gives the quantile function, and
rlogis.exp generates random deviates.
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
.Random.seed about random number; slogis.exp for ExpExt survival / hazard etc. functions
## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 2.36754, lambda.est = 0.01059 dlogis.exp(bearings, 2.36754, 0.01059, log = FALSE) plogis.exp(bearings, 2.36754, 0.01059, lower.tail = TRUE, log.p = FALSE) qlogis.exp(0.25, 2.36754, 0.01059, lower.tail=TRUE, log.p = FALSE) rlogis.exp(30, 2.36754, 0.01059)## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 2.36754, lambda.est = 0.01059 dlogis.exp(bearings, 2.36754, 0.01059, log = FALSE) plogis.exp(bearings, 2.36754, 0.01059, lower.tail = TRUE, log.p = FALSE) qlogis.exp(0.25, 2.36754, 0.01059, lower.tail=TRUE, log.p = FALSE) rlogis.exp(30, 2.36754, 0.01059)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Logistic-Exponential(LE)
distribution with shape parameter alpha and scale parameter lambda.
crf.logis.exp(x, t = 0, alpha, lambda) hlogis.exp(x, alpha, lambda) hra.logis.exp(x, alpha, lambda) slogis.exp(x, alpha, lambda)crf.logis.exp(x, t = 0, alpha, lambda) hlogis.exp(x, alpha, lambda) hra.logis.exp(x, alpha, lambda) slogis.exp(x, alpha, lambda)
x |
vector of quantiles. |
alpha |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
crf.logis.exp gives the conditional reliability function (crf),
hlogis.exp gives the hazard function,
hra.logis.exp gives the hazard rate average (HRA) function, and
slogis.exp gives the survival function for the Logistic-Exponential(LE) distribution.
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
dlogis.exp for other Logistic-Exponential(LE) distribution related functions;
## load data set data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 2.36754, lambda.est = 0.01059 ## Reliability indicators for data(bearings): ## Reliability function slogis.exp(bearings, 2.36754, 0.01059) ## Hazard function hlogis.exp(bearings, 2.36754, 0.01059) ## hazard rate average(hra) hra.logis.exp(bearings, 2.36754, 0.01059) ## Conditional reliability function (age component=0) crf.logis.exp(bearings, 0.00, 2.36754, 0.01059) ## Conditional reliability function (age component=3.0) crf.logis.exp(bearings, 3.0, 2.36754, 0.01059)## load data set data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 2.36754, lambda.est = 0.01059 ## Reliability indicators for data(bearings): ## Reliability function slogis.exp(bearings, 2.36754, 0.01059) ## Hazard function hlogis.exp(bearings, 2.36754, 0.01059) ## hazard rate average(hra) hra.logis.exp(bearings, 2.36754, 0.01059) ## Conditional reliability function (age component=0) crf.logis.exp(bearings, 0.00, 2.36754, 0.01059) ## Conditional reliability function (age component=3.0) crf.logis.exp(bearings, 3.0, 2.36754, 0.01059)
Density, distribution function, quantile function and random
generation for the Logistic-Rayleigh(LR)
distribution with shape parameter alpha and scale parameter lambda.
dlogis.rayleigh(x, alpha, lambda, log = FALSE) plogis.rayleigh(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qlogis.rayleigh(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rlogis.rayleigh(n, alpha, lambda)dlogis.rayleigh(x, alpha, lambda, log = FALSE) plogis.rayleigh(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qlogis.rayleigh(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rlogis.rayleigh(n, alpha, lambda)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The cummulative distribution function(cdf) of Logistic-Rayleigh(LR) is given by
where and are the shape and scale
parameters, respectively.
dlogis.rayleigh gives the density,
plogis.rayleigh gives the distribution function,
qlogis.rayleigh gives the quantile function, and
rlogis.rayleigh generates random deviates.
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
.Random.seed about random number; slogis.rayleigh for ExpExt survival / hazard etc. functions
## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.4779388, lambda.est = 0.2141343 dlogis.rayleigh(stress, 1.4779388, 0.2141343, log = FALSE) plogis.rayleigh(stress, 1.4779388, 0.2141343, lower.tail = TRUE, log.p = FALSE) qlogis.rayleigh(0.25, 1.4779388, 0.2141343, lower.tail=TRUE, log.p = FALSE) rlogis.rayleigh(30, 1.4779388, 0.2141343)## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.4779388, lambda.est = 0.2141343 dlogis.rayleigh(stress, 1.4779388, 0.2141343, log = FALSE) plogis.rayleigh(stress, 1.4779388, 0.2141343, lower.tail = TRUE, log.p = FALSE) qlogis.rayleigh(0.25, 1.4779388, 0.2141343, lower.tail=TRUE, log.p = FALSE) rlogis.rayleigh(30, 1.4779388, 0.2141343)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Logistic-Rayleigh(LR)
distribution with shape parameter alpha and scale parameter lambda.
crf.logis.rayleigh(x, t = 0, alpha, lambda) hlogis.rayleigh(x, alpha, lambda) hra.logis.rayleigh(x, alpha, lambda) slogis.rayleigh(x, alpha, lambda)crf.logis.rayleigh(x, t = 0, alpha, lambda) hlogis.rayleigh(x, alpha, lambda) hra.logis.rayleigh(x, alpha, lambda) slogis.rayleigh(x, alpha, lambda)
x |
vector of quantiles. |
alpha |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
crf.logis.rayleigh gives the conditional reliability function (crf),
hlogis.rayleigh gives the hazard function,
hra.logis.rayleigh gives the hazard rate average (HRA) function, and
slogis.rayleigh gives the survival function for the Logistic-Rayleigh(LR) distribution.
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
dlogis.rayleigh for other Logistic-Rayleigh(LR) distribution related functions;
## load data set data(stress) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.4779388, lambda.est = 0.2141343 ## Reliability indicators for data(stress): ## Reliability function slogis.rayleigh(stress, 1.4779388, 0.2141343) ## Hazard function hlogis.rayleigh(stress, 1.4779388, 0.2141343) ## hazard rate average(hra) hra.logis.rayleigh(stress, 1.4779388, 0.2141343) ## Conditional reliability function (age component=0) crf.logis.rayleigh(stress, 0.00, 1.4779388, 0.2141343) ## Conditional reliability function (age component=3.0) crf.logis.rayleigh(stress, 3.0, 1.4779388, 0.2141343)## load data set data(stress) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.4779388, lambda.est = 0.2141343 ## Reliability indicators for data(stress): ## Reliability function slogis.rayleigh(stress, 1.4779388, 0.2141343) ## Hazard function hlogis.rayleigh(stress, 1.4779388, 0.2141343) ## hazard rate average(hra) hra.logis.rayleigh(stress, 1.4779388, 0.2141343) ## Conditional reliability function (age component=0) crf.logis.rayleigh(stress, 0.00, 1.4779388, 0.2141343) ## Conditional reliability function (age component=3.0) crf.logis.rayleigh(stress, 3.0, 1.4779388, 0.2141343)
Density, distribution function, quantile function and random
generation for the Loglog
distribution with shape parameter alpha and scale parameter lambda.
dloglog(x, alpha, lambda, log = FALSE) ploglog(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qloglog(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rloglog(n, alpha, lambda)dloglog(x, alpha, lambda, log = FALSE) ploglog(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qloglog(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rloglog(n, alpha, lambda)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The loglog(Pham) distribution has density
where and are the shape and scale
parameters, respectively. (Pham, 2002)
dloglog gives the density,
ploglog gives the distribution function,
qloglog gives the quantile function, and
rloglog generates random deviates.
Pham, H.(2002). A Vtub-Shaped Hazard Rate Function with Applications to System Safety, International Journal of Reliability and Applications. ,Vol. 3, No. l, pp. 1-16.
Pham, H.(2006). System Software Reliability, Springer-Verlag.
.Random.seed about random number; sloglog for Loglog survival / hazard etc. functions;
data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.9058689 lambda.est = 1.0028228 dloglog(sys2, 0.9058689, 1.0028228, log = FALSE) ploglog(sys2, 0.9058689, 1.0028228, lower.tail = TRUE, log.p = FALSE) qloglog(0.25, 0.9058689, 1.0028228, lower.tail=TRUE, log.p = FALSE) rloglog(30, 0.9058689, 1.0028228)data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.9058689 lambda.est = 1.0028228 dloglog(sys2, 0.9058689, 1.0028228, log = FALSE) ploglog(sys2, 0.9058689, 1.0028228, lower.tail = TRUE, log.p = FALSE) qloglog(0.25, 0.9058689, 1.0028228, lower.tail=TRUE, log.p = FALSE) rloglog(30, 0.9058689, 1.0028228)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Loglog
distribution with shape parameter alpha and scale parameter lambda.
crf.loglog(x, t = 0, alpha, lambda) hloglog(x, alpha, lambda) hra.loglog(x, alpha, lambda) sloglog(x, alpha, lambda)crf.loglog(x, t = 0, alpha, lambda) hloglog(x, alpha, lambda) hra.loglog(x, alpha, lambda) sloglog(x, alpha, lambda)
x |
vector of quantiles. |
alpha |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
crf.loglog gives the conditional reliability function (crf),
hloglog gives the hazard function,
hra.loglog gives the hazard rate average (HRA) function, and
sloglog gives the survival function for the Loglog distribution.
Pham, H.(2002). A Vtub-Shaped Hazard Rate Function with Applications to System Safety, International Journal of Reliability and Applications. ,Vol. 3, No. l, pp. 1-16.
Pham, H.(2006). System Software Reliability, Springer-Verlag.
dloglog for other Loglog(Pham) distribution related functions;
## load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.9058689 lambda.est = 1.0028228 ## Reliability indicators for data(sys2): ## Reliability function sloglog(sys2, 0.9058689, 1.0028228) ## Hazard function hloglog(sys2, 0.9058689, 1.0028228) ## hazard rate average(hra) hra.loglog(sys2, 0.9058689, 1.0028228) ## Conditional reliability function (age component=0) crf.loglog(sys2, 0.00, 0.9058689, 1.0028228) ## Conditional reliability function (age component=3.0) crf.loglog(sys2, 3.0, 0.9058689, 1.0028228)## load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.9058689 lambda.est = 1.0028228 ## Reliability indicators for data(sys2): ## Reliability function sloglog(sys2, 0.9058689, 1.0028228) ## Hazard function hloglog(sys2, 0.9058689, 1.0028228) ## hazard rate average(hra) hra.loglog(sys2, 0.9058689, 1.0028228) ## Conditional reliability function (age component=0) crf.loglog(sys2, 0.00, 0.9058689, 1.0028228) ## Conditional reliability function (age component=3.0) crf.loglog(sys2, 3.0, 0.9058689, 1.0028228)
Density, distribution function, quantile function and random
generation for the Marshall-Olkin Extended Exponential (MOEE)
distribution with tilt parameter alpha and scale parameter lambda.
dmoee(x, alpha, lambda, log = FALSE) pmoee(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qmoee(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rmoee(n, alpha, lambda)dmoee(x, alpha, lambda, log = FALSE) pmoee(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qmoee(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rmoee(n, alpha, lambda)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
tilt parameter. |
lambda |
scale parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The Marshall-Olkin extended exponential (MOEE) distribution has density
where and are the tilt and scale
parameters, respectively.
dmoee gives the density,
pmoee gives the distribution function,
qmoee gives the quantile function, and
rmoee generates random deviates.
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
.Random.seed about random number; smoee for MOEE survival / hazard etc. functions
## Load data sets data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 75.67982, lambda.est = 1.67576 dmoee(stress, 75.67982, 1.67576, log = FALSE) pmoee(stress, 75.67982, 1.67576, lower.tail = TRUE, log.p = FALSE) qmoee(0.25, 0.4, 2.0, lower.tail = TRUE, log.p = FALSE) rmoee(10, 75.67982, 1.67576)## Load data sets data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 75.67982, lambda.est = 1.67576 dmoee(stress, 75.67982, 1.67576, log = FALSE) pmoee(stress, 75.67982, 1.67576, lower.tail = TRUE, log.p = FALSE) qmoee(0.25, 0.4, 2.0, lower.tail = TRUE, log.p = FALSE) rmoee(10, 75.67982, 1.67576)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Marshall-Olkin Extended Exponential (MOEE)
distribution with tilt parameter alpha and scale parameter lambda.
crf.moee(x, t = 0, alpha, lambda) hmoee(x, alpha, lambda) hra.moee(x, alpha, lambda) smoee(x, alpha, lambda)crf.moee(x, t = 0, alpha, lambda) hmoee(x, alpha, lambda) hra.moee(x, alpha, lambda) smoee(x, alpha, lambda)
x |
vector of quantiles. |
alpha |
tilt parameter. |
lambda |
scale parameter. |
t |
age component. |
crf.moee gives the conditional reliability function (crf),
hmoee gives the hazard function,
hra.moee gives the hazard rate average (HRA) function, and
smoee gives the survival function for the MOEE distribution.
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
dmoee for other MOEE distribution related functions;
## Load data sets data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 75.67982, lambda.est = 1.67576 smoee(stress, 75.67982, 1.67576) hmoee(stress, 75.67982, 1.67576) hra.moee(stress, 75.67982, 1.67576) crf.moee(stress, 3.00, 75.67982, 1.67576)## Load data sets data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 75.67982, lambda.est = 1.67576 smoee(stress, 75.67982, 1.67576) hmoee(stress, 75.67982, 1.67576) hra.moee(stress, 75.67982, 1.67576) crf.moee(stress, 3.00, 75.67982, 1.67576)
Density, distribution function, quantile function and random
generation for the Marshall-Olkin Extended Weibull (MOEW)
distribution with tilt parameter alpha and scale parameter lambda.
dmoew(x, alpha, lambda, log = FALSE) pmoew(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qmoew(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rmoew(n, alpha, lambda)dmoew(x, alpha, lambda, log = FALSE) pmoew(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE) qmoew(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE) rmoew(n, alpha, lambda)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
tilt parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The Marshall-Olkin extended Weibull (MOEW) distribution has density
where and are the tilt and scale
parameters, respectively.
dmoew gives the density,
pmoew gives the distribution function,
qmoew gives the quantile function, and
rmoew generates random deviates.
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the Weibull and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
.Random.seed about random number; smoew for MOEW survival / hazard etc. functions;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.3035937, lambda.est = 279.2177754 dmoew(sys2, 0.3035937, 279.2177754, log = FALSE) pmoew(sys2, 0.3035937, 279.2177754, lower.tail = TRUE, log.p = FALSE) qmoew(0.25, 0.3035937, 279.2177754, lower.tail=TRUE, log.p = FALSE) rmoew(50, 0.3035937, 279.2177754)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.3035937, lambda.est = 279.2177754 dmoew(sys2, 0.3035937, 279.2177754, log = FALSE) pmoew(sys2, 0.3035937, 279.2177754, lower.tail = TRUE, log.p = FALSE) qmoew(0.25, 0.3035937, 279.2177754, lower.tail=TRUE, log.p = FALSE) rmoew(50, 0.3035937, 279.2177754)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Marshall-Olkin Extended Weibull (MOEW)
distribution with tilt parameter alpha and scale parameter lambda.
crf.moew(x, t = 0, alpha, lambda) hmoew(x, alpha, lambda) hra.moew(x, alpha, lambda) smoew(x, alpha, lambda)crf.moew(x, t = 0, alpha, lambda) hmoew(x, alpha, lambda) hra.moew(x, alpha, lambda) smoew(x, alpha, lambda)
x |
vector of quantiles. |
alpha |
tilt parameter. |
lambda |
scale parameter. |
t |
age component. |
crf.moew gives the conditional reliability function (crf),
hmoew gives the hazard function,
hra.moew gives the hazard rate average (HRA) function, and
smoew gives the survival function for the MOEW distribution.
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
dmoew for other MOEW distribution related functions;
## load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.3035937, lambda.est = 279.2177754 ## Reliability indicators for data(sys2): ## Reliability function smoew(sys2, 0.3035937, 279.2177754) ## Hazard function hmoew(sys2, 0.3035937, 279.2177754) ## hazard rate average(hra) hra.moew(sys2, 0.3035937, 279.2177754) ## Conditional reliability function (age component=0) crf.moew(sys2, 0.00, 0.3035937, 279.2177754) ## Conditional reliability function (age component=3.0) crf.moew(sys2, 3.0, 0.3035937, 279.2177754)## load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.3035937, lambda.est = 279.2177754 ## Reliability indicators for data(sys2): ## Reliability function smoew(sys2, 0.3035937, 279.2177754) ## Hazard function hmoew(sys2, 0.3035937, 279.2177754) ## hazard rate average(hra) hra.moew(sys2, 0.3035937, 279.2177754) ## Conditional reliability function (age component=0) crf.moew(sys2, 0.00, 0.3035937, 279.2177754) ## Conditional reliability function (age component=3.0) crf.moew(sys2, 3.0, 0.3035937, 279.2177754)
The function pp.burrX() produces a PP plot for the BurrX based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.burrX(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)pp.burrX(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.burrX() carries out a PP plot for the BurrX.
Kundu, D., and Raqab, M.Z. (2005). Generalized Rayleigh Distribution: Different Methods of Estimation, Computational Statistics and Data Analysis, 49, 187-200.
Surles, J.G., and Padgett, W.J. (2005). Some properties of a scaled Burr type X distribution, Journal of Statistical Planning and Inference, 128, 271-280.
Raqab, M.Z., and Kundu, D. (2006). Burr Type X distribution: revisited, Journal of Probability and Statistical Sciences, 4(2), 179-193.
qq.burrX for QQ plot and ks.burrX function
## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.1989515, lambda.est = 0.0130847 pp.burrX(bearings, 1.1989515, 0.0130847, main = " ", line = TRUE)## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.1989515, lambda.est = 0.0130847 pp.burrX(bearings, 1.1989515, 0.0130847, main = " ", line = TRUE)
The function pp.chen() produces a PP plot for the Chen based on their MLE
or any other estimator. Also, a reference line can be sketched.
pp.chen(x, beta.est, lambda.est, main = " ", line = TRUE, ...)pp.chen(x, beta.est, lambda.est, main = " ", line = TRUE, ...)
x |
vector of observations |
beta.est |
estimate of the parameter beta |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.chen() carries out a PP plot for the Chen.
Castillo, E., Hadi, A.S., Balakrishnan, N. and Sarabia, J.M.(2004). Extreme Value and Related Models with Applications in Engineering and Science, John Wiley and Sons, New York.
Chen, Z.(2000). A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statistics and Probability Letters, 49, 155-161.
Pham, H.(2006). System Software Reliability, Springer-Verlag.
qq.chen for QQ plot and ks.chen function;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of beta & lambda for the data(sys2) ## beta.est = 0.262282404, lambda.est = 0.007282371 pp.chen(sys2, 0.262282404, 0.007282371, line = TRUE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of beta & lambda for the data(sys2) ## beta.est = 0.262282404, lambda.est = 0.007282371 pp.chen(sys2, 0.262282404, 0.007282371, line = TRUE)
The function pp.exp.ext() produces a PP plot for the Exponential Extension(EE) based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.exp.ext(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)pp.exp.ext(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.exp.ext() carries out a PP plot for the Exponential Extension(EE).
Nikulin, M. and Haghighi, F.(2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
qq.exp.ext for QQ plot and ks.exp.ext function;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04 pp.exp.ext(sys2, 1.0126e+01, 1.5848e-04, main = " ", line = TRUE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04 pp.exp.ext(sys2, 1.0126e+01, 1.5848e-04, main = " ", line = TRUE)
The function pp.exp.power() produces a PP plot for the Exponential Power distribution based on their MLE
or any other estimator. Also, a reference line can be sketched.
pp.exp.power(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)pp.exp.power(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.exp.power() carries out a PP plot for the Exponential Power distribution.
Smith, R.M. and Bain, L.J.(1975). An exponential power life-test distribution, Communications in Statistics - Simulation and Computation, Vol.4(5), 469 - 481
qq.exp.power for QQ plot and ks.exp.power function;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.905868898, lambda.est = 0.001531423 pp.exp.power(sys2, 0.905868898, 0.001531423, main = '', line = TRUE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.905868898, lambda.est = 0.001531423 pp.exp.power(sys2, 0.905868898, 0.001531423, main = '', line = TRUE)
The function pp.expo.logistic() produces a PP plot for the Exponentiated Logistic(EL) based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.expo.logistic(x, alpha.est, beta.est, main = " ", line = FALSE, ...)pp.expo.logistic(x, alpha.est, beta.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.expo.logistic() carries out a PP plot for the Exponentiated Logistic(EL).
Ali, M.M., Pal, M. and Woo, J. (2007). Some Exponentiated Distributions, The Korean Communications in Statistics, 14(1), 93-109.
Shirke, D.T., Kumbhar, R.R. and Kundu, D.(2005). Tolerance intervals for exponentiated scale family of distributions, Journal of Applied Statistics, 32, 1067-1074
qq.expo.logistic for QQ plot and ks.expo.logistic function;
## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 5.31302, beta.est = 139.04515 pp.expo.logistic(dataset2, 5.31302, 139.04515, main = " ", line = TRUE)## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 5.31302, beta.est = 139.04515 pp.expo.logistic(dataset2, 5.31302, 139.04515, main = " ", line = TRUE)
The function pp.expo.weibull() produces a PP plot for the Exponentiated Weibull(EW) based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.expo.weibull(x, alpha.est, theta.est, main = " ", line = FALSE, ...)pp.expo.weibull(x, alpha.est, theta.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.expo.weibull() carries out a PP plot for the Exponentiated Weibull(EW).
Mudholkar, G.S. and Srivastava, D.K. (1993). Exponentiated Weibull family for analyzing bathtub failure-rate data, IEEE Transactions on Reliability, 42(2), 299-302.
Murthy, D.N.P., Xie, M. and Jiang, R. (2003). Weibull Models, Wiley, New York.
Nassar, M.M., and Eissa, F. H. (2003). On the Exponentiated Weibull Distribution, Communications in Statistics - Theory and Methods, 32(7), 1317-1336.
qq.expo.weibull for QQ plot and ks.expo.weibull function;
## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est =1.026465, theta.est = 7.824943 pp.expo.weibull(stress, 1.026465, 7.824943, main = " ", line = TRUE)## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est =1.026465, theta.est = 7.824943 pp.expo.weibull(stress, 1.026465, 7.824943, main = " ", line = TRUE)
The function pp.flex.weibull() produces a PP plot for the flexible Weibull(FW) based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.flex.weibull(x, alpha.est, beta.est, main = " ", line = FALSE, ...)pp.flex.weibull(x, alpha.est, beta.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.flex.weibull() carries out a PP plot for the flexible Weibull(FW).
Bebbington, M., Lai, C.D. and Zitikis, R. (2007). A flexible Weibull extension, Reliability Engineering and System Safety, 92, 719-726.
qq.flex.weibull for QQ plot and ks.flex.weibull function;
## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.07077507, beta.est = 1.13181535 pp.flex.weibull(repairtimes, 0.07077507, 1.13181535, main = " ", line = TRUE)## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.07077507, beta.est = 1.13181535 pp.flex.weibull(repairtimes, 0.07077507, 1.13181535, main = " ", line = TRUE)
The function pp.gen.exp() produces a PP plot for the GE based on their MLE
or any other estimator. Also, a reference line can be sketched.
pp.gen.exp(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)pp.gen.exp(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.gen.exp() carries out a PP plot for the GE.
qq.gen.exp for QQ plot and ks.gen.exp functions;
## Load dataset data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 5.28321139, lambda.est = 0.03229609 pp.gen.exp(bearings, 5.28321139, 0.03229609, line = TRUE)## Load dataset data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 5.28321139, lambda.est = 0.03229609 pp.gen.exp(bearings, 5.28321139, 0.03229609, line = TRUE)
The function pp.gompertz() produces a PP plot for the Gompertz based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.gompertz(x, alpha.est, theta.est, main = " ", line = FALSE, ...)pp.gompertz(x, alpha.est, theta.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.gompertz() carries out a PP plot for the Gompertz.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
qq.gompertz for QQ plot and ks.gompertz function;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 0.00121307, theta.est = 0.00173329 pp.gompertz(sys2, 0.00121307, 0.00173329, main = " ", line = TRUE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 0.00121307, theta.est = 0.00173329 pp.gompertz(sys2, 0.00121307, 0.00173329, main = " ", line = TRUE)
The function pp.gp.weibull() produces a PP plot for the generalized power Weibull(GPW) based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.gp.weibull(x, alpha.est, theta.est, main = " ", line = FALSE, ...)pp.gp.weibull(x, alpha.est, theta.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.gp.weibull() carries out a PP plot for the generalized power Weibull(GPW).
Nikulin, M. and Haghighi, F.(2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
Pham, H. and Lai, C.D.(2007). On recent generalizations of the Weibull distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
qq.gp.weibull for QQ plot and ks.gp.weibull function;
## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 1.566093, theta.est = 0.355321 pp.gp.weibull(repairtimes, 1.566093, 0.355321, main = " ", line = TRUE)## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 1.566093, theta.est = 0.355321 pp.gp.weibull(repairtimes, 1.566093, 0.355321, main = " ", line = TRUE)
The function pp.gumbel() produces a PP plot for the Gumbel based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.gumbel(x, mu.est, sigma.est, main = " ", line = FALSE, ...)pp.gumbel(x, mu.est, sigma.est, main = " ", line = FALSE, ...)
x |
vector of observations |
mu.est |
estimate of the parameter mu |
sigma.est |
estimate of the parameter sigma |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.gumbel() carries out a PP plot for the Gumbel.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
qq.gumbel for QQ plot and ks.gumbel function;
## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2) ## Estimates of mu & sigma using 'maxLik' package ## mu.est = 212.157, sigma.est = 151.768 pp.gumbel(dataset2, 212.157, 151.768, main = " ", line = TRUE)## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2) ## Estimates of mu & sigma using 'maxLik' package ## mu.est = 212.157, sigma.est = 151.768 pp.gumbel(dataset2, 212.157, 151.768, main = " ", line = TRUE)
The function pp.inv.genexp() produces a PP plot for the Inverse Generalized Exponential(IGE) based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.inv.genexp(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)pp.inv.genexp(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.inv.genexp() carries out a PP plot for the Inverse Generalized Exponential(IGE).
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions, Biometrical Journal, 43(1), 117-130.
Gupta, R.D. and Kundu, D., (2007). Generalized exponential distribution: Existing results and some recent development, Journal of Statistical Planning and Inference. 137, 3537-3547.
qq.inv.genexp for QQ plot and ks.inv.genexp function;
## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.097807, lambda.est = 1.206889 pp.inv.genexp(repairtimes, 1.097807, 1.206889, main = " ", line = TRUE)## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.097807, lambda.est = 1.206889 pp.inv.genexp(repairtimes, 1.097807, 1.206889, main = " ", line = TRUE)
The function pp.lfr() produces a PP plot for the linear failure rate(LFR) based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.lfr(x, alpha.est, beta.est, main = " ", line = FALSE, ...)pp.lfr(x, alpha.est, beta.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.lfr() carries out a PP plot for the linear failure rate(LFR).
Bain, L.J. (1974). Analysis for the Linear Failure-Rate Life-Testing Distribution, Technometrics, 16(4), 551 - 559.
Lawless, J.F.(2003). Statistical Models and Methods for Lifetime Data, John Wiley and Sons, New York.
Sen, A. and Bhattacharya, G.K.(1995). Inference procedure for the linear failure rate mode, Journal of Statistical Planning and Inference, 46, 59-76.
qq.lfr for QQ plot and ks.lfr function;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 1.77773e-03, beta.est = 2.77764e-06 pp.lfr(sys2, 1.777673e-03, 2.777640e-06, main = " ", line = TRUE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 1.77773e-03, beta.est = 2.77764e-06 pp.lfr(sys2, 1.777673e-03, 2.777640e-06, main = " ", line = TRUE)
The function pp.log.gamma() produces a PP plot for the log-gamma(LG) based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.log.gamma(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)pp.log.gamma(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.log.gamma() carries out a PP plot for the log-gamma(LG).
Klugman, S., Panjer, H. and Willmot, G. (2004). Loss Models: From Data to Decisions, 2nd ed., New York, Wiley.
Lawless, J. F., (2003). Statistical Models and Methods for Lifetime Data, 2nd ed., John Wiley and Sons, New York.
qq.log.gamma for QQ plot and ks.log.gamma function;
## Load data sets data(conductors) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 0.0088741, lambda.est = 0.6059935 pp.log.gamma(conductors, 0.0088741, 0.6059935, main = " ", line = TRUE)## Load data sets data(conductors) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 0.0088741, lambda.est = 0.6059935 pp.log.gamma(conductors, 0.0088741, 0.6059935, main = " ", line = TRUE)
The function pp.logis.exp() produces a PP plot for the Logistic-Exponential(LE) based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.logis.exp(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)pp.logis.exp(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.logis.exp() carries out a PP plot for the Logistic-Exponential(LE).
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
qq.logis.exp for QQ plot and ks.logis.exp function;
## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 2.36754, lambda.est = 0.01059 pp.logis.exp(bearings, 2.36754, 0.01059, main = " ", line = TRUE)## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 2.36754, lambda.est = 0.01059 pp.logis.exp(bearings, 2.36754, 0.01059, main = " ", line = TRUE)
The function pp.logis.rayleigh() produces a PP plot for the Logistic-Rayleigh(LR) based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.logis.rayleigh(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)pp.logis.rayleigh(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.logis.rayleigh() carries out a PP plot for the Logistic-Rayleigh(LR).
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
qq.logis.rayleigh for QQ plot and ks.logis.rayleigh function;
## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.4779388, lambda.est = 0.2141343 pp.logis.rayleigh(stress, 1.4779388, 0.2141343, main = " ", line = TRUE)## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.4779388, lambda.est = 0.2141343 pp.logis.rayleigh(stress, 1.4779388, 0.2141343, main = " ", line = TRUE)
The function pp.loglog() produces a PP plot for the Loglog based on their MLE
or any other estimator. Also, a reference line can be sketched.
pp.loglog(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)pp.loglog(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.loglog() carries out a PP plot for the Loglog.
Pham, H.(2002). A Vtub-Shaped Hazard Rate Function with Applications to System Safety, International Journal of Reliability and Applications. ,Vol. 3, No. l, pp. 1-16.
Pham, H.(2006). System Software Reliability, Springer-Verlag.
qq.loglog for QQ plot and ks.loglog function;
## Load data sets. data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.9058689 lambda.est = 1.0028228 pp.loglog(sys2, 0.9058689, 1.0028228, line = TRUE)## Load data sets. data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.9058689 lambda.est = 1.0028228 pp.loglog(sys2, 0.9058689, 1.0028228, line = TRUE)
The function pp.moee() produces a PP plot for the MOEE based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.moee(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)pp.moee(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.moee() carries out a PP plot for the MOEE.
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
qq.moee for QQ plot and ks.moee functions
## Load dataset data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 75.67982, lambda.est = 1.67576 pp.moee(stress, 75.67982, 1.67576, main = '', line = TRUE)## Load dataset data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 75.67982, lambda.est = 1.67576 pp.moee(stress, 75.67982, 1.67576, main = '', line = TRUE)
The function pp.moew( ) produces a PP plot for the MOEW based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.moew(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)pp.moew(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.moew( ) carries out a PP plot for the MOEW.
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the Weibull and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
qq.moew for QQ plot and ks.moew function;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.3035937, lambda.est = 279.2177754 pp.moew(sys2, 0.3035937, 279.2177754, main = " ", line = TRUE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.3035937, lambda.est = 279.2177754 pp.moew(sys2, 0.3035937, 279.2177754, main = " ", line = TRUE)
The function pp.weibull.ext() produces a PP plot for the Weibull Extension(WE) based on their MLE or any other estimate. Also, a reference line can be sketched.
pp.weibull.ext(x, alpha.est, beta.est, main = " ", line = FALSE, ...)pp.weibull.ext(x, alpha.est, beta.est, main = " ", line = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function pp.weibull.ext() carries out a PP plot for the Weibull Extension(WE).
Tang, Y., Xie, M. and Goh, T.N., (2003). Statistical analysis of a Weibull extension model, Communications in Statistics: Theory & Methods 32(5):913-928.
Zhang, T., and Xie, M.(2007). Failure Data Analysis with Extended Weibull Distribution, Communications in Statistics-Simulation and Computation, 36(3), 579-592.
qq.weibull.ext for QQ plot and ks.weibull.ext function;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.00019114, beta.est = 0.14696242 pp.weibull.ext(sys2, 0.00019114, 0.14696242, main = " ", line = TRUE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.00019114, beta.est = 0.14696242 pp.weibull.ext(sys2, 0.00019114, 0.14696242, main = " ", line = TRUE)
The function qq.burrX() produces a QQ plot for the BurrX based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.burrX(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)qq.burrX(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.burrX() carries out a QQ plot for the BurrX.
Kundu, D., and Raqab, M.Z. (2005). Generalized Rayleigh Distribution: Different Methods of Estimation, Computational Statistics and Data Analysis, 49, 187-200.
Surles, J.G., and Padgett, W.J. (2005). Some properties of a scaled Burr type X distribution, Journal of Statistical Planning and Inference, 128, 271-280.
Raqab, M.Z., and Kundu, D. (2006). Burr Type X distribution: revisited, Journal of Probability and Statistical Sciences, 4(2), 179-193.
pp.burrX for PP plot and ks.burrX function
## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.1989515, lambda.est = 0.0130847 qq.burrX(bearings, 1.1989515, 0.0130847, main = " ", line.qt = FALSE)## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.1989515, lambda.est = 0.0130847 qq.burrX(bearings, 1.1989515, 0.0130847, main = " ", line.qt = FALSE)
The function qq.chen() produces a QQ plot for the Chen based on their MLE or
any other estimator. Also, a line going through the first and the third quartile can be sketched.
qq.chen(x, beta.est, lambda.est, main = " ", line.qt = FALSE, ...)qq.chen(x, beta.est, lambda.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
beta.est |
estimate of the parameter beta |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.chen() carries out a QQ plot for the Chen
Castillo, E., Hadi, A.S., Balakrishnan, N. and Sarabia, J.M.(2004). Extreme Value and Related Models with Applications in Engineering and Science, John Wiley and Sons, New York.
Chen, Z.(2000). A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statistics and Probability Letters, 49, 155-161.
Pham, H.(2006). System Software Reliability, Springer-Verlag.
pp.chen for PP plot and ks.chen function;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of beta & lambda for the data(sys2) ## beta.est = 0.262282404, lambda.est = 0.007282371 qq.chen(sys2, 0.262282404, 0.007282371, line.qt = FALSE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of beta & lambda for the data(sys2) ## beta.est = 0.262282404, lambda.est = 0.007282371 qq.chen(sys2, 0.262282404, 0.007282371, line.qt = FALSE)
The function qq.exp.ext() produces a QQ plot for the ExpExt based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.exp.ext(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)qq.exp.ext(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.exp.ext() carries out a QQ plot for the Exponetial Extension.
Nikulin, M. and Haghighi, F.(2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
pp.exp.ext for PP plot and ks.exp.ext function;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04 qq.exp.ext(sys2, 1.0126e+01, 1.5848e-04, main = " ", line.qt = FALSE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04 qq.exp.ext(sys2, 1.0126e+01, 1.5848e-04, main = " ", line.qt = FALSE)
The function qq.exp.power() produces a QQ plot for the Exponential Power distribution based on their MLE or
any other estimator. Also, a line going through the first and the third quartile can be sketched.
qq.exp.power(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)qq.exp.power(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.exp.power() carries out a QQ plot for the Exponential Power distribution.
Castillo, E., Hadi, A.S., Balakrishnan, N. and Sarabia, J.M.(2004). Extreme Value and Related Models with Applications in Engineering and Science, John Wiley and Sons, New York.
Smith, R.M. and Bain, L.J.(1975). An exponential power life-test distribution, Communications in Statistics - Simulation and Computation, Vol.4(5), 469 - 481
pp.exp.power for PP plot and ks.exp.power function;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.905868898, lambda.est = 0.001531423 qq.exp.power(sys2, 0.905868898, 0.001531423, line.qt = FALSE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.905868898, lambda.est = 0.001531423 qq.exp.power(sys2, 0.905868898, 0.001531423, line.qt = FALSE)
The function qq.expo.logistic() produces a QQ plot for the Exponentiated Logistic(EL) based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.expo.logistic(x, alpha.est, beta.est, main = " ", line.qt = FALSE, ...)qq.expo.logistic(x, alpha.est, beta.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.expo.logistic() carries out a QQ plot for the Exponentiated Logistic(EL).
Ali, M.M., Pal, M. and Woo, J. (2007). Some Exponentiated Distributions, The Korean Communications in Statistics, 14(1), 93-109.
Shirke, D.T., Kumbhar, R.R. and Kundu, D.(2005). Tolerance intervals for exponentiated scale family of distributions, Journal of Applied Statistics, 32, 1067-1074
pp.expo.logistic for PP plot and ks.expo.logistic function;
## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 5.31302, beta.est = 139.04515 qq.expo.logistic(dataset2, 5.31302, 139.04515, main = " ", line.qt = FALSE)## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 5.31302, beta.est = 139.04515 qq.expo.logistic(dataset2, 5.31302, 139.04515, main = " ", line.qt = FALSE)
The function qq.expo.weibull() produces a QQ plot for the Exponentiated Weibull(EW) based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.expo.weibull(x, alpha.est, theta.est, main = " ", line.qt = FALSE, ...)qq.expo.weibull(x, alpha.est, theta.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.expo.weibull() carries out a QQ plot for the Exponentiated Weibull(EW).
Mudholkar, G.S. and Srivastava, D.K. (1993). Exponentiated Weibull family for analyzing bathtub failure-rate data, IEEE Transactions on Reliability, 42(2), 299-302.
Murthy, D.N.P., Xie, M. and Jiang, R. (2003). Weibull Models, Wiley, New York.
Nassar, M.M., and Eissa, F. H. (2003). On the Exponentiated Weibull Distribution, Communications in Statistics - Theory and Methods, 32(7), 1317-1336.
pp.expo.weibull for PP plot and ks.expo.weibull function;
## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est =1.026465, theta.est = 7.824943 qq.expo.weibull(stress, 1.026465, 7.824943, main = " ", line.qt = FALSE)## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est =1.026465, theta.est = 7.824943 qq.expo.weibull(stress, 1.026465, 7.824943, main = " ", line.qt = FALSE)
The function qq.flex.weibull() produces a QQ plot for the flexible Weibull(FW) based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.flex.weibull(x, alpha.est, beta.est, main = " ", line.qt = FALSE, ...)qq.flex.weibull(x, alpha.est, beta.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.flex.weibull() carries out a QQ plot for the flexible Weibull(FW).
Bebbington, M., Lai, C.D. and Zitikis, R. (2007). A flexible Weibull extension, Reliability Engineering and System Safety, 92, 719-726.
pp.flex.weibull for PP plot and ks.flex.weibull function;
## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.07077507, beta.est = 1.13181535 qq.flex.weibull(repairtimes, 0.07077507, 1.13181535, main = " ", line.qt = FALSE)## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.07077507, beta.est = 1.13181535 qq.flex.weibull(repairtimes, 0.07077507, 1.13181535, main = " ", line.qt = FALSE)
The function qq.gen.exp() produces a QQ plot for the GE based on their MLE or
any other estimator. Also, a line going through the first and the third quartile can be sketched.
qq.gen.exp(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)qq.gen.exp(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.gen.exp() carries out a QQ plot for the GE
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions. Biometrical Journal, 43(1), 117 - 130.
Gupta, R. D. and Kundu, D. (1999). Generalized exponential distributions. Australian and New Zealand Journal of Statistics, 41(2), 173 - 188.
pp.gen.exp for PP plot and ks.gen.exp function
## Load data data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 5.28321139, lambda.est = 0.03229609 qq.gen.exp(bearings, 5.28321139, 0.03229609, line.qt = FALSE)## Load data data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 5.28321139, lambda.est = 0.03229609 qq.gen.exp(bearings, 5.28321139, 0.03229609, line.qt = FALSE)
The function qq.gompertz() produces a QQ plot for the Gompertz based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.gompertz(x, alpha.est, theta.est, main = " ", line.qt = FALSE, ...)qq.gompertz(x, alpha.est, theta.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.gompertz() carries out a QQ plot for the Gompertz.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
pp.gompertz for PP plot and ks.gompertz function;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 0.00121307, theta.est = 0.00173329 qq.gompertz(sys2, 0.00121307, 0.00173329, main = " ", line.qt = FALSE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 0.00121307, theta.est = 0.00173329 qq.gompertz(sys2, 0.00121307, 0.00173329, main = " ", line.qt = FALSE)
The function qq.gp.weibull() produces a QQ plot for the generalized power Weibull(GPW) based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.gp.weibull(x, alpha.est, theta.est, main = " ", line.qt = FALSE, ...)qq.gp.weibull(x, alpha.est, theta.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.gp.weibull() carries out a QQ plot for the generalized power Weibull(GPW).
Nikulin, M. and Haghighi, F.(2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
Pham, H. and Lai, C.D.(2007). On recent generalizations of the Weibull distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
pp.gp.weibull for PP plot and ks.gp.weibull function;
## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 1.566093, theta.est = 0.355321 qq.gp.weibull(repairtimes, 1.566093, 0.355321, main = " ", line.qt = FALSE)## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes) ## Estimates of alpha & theta using 'maxLik' package ## alpha.est = 1.566093, theta.est = 0.355321 qq.gp.weibull(repairtimes, 1.566093, 0.355321, main = " ", line.qt = FALSE)
The function qq.gumbel() produces a QQ plot for the Gumbel based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.gumbel(x, mu.est, sigma.est, main = " ", line.qt = FALSE, ...)qq.gumbel(x, mu.est, sigma.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
mu.est |
estimate of the parameter mu |
sigma.est |
estimate of the parameter sigma |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.gumbel() carries out a QQ plot for the Gumbel.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
pp.gumbel for PP plot and ks.gumbel function;
## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2) ## Estimates of mu & sigma using 'maxLik' package ## mu.est = 212.157, sigma.est = 151.768 qq.gumbel(dataset2, 212.157, 151.768, main = " ", line.qt = FALSE)## Load data sets data(dataset2) ## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2) ## Estimates of mu & sigma using 'maxLik' package ## mu.est = 212.157, sigma.est = 151.768 qq.gumbel(dataset2, 212.157, 151.768, main = " ", line.qt = FALSE)
The function qq.inv.genexp() produces a QQ plot for the Inverse Generalized Exponential(IGE) based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.inv.genexp(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)qq.inv.genexp(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.inv.genexp() carries out a QQ plot for the Exponetial Extension.
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions, Biometrical Journal, 43(1), 117-130.
Gupta, R.D. and Kundu, D., (2007). Generalized exponential distribution: Existing results and some recent development, Journal of Statistical Planning and Inference. 137, 3537-3547.
pp.inv.genexp for PP plot and ks.inv.genexp function;
## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.097807, lambda.est = 1.206889 qq.inv.genexp(repairtimes, 1.097807, 1.206889, main = " ", line.qt = FALSE)## Load data sets data(repairtimes) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.097807, lambda.est = 1.206889 qq.inv.genexp(repairtimes, 1.097807, 1.206889, main = " ", line.qt = FALSE)
The function qq.lfr() produces a QQ plot for the linear failure rate(LFR) based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.lfr(x, alpha.est, beta.est, main = " ", line.qt = FALSE, ...)qq.lfr(x, alpha.est, beta.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.lfr() carries out a QQ plot for the linear failure rate(LFR).
Bain, L.J. (1974). Analysis for the Linear Failure-Rate Life-Testing Distribution, Technometrics, 16(4), 551 - 559.
Lawless, J.F.(2003). Statistical Models and Methods for Lifetime Data, John Wiley and Sons, New York.
Sen, A. and Bhattacharya, G.K.(1995). Inference procedure for the linear failure rate mode, Journal of Statistical Planning and Inference, 46, 59-76.
pp.lfr for PP plot and ks.lfr function;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 1.77773e-03, beta.est = 2.77764e-06 qq.lfr(sys2, 1.777673e-03, 2.777640e-06, main = " ", line.qt = FALSE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 1.77773e-03, beta.est = 2.77764e-06 qq.lfr(sys2, 1.777673e-03, 2.777640e-06, main = " ", line.qt = FALSE)
The function qq.log.gamma() produces a QQ plot for the ExpExt based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.log.gamma(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)qq.log.gamma(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.log.gamma() carries out a QQ plot for the log-gamma(LG).
Klugman, S., Panjer, H. and Willmot, G. (2004). Loss Models: From Data to Decisions, 2nd ed., New York, Wiley.
Lawless, J. F., (2003). Statistical Models and Methods for Lifetime Data, 2nd ed., John Wiley and Sons, New York.
pp.log.gamma for PP plot and ks.log.gamma function;
## Load data sets data(conductors) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 0.0088741, lambda.est = 0.6059935 qq.log.gamma(conductors, 0.0088741, 0.6059935, main = " ", line.qt = FALSE)## Load data sets data(conductors) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 0.0088741, lambda.est = 0.6059935 qq.log.gamma(conductors, 0.0088741, 0.6059935, main = " ", line.qt = FALSE)
The function qq.logis.exp() produces a QQ plot for the ExpExt based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.logis.exp(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)qq.logis.exp(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.logis.exp() carries out a QQ plot for the Exponetial Extension.
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
pp.logis.exp for PP plot and ks.logis.exp function;
## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 2.36754, lambda.est = 0.01059 qq.logis.exp(bearings, 2.36754, 0.01059, main = " ", line.qt = FALSE)## Load data sets data(bearings) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 2.36754, lambda.est = 0.01059 qq.logis.exp(bearings, 2.36754, 0.01059, main = " ", line.qt = FALSE)
The function qq.logis.rayleigh() produces a QQ plot for the ExpExt based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.logis.rayleigh(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)qq.logis.rayleigh(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.logis.rayleigh() carries out a QQ plot for the Exponetial Extension.
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
pp.logis.rayleigh for PP plot and ks.logis.rayleigh function;
## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.4779388, lambda.est = 0.2141343 qq.logis.rayleigh(stress, 1.4779388, 0.2141343, main = " ", line.qt = FALSE)## Load data sets data(stress) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 1.4779388, lambda.est = 0.2141343 qq.logis.rayleigh(stress, 1.4779388, 0.2141343, main = " ", line.qt = FALSE)
The function qq.loglog() produces a QQ plot for the Loglog based on their MLE or
any other estimator. Also, a line going through the first and the third quartile can be sketched.
qq.loglog(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)qq.loglog(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.loglog() carries out a QQ plot for the Loglog
Pham, H.(2002). A Vtub-Shaped Hazard Rate Function with Applications to System Safety, International Journal of Reliability and Applications. ,Vol. 3, No. l, pp. 1-16.
Pham, H.(2006). System Software Reliability, Springer-Verlag.
pp.loglog for PP plot and ks.loglog function;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.9058689 lambda.est = 1.0028228 qq.loglog(sys2, 0.9058689, 1.0028228, line.qt = FALSE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.9058689 lambda.est = 1.0028228 qq.loglog(sys2, 0.9058689, 1.0028228, line.qt = FALSE)
The function qq.moee() produces a QQ plot for the MOEE based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.moee(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)qq.moee(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.moee() carries out a QQ plot for the MOEE.
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
pp.moee for PP plot and ks.moee function
## Load dataset data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 75.67982, lambda.est = 1.67576 qq.moee(stress, 75.67982, 1.67576, main = '',line.qt = FALSE)## Load dataset data(stress) ## Estimates of alpha & lambda using 'maxLik' package ## alpha.est = 75.67982, lambda.est = 1.67576 qq.moee(stress, 75.67982, 1.67576, main = '',line.qt = FALSE)
The function qq.moew( ) produces a QQ plot for the MOEW based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.moew(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)qq.moew(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.moew( ) carries out a QQ plot for the MOEW.
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the Weibull and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
pp.moew for PP plot and ks.moew function;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.3035937, lambda.est = 279.2177754 qq.moew(sys2, 0.3035937, 279.2177754, main = " ", line.qt = FALSE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2) ## alpha.est = 0.3035937, lambda.est = 279.2177754 qq.moew(sys2, 0.3035937, 279.2177754, main = " ", line.qt = FALSE)
The function qq.weibull.ext() produces a QQ plot for the Weibull Extension(WE) based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
qq.weibull.ext(x, alpha.est, beta.est, main = " ", line.qt = FALSE, ...)qq.weibull.ext(x, alpha.est, beta.est, main = " ", line.qt = FALSE, ...)
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
The function qq.weibull.ext() carries out a QQ plot for the Weibull Extension(WE).
Tang, Y., Xie, M. and Goh, T.N., (2003). Statistical analysis of a Weibull extension model, Communications in Statistics: Theory & Methods 32(5):913-928.
Zhang, T., and Xie, M.(2007). Failure Data Analysis with Extended Weibull Distribution, Communications in Statistics-Simulation and Computation, 36(3), 579-592.
pp.weibull.ext for PP plot and ks.weibull.ext function;
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.00019114, beta.est = 0.14696242 qq.weibull.ext(sys2, 0.00019114, 0.14696242, main = " ", line.qt = FALSE)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.00019114, beta.est = 0.14696242 qq.weibull.ext(sys2, 0.00019114, 0.14696242, main = " ", line.qt = FALSE)
Several data sets related to life test are available in the reliaR package, which have been taken from the literature.
data(reactorpump)data(reactorpump)
A vector containing 23 observations.
The data is based on total time on test plot analysis for mechanical components of the RSG-GAS reactor. The data are the time between failures of secondary reactor pumps.
Bebbington,M., Lai, C.D. and Zitikis, R.(2007). A flexible Weibull extension. Reliability Engineering and System Safety, 92, 719-726.
Salman Suprawhardana M, Prayoto, Sangadji. Total time on test plot analysis for mechanical components of the RSG-GAS reactor. Atom Indones (1999), 25(2).
## Load data sets data(reactorpump) ## Histogram for reactorpump hist(reactorpump)## Load data sets data(reactorpump) ## Histogram for reactorpump hist(reactorpump)
Several data sets related to life test are available in the reliaR package, which have been taken from the literature.
data(repairtimes)data(repairtimes)
A vector containing 46 observations.
repairtimes correspond to maintenance data on active repair times (in hours) for an airborne communications transceiver.
Chhikara, R. S. and Folks, J. L. (1989). The Inverse Gaussian Distribution. Marcel Dekker, New York.
## Load data sets data(repairtimes) ## Histogram for repairtimes hist(repairtimes)## Load data sets data(repairtimes) ## Histogram for repairtimes hist(repairtimes)
Several data sets related to life test are available in the reliaR package, which have been taken from the literature.
data(stress)data(stress)
A vector containing 100 observations.
The data is obtained from Nichols and Padgett (2006) and it represents the breaking stress of carbon fibres (in Gba).
Nichols, M.D. and Padgett, W.J. (2006). A bootstrap control chart for Weibull percentiles. Quality and Reliability Engineering International, 22, 141-151.
## Load data sets data(stress) ## Histogram for stress hist(stress)## Load data sets data(stress) ## Histogram for stress hist(stress)
Several data sets related to life test are available in the reliaR package, which have been taken from the literature.
data(sys2)data(sys2)
A vector containing 86 observations.
The data is obtained from DACS Software Reliability Dataset, Lyu (1996). The data represents the time-between-failures (time unit in miliseconds) of a software. The data given here is transformed from time-between-failures to failure times.
Lyu, M. R. (1996). Handbook of Software Reliability Engineering, IEEE Computer Society Press, http://www.cse.cuhk.edu.hk/~lyu/book/reliability/
## Load data sets data(sys2) ## Histogram for sys2 hist(sys2)## Load data sets data(sys2) ## Histogram for sys2 hist(sys2)
Density, distribution function, quantile function and random
generation for the Weibull Extension(WE)
distribution with shape parameter alpha and scale parameter beta.
dweibull.ext(x, alpha, beta, log = FALSE) pweibull.ext(q, alpha, beta, lower.tail = TRUE, log.p = FALSE) qweibull.ext(p, alpha, beta, lower.tail = TRUE, log.p = FALSE) rweibull.ext(n, alpha, beta)dweibull.ext(x, alpha, beta, log = FALSE) pweibull.ext(q, alpha, beta, lower.tail = TRUE, log.p = FALSE) qweibull.ext(p, alpha, beta, lower.tail = TRUE, log.p = FALSE) rweibull.ext(n, alpha, beta)
x, q
|
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
beta |
scale parameter. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
The Weibull Extension(WE) distribution has density
where and are the shape and scale
parameters, respectively.
dweibull.ext gives the density,
pweibull.ext gives the distribution function,
qweibull.ext gives the quantile function, and
rweibull.ext generates random deviates.
Murthy, D.N.P., Xie, M. and Jiang, R. (2003). Weibull Models, Wiley, New York
Tang, Y., Xie, M. and Goh, T.N., (2003). Statistical analysis of a Weibull extension model, Communications in Statistics: Theory & Methods 32(5):913-928.
Xie, M., Tang, Y., Goh, T.N., (2002). A modified Weibull extension with bathtub-shaped failure rate function, Reliability Engineering System Safety 76(3):279-285.
Zhang, T., and Xie, M.(2007). Failure Data Analysis with Extended Weibull Distribution, Communications in Statistics-Simulation and Computation, 36(3), 579-592.
.Random.seed about random number; sweibull.ext for Weibull Extension(WE) survival / hazard etc. functions
## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.00019114, beta.est = 0.14696242 dweibull.ext(sys2, 0.00019114, 0.14696242, log = FALSE) pweibull.ext(sys2, 0.00019114, 0.14696242, lower.tail = TRUE, log.p = FALSE) qweibull.ext(0.25, 0.00019114, 0.14696242, lower.tail=TRUE, log.p = FALSE) rweibull.ext(30, 0.00019114, 0.14696242)## Load data sets data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.00019114, beta.est = 0.14696242 dweibull.ext(sys2, 0.00019114, 0.14696242, log = FALSE) pweibull.ext(sys2, 0.00019114, 0.14696242, lower.tail = TRUE, log.p = FALSE) qweibull.ext(0.25, 0.00019114, 0.14696242, lower.tail=TRUE, log.p = FALSE) rweibull.ext(30, 0.00019114, 0.14696242)
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Weibull Extension(WE)
distribution with shape parameter alpha and scale parameter beta.
crf.weibull.ext(x, t = 0, alpha, beta) hweibull.ext(x, alpha, beta) hra.weibull.ext(x, alpha, beta) sweibull.ext(x, alpha, beta)crf.weibull.ext(x, t = 0, alpha, beta) hweibull.ext(x, alpha, beta) hra.weibull.ext(x, alpha, beta) sweibull.ext(x, alpha, beta)
x |
vector of quantiles. |
alpha |
shape parameter. |
beta |
scale parameter. |
t |
age component. |
crf.weibull.ext gives the conditional reliability function (crf),
hweibull.ext gives the hazard function,
hra.weibull.ext gives the hazard rate average (HRA) function, and
sweibull.ext gives the survival function for the Weibull Extension(WE) distribution.
Tang, Y., Xie, M. and Goh, T.N., (2003). Statistical analysis of a Weibull extension model, Communications in Statistics: Theory & Methods 32(5):913-928.
Zhang, T., and Xie, M.(2007). Failure Data Analysis with Extended Weibull Distribution, Communications in Statistics-Simulation and Computation, 36(3), 579-592.
dweibull.ext for other c distribution related functions;
## load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.00019114, beta.est = 0.14696242 ## Reliability indicators for data(sys2): ## Reliability function sweibull.ext(sys2, 0.00019114, 0.14696242) ## Hazard function hweibull.ext(sys2, 0.00019114, 0.14696242) ## hazard rate average(hra) hra.weibull.ext(sys2, 0.00019114, 0.14696242) ## Conditional reliability function (age component=0) crf.weibull.ext(sys2, 0.00, 0.00019114, 0.14696242) ## Conditional reliability function (age component=3.0) crf.weibull.ext(sys2, 3.0, 0.00019114, 0.14696242)## load data set data(sys2) ## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2) ## Estimates of alpha & beta using 'maxLik' package ## alpha.est = 0.00019114, beta.est = 0.14696242 ## Reliability indicators for data(sys2): ## Reliability function sweibull.ext(sys2, 0.00019114, 0.14696242) ## Hazard function hweibull.ext(sys2, 0.00019114, 0.14696242) ## hazard rate average(hra) hra.weibull.ext(sys2, 0.00019114, 0.14696242) ## Conditional reliability function (age component=0) crf.weibull.ext(sys2, 0.00, 0.00019114, 0.14696242) ## Conditional reliability function (age component=3.0) crf.weibull.ext(sys2, 3.0, 0.00019114, 0.14696242)