IGPFrailty: Inverse Gaussian Process Degradation Models with Frailty

Maximum likelihood estimation and reliability inference for Inverse Gaussian Process (IGP) degradation models with gamma and inverse Gaussian frailty terms, as formulated by Morita et al. (2021) <doi:10.1002/qre.2762>. Classical IGP degradation models are described in Wasan (1968) and Meeker and Escobar (1998, ISBN:978-0471143284). The package provides tools for calculating lifetime cumulative distribution functions, probability density functions, lifetime quantiles with confidence intervals, posterior individual unit frailties, and goodness-of-fit diagnostics.

install.packages("IGPFrailty")

Try the IGPFrailty package in your browser