Nothing
# Internal MLE helper for Crow-AMSAA (NHPP power-law) grouped-data likelihood.
# Arguments:
# cum_time : numeric vector of cumulative times (cumsum of interval times)
# failures : numeric vector of failure counts per interval
# conf_level : numeric scalar in (0,1)
# Returns a named list of estimates, standard errors, fitted values, CIs,
# residuals, and information criteria.
.fit_mle_crow <- function(cum_time, failures, conf_level) {
N <- sum(failures)
T_max <- max(cum_time)
n_obs <- length(failures)
t_prev <- c(0, cum_time[-n_obs])
neg_loglik <- function(par) {
beta <- par[1]
lambda <- par[2]
if (beta <= 0 || lambda <= 0) {
return(Inf)
}
delta_t <- cum_time^beta - t_prev^beta
if (any(delta_t <= 0)) {
return(Inf)
}
ll <- N * log(lambda) + sum(failures * log(delta_t)) - lambda * T_max^beta
-ll
}
opt <- stats::optim(
par = c(1, N / T_max),
fn = neg_loglik,
method = "L-BFGS-B",
lower = c(1e-6, 1e-10),
hessian = TRUE
)
beta_hat <- opt$par[1]
lambda_hat <- opt$par[2]
loglik <- -opt$value
vcov_mat <- tryCatch(solve(opt$hessian), error = function(e) matrix(NA_real_, 2, 2))
beta_se <- if (!anyNA(vcov_mat)) sqrt(max(vcov_mat[1, 1], 0)) else NA_real_
fitted_values <- lambda_hat * cum_time^beta_hat
z_val <- stats::qnorm(1 - (1 - conf_level) / 2)
log_fit <- log(fitted_values)
grad_mat <- cbind(log(cum_time), 1 / lambda_hat)
var_lf <- rowSums((grad_mat %*% vcov_mat) * grad_mat)
hw <- z_val * sqrt(pmax(var_lf, 0))
list(
beta = beta_hat,
lambda = lambda_hat,
betas_se = beta_se,
vcov = vcov_mat,
fitted_values = fitted_values,
lower_bounds = exp(log_fit - hw),
upper_bounds = exp(log_fit + hw),
loglik = loglik,
residuals = cumsum(failures) - fitted_values,
aic = -2 * loglik + 4,
bic = -2 * loglik + 2 * log(n_obs)
)
}
.compute_rga_cum_times <- function(times, times_type) {
if (identical(times_type, "failure_times")) {
return(cumsum(times))
}
if (any(diff(times) <= 0)) {
stop(
"When 'times_type = \"cumulative_failure_times\"', 'times' must be strictly increasing."
)
}
times
}
#' Reliability Growth Analysis.
#'
#' This function performs reliability growth analysis using the Crow-AMSAA model by
#' Crow (1975) (AMSAATR138) or piecewise
#' NHPP model by Guo et al. (2010) <doi:10.1109/RAMS.2010.5448029>. It fits
#' a log-log linear regression of cumulative failures versus cumulative time. The
#' function accepts either two numeric vectors (`times`, `failures`) or a data frame
#' containing both. The `Piecewise NHPP` model can automatically detect change points
#' or use user-specified breakpoints.
#'
#' @srrstats {G1.0} Primary references for Crow-AMSAA and Piecewise NHPP models
#' are provided in the description.
#' @srrstats {G1.1} The `rga` function is the first implementation of the Crow-AMSAA
#' and Piecewise NHPP models within an R package on CRAN.
#' @srrstats {G1.2} The Life Cycle Statement is in the CONTRIBUTING.md file.
#' @srrstats {G1.3} All statistical terminology is explicitly defined in the documentation.
#' @srrstats {G1.4} `roxygen2`](https://roxygen2.r-lib.org/) documentation is used
#' to document all functions.
#' @srrstats {G2.0} Inputs are validated for length.
#' @srrstats {G2.1} Inputs are validated for type.
#' @srrstats {G2.2} Multivariate inputs are prohibited where only univariate are allowed.
#' @srrstats {G2.3} See sub-tags for responses.
#' @srrstats {G2.3a} `match.arg()` is used for string inputs.
#' @srrstats {G2.3b} `tolower()` is used for string inputs.
#' @srrstats {G2.4b} Explicit conversion of log-likelihood to continuous is made via `as.numeric()`.
#' @srrstats {G2.6} One-dimensional inputs are appropriately pre-processed.
#' @srrstats {G2.7} Both one-dimensional vectors and data frames are accepted as input.
#' @srrstats {G2.8} Sub-functions `print.rga` and `plot.rga` are provided for the `rga` class.
#' @srrstats {G2.10} Data extracted from tabular `data.frame` objects are checked to ensure consistent behavior.
#' @srrstats {G2.11} Unit tests check that `data.frame` inputs are appropriately processed and do not error without reason.
#' @srrstats {G2.13} The function checks for missing data and errors if any is found.
#' @srrstats {G2.14} See sub-tags for responses.
#' @srrstats {G2.14a} Missing data results in an error.
#' @srrstats {G2.14b} Missing data results in an error.
#' @srrstats {G2.14c} Missing data results in an error.
#' @srrstats {G2.15} The function checks for missing data and errors if any is found.
#' @srrstats {G2.16} The function checks for NA and NaN values and errors if any are found.
#' @srrstats {G5.0} The function is tested with a standard data set from a published paper.
#' @srrstats {G5.1} The function is tested with a standard data set. The data set is
#' created within and used to test the package. The data set is exported so that users
#' can confirm tests and run examples.
#' @srrstats {G5.2} Unit tests demonstrate error messages and compare results with expected values.
#' @srrstats {G5.2a} Every message produced by `stop()` is unique.
#' @srrstats {G5.2b} Unit tests demonstrate error messages and compare results with expected values.
#' @srrstats {G5.4} Unit tests include correctness tests to test that statistical algorithms produce expected results to some fixed test data sets.
#' @srrstats {G5.4c} Unit tests include stored values that are drawn from a published paper output.
#' @srrstats {G5.5} Correctness tests are run with a fixed random seed.
#' @srrstats {G5.6} Unit tests include parameter recovery checks to test that the implementation produces expected results given data with known properties.
#' @srrstats {G5.6a} Parameter recovery tests are expected to be within a defined tolerance rather than exact values.
#' @srrstats {G5.7} Unit tests include algorithm performance checks to test that the function performs as expected as parameters change.
#' @srrstats {G5.8} See sub-tags for responses.
#' @srrstats {G5.8a} Unit tests include checks for zero-length data.
#' @srrstats {G5.8b} Unit tests include checks for unsupported data types.
#' @srrstats {G5.8c} Unit tests include checks for data with 'NA' fields.
#' @srrstats {G5.8d} Unit tests include checks for data outside the scope of the algorithm.
#' @srrstats {G5.9} Unit tests include noise susceptibility tests for expected stochastic behavior.
#' @srrstats {G5.9a} Unit tests check that adding trivial noise to data does not meaningfully change results.
#' @srrstats {G5.9b} Unit tests check that different random seeds do not meaningfully change results.
#' @srrstats {G5.10} All unit tests run as part of continuous integration.
#' @srrstats {RE1.2} Documentation includes expected format for inputting predictor variables (`times`, `failures`).
#' @srrstats {RE1.3} Output retains all relevant aspects of input data.
#' @srrstats {RE1.3a} Output retains all relevant aspects of input data.
#' @srrstats {RE1.4} Documentation includes assumptions for the input data (i.e., positive, finite values).
#' @srrstats {RE2.1} NA, NaN, and Inf values in input data results in an error.
#' @srrstats {RE2.2} Missing values in input data results in an error.
#' @srrstats {RE2.4} Function includes check for perfect collinearity between predictor and response variables.
#' @srrstats {RE2.4a} Perfect collinearity between predictor and response variables results in an error.
#' @srrstats {RE2.4b} Perfect collinearity between predictor and response variables results in an error.
#' @srrstats {RE4.0} Software returns a “model” object, which is a modified `lm` model object.
#' @srrstats {RE4.2} Model coefficients are included in the output object.
#' @srrstats {RE4.3} Standard errors on the coefficients are included in the output object.
#' @srrstats {RE4.4} The model specification is included in the output object.
#' @srrstats {RE4.5} The numbers of observations is included in the output object.
#' @srrstats {RE4.8} The Response variable (cumulative failures) is included in the output object.
#' @srrstats {RE4.9} Modeled values of the response variable are included in the output object.
#' @srrstats {RE4.10} Model Residuals, including documentation is included in the output object.
#' @srrstats {RE4.11} Goodness-of-fit statistics (log-likelihood, AIC, BIC) are included
#' in the output object.
#' @srrstats {RE4.13} All input variables are included in the output object.
#' @srrstats {RE4.17} Model objects are extended by a default `print` method which
#' provides an on-screen summary of model (input) parameters and (output) coefficients.
#' @srrstats {RE5.0} Scaling relationships between sizes of input data and
#' speed of algorithm are documented in the function documentation.
#' @srrstats {RE6.0} Model objects have default plot methods.
#' @srrstats {RE6.2} The default plot method produces a plot of the fitted values
#' of the model, with optional visualisation of confidence intervals.
#' @srrstats {RE7.1} Unit tests check for noiseless, exact relationships between
#' predictor (independent) and response (dependent) data.
#' @srrstats {RE7.1a} Unit tests confirm that model fitting is at least as fast
#' or faster than testing with equivalent noisy data.
#' @srrstats {RE7.2} Unit tests demonstrate that output objects retain aspects
#' of input data such as case names.
#' @srrstats {RE7.3} Unit tests demonstrate expected behavior when `rga` object
#' is submitted to the accessor methods `print` and `plot`.
#'
#' @param times Either a numeric vector of failure-time inputs or a data frame
#' containing both time inputs and failure counts. If `times_type = "failure_times"`
#' (default), `times` is treated exactly as in previous versions of the function
#' and is cumulatively summed inside `rga()`. If
#' `times_type = "cumulative_failure_times"`, `times` is treated as already
#' cumulative and is used directly without applying `cumsum()`. If a data frame
#' is provided, it must contain two columns: `times` and `failures`.
#' @param failures A numeric vector of the number of failures at each corresponding time
#' in times. Must be the same length as `times` if both are vectors. All values must be
#' positive and finite. Ignored if `times` is a data frame.
#' @param times_type Character scalar indicating how to interpret `times`.
#' `"failure_times"` (default) preserves the current behavior and cumulatively
#' sums `times` inside `rga()`. `"cumulative_failure_times"` treats `times`
#' as already cumulative and skips that internal `cumsum()`.
#' @param model_type The model type. Either `Crow-AMSAA` (default) or `Piecewise NHPP` with change point detection.
#' @param breaks An optional vector of breakpoints for the `Piecewise NHPP` model.
#' @param conf_level The desired confidence level, which defaults to 95%. The confidence
#' level is the probability that the confidence interval contains the true mean response.
#' @family Reliability Growth Analysis
#' @return The function returns an object of class `rga` that contains:
#' \item{times}{The input time vector, stored exactly as supplied.}
#' \item{cum_times}{The cumulative time vector used for fitting.}
#' \item{times_type}{How `times` was interpreted: `"failure_times"` or `"cumulative_failure_times"`.}
#' \item{failures}{The input number of failures.}
#' \item{n_obs}{The number of observations (failures).}
#' \item{cum_failures}{Cumulative failures.}
#' \item{model}{The fitted model object (lm (linear model) or segmented).}
#' \item{residuals}{Model residuals on the log-log scale. These represent deviations of the observed
#' log cumulative failures from the fitted values and are useful for diagnostic checking.}
#' \item{logLik}{The log-likelihood of the fitted model. The log-likelihood is a
#' measure of model fit, with higher values indicating a better fit.}
#' \item{AIC}{Akaike Information Criterion (AIC). AIC is a measure used for model selection,
#' with lower values indicating a better fit.}
#' \item{BIC}{Bayesian Information Criterion(BIC). BIC is another criterion for model selection}
#' \item{breakpoints}{Breakpoints (log scale) if applicable.}
#' \item{fitted_values}{Fitted cumulative failures on the original scale.}
#' \item{lower_bounds}{Lower confidence bounds (original scale).}
#' \item{upper_bounds}{Upper confidence bounds (original scale).}
#' \item{betas}{Estimated beta(s). Betas are the slopes of the log-log plot.}
#' \item{betas_se}{Standard error(s) of the estimated beta(s).}
#' \item{growth_rate}{Estimated growth rate(s). Growth rates are calculated as 1 - beta.}
#' \item{lambdas}{Estimated lambda(s). Lambdas are the intercepts of the log-log plot.}
#'
#' @details
#' The scaling relationship between the size of input data (numbers of observations)
#' and speed of algorithm execution is approximately linear (O(n)). The function is
#' efficient and can handle large data sets (e.g., thousands of observations) quickly.
#' The function uses the `segmented` package for piecewise regression, which employs
#' an iterative algorithm to estimate breakpoints. The number of iterations required
#' for convergence may vary depending on the data and initial values.
#' In practice, the function typically converges within a few iterations for most data sets.
#' However, in some cases, especially with complex data or poor initial values,
#' it may take more iterations.
#'
#' @examples
#' times <- c(100, 200, 300, 400, 500)
#' failures <- c(1, 2, 1, 3, 2)
#' result1 <- rga(times, failures)
#' print(result1)
#'
#' df <- data.frame(times = times, failures = failures)
#' result2 <- rga(df)
#' print(result2)
#'
#' cum_times <- cumsum(times)
#' result2b <- rga(cum_times, failures, times_type = "cumulative_failure_times")
#' print(result2b)
#'
#' result3 <- rga(times, failures, model_type = "Piecewise NHPP")
#' print(result3)
#'
#' result4 <- rga(times, failures, model_type = "Piecewise NHPP", breaks = c(450))
#' print(result4)
#' @param method Estimation method: \code{"LS"} (default) for least-squares
#' log-log regression, or \code{"MLE"} for maximum likelihood estimation of
#' the Crow-AMSAA model. \code{"MLE"} is not supported for
#' \code{model_type = "Piecewise NHPP"}.
#' @importFrom stats lm predict AIC BIC logLik cor residuals optim qnorm
#' @importFrom segmented segmented slope intercept seg.control
#' @export
rga <- function(times, failures, times_type = c("failure_times", "cumulative_failure_times"),
model_type = "Crow-AMSAA", breaks = NULL,
conf_level = 0.95, method = c("LS", "MLE")) {
if (is.data.frame(times)) {
if (!all(c("times", "failures") %in% names(times))) {
stop("If a data frame is provided, it must contain columns 'times' and 'failures'.")
}
failures <- times$failures
times <- times$times
}
# Validation checks
if (!is.numeric(times) || !is.vector(times)) {
stop("'times' must be a numeric vector.")
}
if (!is.numeric(failures) || !is.vector(failures)) {
stop("'failures' must be a numeric vector.")
}
if (any(is.na(times)) || any(is.nan(times))) {
stop("'times' contains missing (NA) or NaN values.")
}
if (any(is.na(failures)) || any(is.nan(failures))) {
stop("'failures' contains missing (NA) or NaN values.")
}
if (length(times) == 0) stop("'times' cannot be empty.")
if (length(failures) == 0) stop("'failures' cannot be empty.")
if (length(times) != length(failures)) {
stop("The length of 'times' and 'failures' must be equal.")
}
if (any(!is.finite(times)) || any(times <= 0)) {
stop("All values in 'times' must be finite and > 0.")
}
if (any(!is.finite(failures)) || any(failures <= 0)) {
stop("All values in 'failures' must be finite and > 0.")
}
times_type <- match.arg(times_type)
if (!is.character(model_type) || length(model_type) != 1) {
stop("'model_type' must be a single character string.")
}
valid_model <- match.arg(
tolower(model_type),
tolower(c("crow-amsaa", "piecewise nhpp"))
)
if (!is.null(breaks)) {
if (!is.numeric(breaks) || length(breaks) == 0) {
stop("'breaks' must be a non-empty numeric vector if provided.")
}
if (any(!is.finite(breaks)) || any(breaks <= 0)) {
stop("All values in 'breaks' must be finite and > 0.")
}
if (valid_model != "piecewise nhpp") {
stop("'breaks' can only be used with the 'Piecewise NHPP' model.")
}
}
if (!is.numeric(conf_level) || length(conf_level) != 1) {
stop("'conf_level' must be a single numeric value.")
}
if (conf_level <= 0 || conf_level >= 1) {
stop("'conf_level' must be between 0 and 1 (exclusive).")
}
method <- match.arg(method)
if (method == "MLE" && valid_model == "piecewise nhpp") {
stop("'method = \"MLE\"' is not supported for model_type = \"Piecewise NHPP\". Use method = \"LS\".")
}
# Data prep
cum_failures <- cumsum(failures)
cum_time <- .compute_rga_cum_times(times, times_type)
log_times <- log(cum_time)
log_cum_failures <- log(cum_failures)
# Check for perfect collinearity
cor_val <- suppressWarnings(stats::cor(log_times, log_cum_failures))
if (is.na(cor_val) || abs(cor_val - 1) < .Machine$double.eps^0.5 ||
abs(cor_val + 1) < .Machine$double.eps^0.5) {
stop("Perfect collinearity detected between predictor ('log_times') and response ('log_cum_failures'). Regression cannot be performed.")
}
# MLE early return
if (method == "MLE") {
mle <- .fit_mle_crow(cum_time, failures, conf_level)
result <- list(
times = times,
cum_times = cum_time,
times_type = times_type,
failures = failures,
n_obs = length(failures),
cum_failures = cum_failures,
model = NULL,
residuals = mle$residuals,
logLik = mle$loglik,
AIC = mle$aic,
BIC = mle$bic,
breakpoints = NULL,
fitted_values = mle$fitted_values,
lower_bounds = mle$lower_bounds,
upper_bounds = mle$upper_bounds,
growth_rate = 1 - mle$beta,
betas = mle$beta,
betas_se = mle$betas_se,
lambdas = mle$lambda,
method = "MLE",
vcov = mle$vcov
)
class(result) <- "rga"
return(result)
}
# Fit initial Crow-AMSAA model
fit <- stats::lm(log_cum_failures ~ log_times)
if (valid_model == "piecewise nhpp") {
if (is.null(breaks)) {
updated_fit <- segmented::segmented(fit, seg.Z = ~log_times)
breakpoints <- updated_fit$psi[, "Est."]
} else {
breakpoints <- log(breaks)
updated_fit <- segmented::segmented(fit, seg.Z = ~log_times, psi = breakpoints)
}
slopes <- segmented::slope(updated_fit)
intercepts <- segmented::intercept(updated_fit)
betas <- slopes
growth_rates <- 1 - slopes$log_times[, "Est."]
lambdas <- exp(intercepts$log_times)
# Standard errors
beta_se <- slopes$log_times[, "St.Err."]
} else {
updated_fit <- fit
breakpoints <- NULL
smry <- summary(updated_fit)
slope <- smry$coefficients[2, ]
intercept <- smry$coefficients[1, ]
betas <- slope["Estimate"]
growth_rates <- 1 - betas
lambdas <- exp(intercept["Estimate"])
# Standard Error
beta_se <- slope["Std. Error"]
lambdas_se <- exp(intercept["Std. Error"])
}
# Fit statistics
loglik <- as.numeric(stats::logLik(updated_fit))
aic <- stats::AIC(updated_fit)
bic <- stats::BIC(updated_fit)
# Predictions values
fitted_values <- stats::predict(updated_fit)
residuals <- stats::residuals(updated_fit)
conf_intervals <- stats::predict(updated_fit, interval = "confidence", level = conf_level)
lower_bounds <- exp(conf_intervals[, "lwr"])
upper_bounds <- exp(conf_intervals[, "upr"])
# Return object
result <- list(
times = times,
cum_times = cum_time,
times_type = times_type,
failures = failures,
n_obs = length(failures),
cum_failures = cum_failures,
model = updated_fit,
residuals = residuals,
logLik = loglik,
AIC = aic,
BIC = bic,
breakpoints = breakpoints,
fitted_values = exp(fitted_values),
lower_bounds = lower_bounds,
upper_bounds = upper_bounds,
growth_rate = growth_rates,
betas = betas,
betas_se = beta_se,
lambdas = lambdas,
method = "LS",
vcov = NULL
)
class(result) <- "rga"
return(result)
}
#' Print method for rga objects.
#'
#' This function prints a summary of the results from an object of class \code{rga}.
#'
#' @srrstats {G1.0} Primary references for Crow-AMSAA and Piecewise NHPP models
#' are provided in the description.
#' @srrstats {G1.1} The `rga` function is the first implementation of the Crow-AMSAA
#' and Piecewise NHPP models within an R package on CRAN.
#' @srrstats {G1.2} The Life Cycle Statement is in the CONTRIBUTING.md file.
#' @srrstats {G1.3} All statistical terminology is explicitly defined in the documentation.
#' @srrstats {G1.4} `roxygen2`](https://roxygen2.r-lib.org/) documentation is used
#' to document all functions.
#' @srrstats {G2.0} Inputs are validated for length.
#' @srrstats {G2.1} Inputs are validated for type.
#' @srrstats {G2.2} Multivariate inputs are prohibited where only univariate are allowed.
#' @srrstats {G2.3} See sub-tags for responses.
#' @srrstats {G2.3a} `match.arg()` is used for string inputs.
#' @srrstats {G2.3b} `tolower()` is used for string inputs.
#' @srrstats {G2.4b} Explicit conversion of log-likelihood to continuous is made via `as.numeric()`.
#' @srrstats {G2.6} One-dimensional inputs are appropriately pre-processed.
#' @srrstats {G2.7} Both one-dimensional vectors and data frames are accepted as input.
#' @srrstats {G2.8} Sub-functions `print.rga` and `plot.rga` are provided for the `rga` class.
#' @srrstats {G2.10} Data extracted from tabular `data.frame` objects are checked to ensure consistent behavior.
#' @srrstats {G2.11} Unit tests check that `data.frame` inputs are appropriately processed and do not error without reason.
#' @srrstats {G2.13} The function checks for missing data and errors if any is found.
#' @srrstats {G2.14} See sub-tags for responses.
#' @srrstats {G2.14a} Missing data results in an error.
#' @srrstats {G2.14b} Missing data results in an error.
#' @srrstats {G2.14c} Missing data results in an error.
#' @srrstats {G2.15} The function checks for missing data and errors if any is found.
#' @srrstats {G2.16} The function checks for NA and NaN values and errors if any are found.
#' @srrstats {G5.0} The function is tested with a standard data set from a published paper.
#' @srrstats {G5.1} The function is tested with a standard data set. The data set is
#' created within and used to test the package. The data set is exported so that users
#' can confirm tests and run examples.
#' @srrstats {G5.2} Unit tests demonstrate error messages and compare results with expected values.
#' @srrstats {G5.2a} Every message produced by `stop()` is unique.
#' @srrstats {G5.2b} Unit tests demonstrate error messages and compare results with expected values.
#' @srrstats {G5.4} Unit tests include correctness tests to test that statistical algorithms produce expected results to some fixed test data sets.
#' @srrstats {G5.4c} Unit tests include stored values that are drawn from a published paper output.
#' @srrstats {G5.5} Correctness tests are run with a fixed random seed.
#' @srrstats {G5.6} Unit tests include parameter recovery checks to test that the implementation produces expected results given data with known properties.
#' @srrstats {G5.6a} Parameter recovery tests are expected to be within a defined tolerance rather than exact values.
#' @srrstats {G5.7} Unit tests include algorithm performance checks to test that the function performs as expected as parameters change.
#' @srrstats {G5.8} See sub-tags for responses.
#' @srrstats {G5.8a} Unit tests include checks for zero-length data.
#' @srrstats {G5.8b} Unit tests include checks for unsupported data types.
#' @srrstats {G5.8c} Unit tests include checks for data with 'NA' fields.
#' @srrstats {G5.8d} Unit tests include checks for data outside the scope of the algorithm.
#' @srrstats {G5.9} Unit tests include noise susceptibility tests for expected stochastic behavior.
#' @srrstats {G5.9a} Unit tests check that adding trivial noise to data does not meaningfully change results.
#' @srrstats {G5.9b} Unit tests check that different random seeds do not meaningfully change results.
#' @srrstats {G5.10} All unit tests run as part of continuous integration.
#'
#' @param x An object of class \code{rga}, which contains the results from the RGA model.
#' @param ... Additional arguments (not used).
#' @examples
#' times <- c(100, 200, 300, 400, 500)
#' failures <- c(1, 2, 1, 3, 2)
#' result <- rga(times, failures)
#' print(result)
#' @family Reliability Growth Analysis
#' @return Invisibly returns the input object.
#'
#' @export
print.rga <- function(x, ...) {
# Input validation
if (!inherits(x, "rga")) {
stop("'x' must be an object of class 'rga'.")
}
cat("Reliability Growth Analysis (RGA)\n")
cat("---------------------------------\n")
model_type <- if (is.null(x$breakpoints)) "Crow-AMSAA" else "Piecewise NHPP"
cat("Model Type:", model_type, "\n")
est_method <- if (!is.null(x$method)) x$method else "LS"
cat("Estimation Method:", est_method, "\n\n")
if (!is.null(x$breakpoints)) {
cat("Breakpoints (original scale):\n")
cat(round(exp(x$breakpoints), 4), "\n\n")
}
# Number of observations (failures)
cat(sprintf("\nNumber of observations (failures): %d\n", x$n_obs))
cat("Parameters (per segment):\n")
if (model_type == "Piecewise NHPP") {
growth_rates <- round(x$growth_rate, 4)
betas <- round(x$betas$log_times[, "Est."], 4)
betas_se <- round(x$betas_se, 4)
cat(sprintf(" Growth Rates: %s\n", paste(growth_rates, collapse = ", ")))
cat(sprintf(" Betas: %s\n", paste(betas, collapse = ", ")))
cat(sprintf(" Std. Errors (Betas): %s\n", paste(betas_se, collapse = ", ")))
lambdas <- round(x$lambdas[, "Est."], 4)
cat(sprintf(" Lambdas: %s\n", paste(lambdas, collapse = ", ")))
} else {
cat(sprintf(" Growth Rate: %.4f\n", x$growth_rate))
cat(sprintf(" Beta: %.4f (SE = %.4f)\n", x$betas, x$betas_se))
cat(sprintf(" Lambda: %.4f\n", x$lambdas))
}
cat("\nGoodness of Fit:\n")
cat(sprintf(" Log-likelihood: %.2f\n", x$logLik))
cat(sprintf(" AIC: %.2f\n", x$AIC))
cat(sprintf(" BIC: %.2f\n", x$BIC))
invisible(x)
}
#' Plot Method for RGA Objects
#'
#' This function generates plots for objects of class \code{rga}.
#'
#' @srrstats {G1.0} Primary references for Crow-AMSAA and Piecewise NHPP models
#' are provided in the description.
#' @srrstats {G1.1} The `rga` function is the first implementation of the Crow-AMSAA
#' and Piecewise NHPP models within an R package on CRAN.
#' @srrstats {G1.2} The Life Cycle Statement is in the CONTRIBUTING.md file.
#' @srrstats {G1.3} All statistical terminology is explicitly defined in the documentation.
#' @srrstats {G1.4} `roxygen2`](https://roxygen2.r-lib.org/) documentation is used
#' to document all functions.
#' @srrstats {G2.0} Inputs are validated for length.
#' @srrstats {G2.1} Inputs are validated for type.
#' @srrstats {G2.2} Multivariate inputs are prohibited where only univariate are allowed.
#' @srrstats {G2.3} See sub-tags for responses.
#' @srrstats {G2.3a} `match.arg()` is used for string inputs.
#' @srrstats {G2.3b} `tolower()` is used for string inputs.
#' @srrstats {G2.4b} Explicit conversion of log-likelihood to continuous is made via `as.numeric()`.
#' @srrstats {G2.6} One-dimensional inputs are appropriately pre-processed.
#' @srrstats {G2.7} Both one-dimensional vectors and data frames are accepted as input.
#' @srrstats {G2.8} Sub-functions `print.rga` and `plot.rga` are provided for the `rga` class.
#' @srrstats {G2.10} Data extracted from tabular `data.frame` objects are checked to ensure consistent behavior.
#' @srrstats {G2.11} Unit tests check that `data.frame` inputs are appropriately processed and do not error without reason.
#' @srrstats {G2.13} The function checks for missing data and errors if any is found.
#' @srrstats {G2.14} See sub-tags for responses.
#' @srrstats {G2.14a} Missing data results in an error.
#' @srrstats {G2.14b} Missing data results in an error.
#' @srrstats {G2.14c} Missing data results in an error.
#' @srrstats {G2.15} The function checks for missing data and errors if any is found.
#' @srrstats {G2.16} The function checks for NA and NaN values and errors if any are found.
#' @srrstats {G5.0} The function is tested with a standard data set from a published paper.
#' @srrstats {G5.1} The function is tested with a standard data set. The data set is
#' created within and used to test the package. The data set is exported so that users
#' can confirm tests and run examples.
#' @srrstats {G5.2} Unit tests demonstrate error messages and compare results with expected values.
#' @srrstats {G5.2a} Every message produced by `stop()` is unique.
#' @srrstats {G5.2b} Unit tests demonstrate error messages and compare results with expected values.
#' @srrstats {G5.4} Unit tests include correctness tests to test that statistical algorithms produce expected results to some fixed test data sets.
#' @srrstats {G5.4c} Unit tests include stored values that are drawn from a published paper output.
#' @srrstats {G5.5} Correctness tests are run with a fixed random seed.
#' @srrstats {G5.6} Unit tests include parameter recovery checks to test that the implementation produces expected results given data with known properties.
#' @srrstats {G5.6a} Parameter recovery tests are expected to be within a defined tolerance rather than exact values.
#' @srrstats {G5.7} Unit tests include algorithm performance checks to test that the function performs as expected as parameters change.
#' @srrstats {G5.8} See sub-tags for responses.
#' @srrstats {G5.8a} Unit tests include checks for zero-length data.
#' @srrstats {G5.8b} Unit tests include checks for unsupported data types.
#' @srrstats {G5.8c} Unit tests include checks for data with 'NA' fields.
#' @srrstats {G5.8d} Unit tests include checks for data outside the scope of the algorithm.
#' @srrstats {G5.9} Unit tests include noise susceptibility tests for expected stochastic behavior.
#' @srrstats {G5.9a} Unit tests check that adding trivial noise to data does not meaningfully change results.
#' @srrstats {G5.9b} Unit tests check that different random seeds do not meaningfully change results.
#' @srrstats {G5.10} All unit tests run as part of continuous integration.
#'
#' @param x An object of class \code{rga}, which contains the results from the RGA model.
#' @param conf_bounds Logical; include confidence bounds (default: TRUE).
#' @param legend Logical; show the legend (default: TRUE).
#' @param log Logical; use a log-log scale (default: FALSE).
#' @param legend_pos Position of the legend (default: "bottomright").
#' @param ... Additional arguments passed to \code{plot()}.
#' @family Reliability Growth Analysis
#' @return Invisibly returns \code{NULL}.
#' @examples
#' times <- c(100, 200, 300, 400, 500)
#' failures <- c(1, 2, 1, 3, 2)
#' result <- rga(times, failures)
#' plot(result,
#' main = "Reliability Growth Analysis",
#' xlab = "Cumulative Time", ylab = "Cumulative Failures"
#' )
#' @importFrom graphics lines abline legend plot
#' @export
plot.rga <- function(x,
conf_bounds = TRUE,
legend = TRUE,
log = FALSE,
legend_pos = "bottomright",
...) {
# Input validation
if (!inherits(x, "rga")) {
stop("'x' must be an object of class 'rga'.")
}
if (!is.logical(conf_bounds) || length(conf_bounds) != 1) {
stop("'conf_bounds' must be a single logical value.")
}
if (!is.logical(legend) || length(legend) != 1) {
stop("'legend' must be a single logical value.")
}
if (!is.logical(log) || length(log) != 1) {
stop("'log' must be a single logical value.")
}
if (!is.character(legend_pos) || length(legend_pos) != 1) {
stop("'legend_pos' must be a single character string.")
}
if (!is.null(x$cum_times) && !is.null(x$cum_failures)) {
times <- x$cum_times
cum_failures <- x$cum_failures
} else if (!is.null(x$method) && x$method == "MLE") {
times <- cumsum(x$times)
cum_failures <- cumsum(x$failures)
} else {
if (!all(c("log_times", "log_cum_failures") %in% names(x$model$model))) {
stop("The 'rga' object appears malformed or missing model data.")
}
times <- exp(x$model$model$log_times)
cum_failures <- exp(x$model$model$log_cum_failures)
}
# Base plot
plot_args <- list(
x = times,
y = cum_failures,
pch = 16,
...
)
if (log) plot_args$log <- "xy"
do.call(graphics::plot, plot_args)
# Fitted line
graphics::lines(times, x$fitted_values, ...)
# Confidence bounds
if (conf_bounds) {
graphics::lines(times, x$lower_bounds, lty = 2, ...)
graphics::lines(times, x$upper_bounds, lty = 2, ...)
}
# Breakpoints
if (!is.null(x$breakpoints)) {
graphics::abline(v = exp(x$breakpoints), lty = 3)
}
# Legend
if (legend) {
legend_items <- list(
labels = c("Observed", "Fitted Line"),
cols = c("black", "black"),
pch = c(16, NA),
lty = c(NA, 1)
)
if (conf_bounds) {
legend_items$labels <- c(legend_items$labels, "Confidence Bounds")
legend_items$cols <- c(legend_items$cols, "black")
legend_items$pch <- c(legend_items$pch, NA)
legend_items$lty <- c(legend_items$lty, 2)
}
if (!is.null(x$breakpoints)) {
legend_items$labels <- c(legend_items$labels, "Change Points")
legend_items$cols <- c(legend_items$cols, "black")
legend_items$pch <- c(legend_items$pch, NA)
legend_items$lty <- c(legend_items$lty, 3)
}
graphics::legend(
legend_pos,
legend = legend_items$labels,
col = legend_items$cols,
pch = legend_items$pch,
lty = legend_items$lty,
bty = "n"
)
}
invisible(NULL)
}
#' Overlay Plot for Multiple RGA Models
#'
#' Plots multiple fitted \code{rga} objects on a single set of axes, using
#' distinct colors per model. Observed data points, fitted lines, and optional
#' confidence bounds are drawn for every model. Models may have been fit to
#' different datasets.
#'
#' @srrstats {G1.4} \code{roxygen2} documentation is used to document all functions.
#' @srrstats {G2.0} Inputs are validated for length.
#' @srrstats {G2.1} Inputs are validated for type.
#' @srrstats {G2.2} List input is validated to contain only \code{rga} objects.
#' @srrstats {G5.2} Unit tests demonstrate error messages and compare results.
#' @srrstats {G5.2a} Every message produced by \code{stop()} is unique.
#' @srrstats {G5.8b} Unit tests include checks for unsupported data types.
#' @srrstats {RE6.0} Model objects have default plot methods.
#' @srrstats {RE6.2} The overlay plot shows fitted values with optional CIs.
#'
#' @param models A named or unnamed list of objects of class \code{rga}.
#' At least one model must be provided. If the list is named, those names
#' are used as legend labels; otherwise labels default to
#' \code{"Model 1"}, \code{"Model 2"}, etc.
#' @param conf_bounds Logical; draw confidence bounds for each model
#' (default: \code{TRUE}).
#' @param legend Logical; draw a legend (default: \code{TRUE}).
#' @param legend_pos Legend position keyword (default: \code{"bottomright"}).
#' @param colors Optional character vector of colors, one per model. If
#' \code{NULL} (default), \code{palette()} colors are cycled.
#' @param log Logical; use log-log axes (default: \code{FALSE}).
#' @param ... Additional arguments passed to the initial \code{plot()} call
#' (e.g., \code{main}, \code{xlab}, \code{ylab}). Not forwarded to subsequent
#' \code{lines()} or \code{points()} calls.
#' @family Reliability Growth Analysis
#' @return Invisibly returns \code{NULL}.
#' @examples
#' t1 <- c(100, 200, 300, 400, 500)
#' f1 <- c(1, 2, 1, 3, 2)
#' t2 <- c(150, 300, 450, 600, 750)
#' f2 <- c(2, 1, 3, 2, 4)
#' m1 <- rga(t1, f1)
#' m2 <- rga(t2, f2)
#' overlay_rga(list(System_A = m1, System_B = m2),
#' main = "RGA Overlay", xlab = "Cumulative Time",
#' ylab = "Cumulative Failures"
#' )
#' @importFrom graphics plot points lines abline legend
#' @importFrom grDevices palette
#' @export
overlay_rga <- function(models,
conf_bounds = TRUE,
legend = TRUE,
legend_pos = "bottomright",
colors = NULL,
log = FALSE,
...) {
# Input validation
if (!identical(class(models), "list") || length(models) == 0) {
stop("'models' must be a non-empty list of 'rga' objects.")
}
not_rga <- !vapply(models, inherits, logical(1), what = "rga")
if (any(not_rga)) {
stop("All elements of 'models' must be objects of class 'rga'.")
}
if (!is.logical(conf_bounds) || length(conf_bounds) != 1) {
stop("'conf_bounds' must be a single logical value.")
}
if (!is.logical(legend) || length(legend) != 1) {
stop("'legend' must be a single logical value.")
}
if (!is.logical(log) || length(log) != 1) {
stop("'log' must be a single logical value.")
}
if (!is.character(legend_pos) || length(legend_pos) != 1) {
stop("'legend_pos' must be a single character string.")
}
n_models <- length(models)
# Resolve model names
mod_names <- names(models)
if (is.null(mod_names) || any(mod_names == "")) {
mod_names <- paste0("Model ", seq_len(n_models))
}
# Resolve colors
if (is.null(colors)) {
pal <- grDevices::palette()
colors <- pal[((seq_len(n_models) - 1L) %% length(pal)) + 1L]
} else {
if (!is.character(colors) || length(colors) < n_models) {
stop("'colors' must be a character vector with at least one color per model.")
}
colors <- colors[seq_len(n_models)]
}
# Extract observed x/y from each model
extract_xy <- function(x) {
if (!is.null(x$cum_times) && !is.null(x$cum_failures)) {
list(times = x$cum_times, cum_failures = x$cum_failures)
} else if (!is.null(x$method) && x$method == "MLE") {
list(times = cumsum(x$times), cum_failures = cumsum(x$failures))
} else {
list(
times = exp(x$model$model$log_times),
cum_failures = exp(x$model$model$log_cum_failures)
)
}
}
xy_list <- lapply(models, extract_xy)
# Compute global axis limits
all_x <- unlist(lapply(xy_list, `[[`, "times"))
all_y <- c(
unlist(lapply(xy_list, `[[`, "cum_failures")),
unlist(lapply(models, `[[`, "fitted_values"))
)
if (conf_bounds) {
all_y <- c(
all_y,
unlist(lapply(models, `[[`, "lower_bounds")),
unlist(lapply(models, `[[`, "upper_bounds"))
)
}
xlim <- range(all_x, finite = TRUE)
ylim <- range(all_y, finite = TRUE)
if (log) ylim[1] <- max(ylim[1], .Machine$double.eps)
# Base plot using first model's observed data
plot_args <- list(
x = xy_list[[1]]$times,
y = xy_list[[1]]$cum_failures,
xlim = xlim,
ylim = ylim,
col = colors[[1]],
pch = 16,
...
)
if (log) plot_args$log <- "xy"
do.call(graphics::plot, plot_args)
# Add remaining models' observed points
if (n_models > 1L) {
for (i in seq(2L, n_models)) {
graphics::points(xy_list[[i]]$times, xy_list[[i]]$cum_failures,
pch = 16, col = colors[[i]])
}
}
# Fitted lines, confidence bounds, and breakpoints for all models
for (i in seq_len(n_models)) {
xy <- xy_list[[i]]
mdl <- models[[i]]
col <- colors[[i]]
graphics::lines(xy$times, mdl$fitted_values, col = col, lty = 1)
if (conf_bounds) {
graphics::lines(xy$times, mdl$lower_bounds, col = col, lty = 2)
graphics::lines(xy$times, mdl$upper_bounds, col = col, lty = 2)
}
if (!is.null(mdl$breakpoints)) {
graphics::abline(v = exp(mdl$breakpoints), col = col, lty = 3)
}
}
# Legend
if (legend) {
graphics::legend(
legend_pos,
legend = mod_names,
col = colors,
pch = 16,
lty = 1,
bty = "n"
)
}
invisible(NULL)
}
#' Forecast Cumulative Failures from a Reliability Growth Model
#'
#' Takes a fitted \code{rga} object and a vector of cumulative times, returning
#' predicted cumulative failures with confidence bounds as an \code{rga_predict}
#' S3 object.
#'
#' @srrstats {G1.4} \code{roxygen2} documentation is used to document all functions.
#' @srrstats {G2.0} Inputs are validated for length.
#' @srrstats {G2.1} Inputs are validated for type.
#' @srrstats {G2.6} One-dimensional inputs are appropriately pre-processed.
#' @srrstats {G2.8} Sub-functions \code{print.rga_predict} and
#' \code{plot.rga_predict} are provided for the \code{rga_predict} class.
#' @srrstats {G2.13} The function checks for missing data and errors if any is found.
#' @srrstats {G2.14a} Missing data results in an error.
#' @srrstats {G2.14b} Missing data results in an error.
#' @srrstats {G2.14c} Missing data results in an error.
#' @srrstats {G2.15} The function checks for missing data and errors if any is found.
#' @srrstats {G5.2} Unit tests demonstrate error messages and compare results
#' with expected values.
#' @srrstats {G5.2a} Every message produced by \code{stop()} is unique.
#' @srrstats {G5.2b} Unit tests demonstrate error messages and compare results
#' with expected values.
#' @srrstats {G5.4} Unit tests include correctness tests to test that statistical
#' algorithms produce expected results to fixed test data sets.
#' @srrstats {G5.8a} Unit tests include checks for zero-length data.
#' @srrstats {G5.8b} Unit tests include checks for unsupported data types.
#' @srrstats {G5.8c} Unit tests include checks for data with 'NA' fields.
#' @srrstats {G5.8d} Unit tests include checks for data outside the scope of
#' the algorithm.
#' @srrstats {G5.9} Unit tests include noise susceptibility tests for expected
#' stochastic behavior.
#' @srrstats {G5.9a} Unit tests check that adding trivial noise to data does
#' not meaningfully change results.
#'
#' @param object An object of class \code{rga} returned by \code{rga()}.
#' @param times A numeric vector of cumulative times at which to forecast.
#' All values must be finite and > 0. A warning is issued if any value is
#' at or below the maximum observed cumulative time (hindcasting).
#' @param conf_level The desired confidence level (default \code{0.95}). Must
#' be a single finite numeric in (0, 1).
#' @family Reliability Growth Analysis
#' @return An object of class \code{rga_predict} containing:
#' \item{times}{The forecast cumulative times.}
#' \item{cum_failures}{Predicted cumulative failures.}
#' \item{lower_bounds}{Lower confidence bounds.}
#' \item{upper_bounds}{Upper confidence bounds.}
#' \item{conf_level}{The confidence level used.}
#' \item{model_type}{Either \code{"Crow-AMSAA"} or \code{"Piecewise NHPP"}.}
#' \item{rga_object}{The original \code{rga} object (used by the plot method).}
#' @examples
#' times <- c(100, 200, 300, 400, 500)
#' failures <- c(1, 2, 1, 3, 2)
#' fit <- rga(times, failures)
#' fc <- predict_rga(fit, times = c(1500, 2000))
#' print(fc)
#' @export
predict_rga <- function(object, times, conf_level = 0.95) {
if (!inherits(object, "rga")) {
stop("'object' must be an object of class 'rga'.")
}
if (!is.numeric(times) || !is.vector(times)) {
stop("'times' must be a numeric vector.")
}
if (length(times) == 0) {
stop("'times' cannot be empty.")
}
if (any(is.na(times)) || any(is.nan(times))) {
stop("'times' contains missing (NA) or NaN values.")
}
if (any(!is.finite(times)) || any(times <= 0)) {
stop("All values in 'times' must be finite and > 0.")
}
if (!is.numeric(conf_level) || length(conf_level) != 1) {
stop("'conf_level' must be a single numeric value.")
}
if (!is.finite(conf_level) || conf_level <= 0 || conf_level >= 1) {
stop("'conf_level' must be between 0 and 1 (exclusive).")
}
if (!is.null(object$cum_times)) {
max_obs_time <- max(object$cum_times)
} else if (!is.null(object$model)) {
max_obs_time <- max(exp(object$model$model$log_times))
} else {
max_obs_time <- max(cumsum(object$times))
}
if (any(times <= max_obs_time)) {
warning(
"Some 'times' values are <= the maximum observed cumulative time. ",
"Hindcasting is allowed but may not be meaningful."
)
}
model_type <- if (is.null(object$breakpoints)) "Crow-AMSAA" else "Piecewise NHPP"
if (!is.null(object$method) && object$method == "MLE") {
cum_failures <- object$lambdas * times^object$betas
log_fitted <- log(cum_failures)
z_val <- stats::qnorm(1 - (1 - conf_level) / 2)
grad_mat <- cbind(log(times), 1 / object$lambdas)
var_lf <- rowSums((grad_mat %*% object$vcov) * grad_mat)
hw <- z_val * sqrt(pmax(var_lf, 0))
lower_bounds <- exp(log_fitted - hw)
upper_bounds <- exp(log_fitted + hw)
} else {
newdata <- data.frame(log_times = log(times))
pred <- stats::predict(object$model,
newdata = newdata,
interval = "confidence", level = conf_level
)
cum_failures <- exp(pred[, "fit"])
lower_bounds <- exp(pred[, "lwr"])
upper_bounds <- exp(pred[, "upr"])
}
result <- list(
times = times,
cum_failures = cum_failures,
lower_bounds = lower_bounds,
upper_bounds = upper_bounds,
conf_level = conf_level,
model_type = model_type,
rga_object = object
)
class(result) <- "rga_predict"
result
}
#' Print Method for rga_predict Objects
#'
#' Prints a formatted table of forecast cumulative failures with confidence
#' bounds for an \code{rga_predict} object.
#'
#' @srrstats {G1.4} \code{roxygen2} documentation is used to document all functions.
#' @srrstats {G2.8} This method is provided for the \code{rga_predict} class.
#' @srrstats {G5.2} Unit tests demonstrate output content.
#' @srrstats {G5.2b} Unit tests compare output with expected values.
#'
#' @param x An object of class \code{rga_predict}.
#' @param ... Additional arguments (not used).
#' @family Reliability Growth Analysis
#' @return Invisibly returns the input object.
#' @examples
#' times <- c(100, 200, 300, 400, 500)
#' failures <- c(1, 2, 1, 3, 2)
#' fit <- rga(times, failures)
#' fc <- predict_rga(fit, times = c(1500, 2000))
#' print(fc)
#' @export
print.rga_predict <- function(x, ...) {
if (!inherits(x, "rga_predict")) {
stop("'x' must be an object of class 'rga_predict'.")
}
pct <- round(x$conf_level * 100)
header <- sprintf("Reliability Growth Forecast (%s)", x$model_type)
cat(header, "\n")
cat(paste(rep("-", nchar(header) + 1), collapse = ""), "\n")
df <- data.frame(
Time = x$times,
Cum.Failures = round(x$cum_failures, 1),
Lower = round(x$lower_bounds, 1),
Upper = round(x$upper_bounds, 1),
check.names = FALSE
)
names(df)[3] <- sprintf("Lower (%d%%)", pct)
names(df)[4] <- sprintf("Upper (%d%%)", pct)
print(df, row.names = FALSE)
invisible(x)
}
#' Plot Method for rga_predict Objects
#'
#' Plots observed data, the fitted reliability growth curve, and the forecast
#' with optional confidence bounds for an \code{rga_predict} object.
#'
#' @srrstats {G1.4} \code{roxygen2} documentation is used to document all functions.
#' @srrstats {G2.0} Inputs are validated for length.
#' @srrstats {G2.1} Inputs are validated for type.
#' @srrstats {G2.8} This method is provided for the \code{rga_predict} class.
#' @srrstats {G5.2} Unit tests include smoke tests for this method.
#'
#' @param x An object of class \code{rga_predict}.
#' @param conf_bounds Logical; include confidence bounds (default: \code{TRUE}).
#' @param legend Logical; show the legend (default: \code{TRUE}).
#' @param legend_pos Position of the legend (default: \code{"bottomright"}).
#' @param ... Additional arguments passed to \code{plot()}.
#' @family Reliability Growth Analysis
#' @return Invisibly returns \code{NULL}.
#' @examples
#' times <- c(100, 200, 300, 400, 500)
#' failures <- c(1, 2, 1, 3, 2)
#' fit <- rga(times, failures)
#' fc <- predict_rga(fit, times = c(1500, 2000))
#' plot(fc, main = "RGA Forecast", xlab = "Cumulative Time", ylab = "Cumulative Failures")
#' @export
plot.rga_predict <- function(x,
conf_bounds = TRUE,
legend = TRUE,
legend_pos = "bottomright",
...) {
if (!inherits(x, "rga_predict")) {
stop("'x' must be an object of class 'rga_predict'.")
}
if (!is.logical(conf_bounds) || length(conf_bounds) != 1) {
stop("'conf_bounds' must be a single logical value.")
}
if (!is.logical(legend) || length(legend) != 1) {
stop("'legend' must be a single logical value.")
}
if (!is.character(legend_pos) || length(legend_pos) != 1) {
stop("'legend_pos' must be a single character string.")
}
rga_obj <- x$rga_object
if (!is.null(rga_obj$cum_times) && !is.null(rga_obj$cum_failures)) {
obs_times <- rga_obj$cum_times
obs_cum_failures <- rga_obj$cum_failures
} else if (!is.null(rga_obj$method) && rga_obj$method == "MLE") {
obs_times <- cumsum(rga_obj$times)
obs_cum_failures <- cumsum(rga_obj$failures)
} else {
obs_times <- exp(rga_obj$model$model$log_times)
obs_cum_failures <- exp(rga_obj$model$model$log_cum_failures)
}
all_y <- c(obs_cum_failures, rga_obj$fitted_values, x$cum_failures)
if (conf_bounds) {
all_y <- c(
all_y, rga_obj$lower_bounds, rga_obj$upper_bounds,
x$lower_bounds, x$upper_bounds
)
}
xlim <- range(c(obs_times, x$times))
ylim <- range(all_y)
graphics::plot(obs_times, obs_cum_failures,
xlim = xlim, ylim = ylim, pch = 16, ...
)
graphics::lines(obs_times, rga_obj$fitted_values)
if (conf_bounds) {
graphics::lines(obs_times, rga_obj$lower_bounds, lty = 3)
graphics::lines(obs_times, rga_obj$upper_bounds, lty = 3)
}
max_obs_time <- max(obs_times)
graphics::abline(v = max_obs_time, lty = 2, col = "gray")
graphics::lines(x$times, x$cum_failures, lty = 2)
if (conf_bounds) {
graphics::lines(x$times, x$lower_bounds, lty = 3)
graphics::lines(x$times, x$upper_bounds, lty = 3)
}
if (legend) {
pct <- round(x$conf_level * 100)
legend_labels <- c("Observed", "Fitted", "Forecast")
legend_pch <- c(16, NA, NA)
legend_lty <- c(NA, 1, 2)
legend_cols <- c("black", "black", "black")
if (conf_bounds) {
legend_labels <- c(legend_labels, sprintf("Conf. Bounds (%d%%)", pct))
legend_pch <- c(legend_pch, NA)
legend_lty <- c(legend_lty, 3)
legend_cols <- c(legend_cols, "black")
}
graphics::legend(legend_pos,
legend = legend_labels,
pch = legend_pch,
lty = legend_lty,
col = legend_cols,
bty = "n",
cex = 0.85,
y.intersp = 1.3,
x.intersp = 0.8
)
}
invisible(NULL)
}
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