Inference for Masked iid System Lifetimes, Custom Distribution

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Description

Performs Bayesian inference via a signature based data augmentation MCMC scheme for masked system lifetime data for any custom component lifetime distribution. The underlying assumption is iid components and iid systems.

Usage

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maskedInferenceIIDCustom(t, signature, cdfComp, pdfComp, rParmGivenData,
                         rCompGivenParm, startParm, iter, ...)

Arguments

t

a vector of masked system lifetimes.

signature

the signature vector of the system/network for which inference is performed. It may be a list of signatures which results in topological inference on the system design being jointly performed over the collection of signatures provided.

cdfComp

user-defined vectorised cumulative distribution function of component lifetime F(y) with prototype: function(y, parametersm, ...)

pdfComp

user-defined vectorised probability distribution function of component lifetime f(y) with prototype: function(y, parameters, ...)

rParmGivenData

user-defined function which should produce random draws from f(Ψ | Y) with prototype:

function(y, ...)

This must return the parameters in the same order named vector format as used for startParm.

rCompGivenParm

user-defined function which should produce random draws from f(Y | Ψ) with prototype: function(parameters, t, censoring, ...) where censoring is -1 for left censoring, 0 for exact observations and 1 for right censoring.

startParm

vector of starting values of named parameters in the correct order for the parameters argument in the user defined functions above.

iter

number of MCMC iterations to perform.

...

additional arguments which are passed through to the user-defined functions above.

Details

This is a low level implementation of the signature based data augmented MCMC scheme described in Aslett (2012) for iid systems. This function need only be used if the component lifetime distribution of interest has not already been implemented within this package.

The arguments of the function are the prerequisites described in Algorithm 6.2 of Aslett (2012). The interested user is advised to inspect the source code of this package at the file MaskedLifetimeInference_Exponential.R for an example of its usage, which may be seen in the function maskedInferenceIIDExponential defined there, together with the associated user-definied functions above it.

Value

If a single signature vector is provided above, then a data frame of MCMC samples with columns named the same as the startParm argument is returned.

If a list of signature vectors is provided above, then a list is returned containing two items:

topology

A vector of posterior samples from the discrete marginal posterior distribution of topologies provided in the signature list.

parameters

A data frame of MCMC samples with columns named the same as the startParm argument.

Note

Please feel free to email aslett@stats.ox.ac.uk with any queries or if you encounter errors when running this function.

Author(s)

Louis J.M. Aslett aslett@stats.ox.ac.uk (http://www.louisaslett.com/)

References

Aslett, L. J. M. (2012), MCMC for Inference on Phase-type and Masked System Lifetime Models, PhD Thesis, Trinity College Dublin.

See Also

computeSystemSignature

Examples

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# Please inspect the source of this package, file MaskedLifetimeInference_Exponential.R
# for example usage (see details section)