coef.mle.vam: Extract the maximum likelihood estimator of a virtual age...

View source: R/vam.R

coef.mle.vamR Documentation

Extract the maximum likelihood estimator of a virtual age model

Description

coef.mle.vam extract the Maximum Likelihood Estimator (MLE) of the parameters of a virtual age model for Corrective Maintenance (CM) and planned Preventive Maintenance (PM). If the optimization method has never been applied it previously call the method run.mle.vam.

Usage

## S3 method for class 'mle.vam'
coef(obj,par=NULL,method=NULL,verbose=FALSE,...)

Arguments

obj

an object of class mle.vam specifying the virtual age model considered and the data set of observations.

par

an optional argument specifying the initial parameter values for the optimization algorithm. par is a vector whose length is equal to the total number of parameters in the formula used for defining the object obj. The successive values of par respectively refer to the parameters of time to failure distribution of the new unmaintained system, of the CM effect model and finally of the PM effect models (if defined and in the same order as they appear in the obj formula).

If par is not specified and the optimization algorithm has never been executed on obj (via coef.mle.vam or run.mle.vam), the optimization algorithm used the parameter values specified in the obj formula as initialization point. Otherwise, the last parameters values obtained by the optimization algorithm for obj are used as initialization point. Then, if one execution of run.mle.vam is not sufficient to make the optimization algorithm converged ($convergence!=1), the method can be re-executed until convergence.

method

an optimization method of optim function used for optimization. method can also be equal to the string fast in order to let the function choose the method known as the faster one.

verbose

if TRUE, the value returned by optim function is printed.

...

some supplementary arguments used in the call of the run.mle.vam method if this one has never been applied to obj.

Value

The function extract the vector of parameter values obtained by the maximization algorithm applied to the likelihood. The successive values respectively refer to the parameters of time to failure distribution of the new unmaintained system (except the scale parameter), of the CM effect model and finally of the PM effect models (if defined and in the same order as they appear in the obj formula).

Author(s)

L. Doyen and R. Drouilhet

See Also

run.mle.vam to compute the MLE. contrast.mle.vam to compute the contrast associated to the MLE. logLik.mle.vam to compute the log-likelihood. formula.mle.vam to extract the original and estimated model. plot.mle.vam for plotting characteristics of the model. update.mle.vam to change the associated data set.

Examples

simARAInf<-sim.vam(  ~ (ARAInf(.4) | Weibull(.001,2.5)))
simData<-simulate(simARAInf,30)
mleARAInf <- mle.vam(Time & Type ~ (ARAInf(0.5) | Weibull(1,3)),data=simData)
coef(mleARAInf)

mleARAInf2 <- mle.vam(Time & Type ~ (ARAInf(0.5) | Weibull(1,3)),data=simData)
run.mle.vam(mleARAInf2,fixed=c(TRUE,FALSE))
coef(mleARAInf2)

rcqls/VAM documentation built on Jan. 14, 2024, 9:07 p.m.