run.mle.vam: Compute the maximum likelihood estimator of a virtual age...

In rcqls/VAM: Virtual Age Models

Compute the maximum likelihood estimator of a virtual age model

Description

run.mle.vam computes the Maximum Likelihood Estimator (MLE) of the parameters of a virtual age model for Corrective Maintenance (CM) and planned Preventive Maintenance (PM). It also updates the parameters values with those obtained by the optimization algorithm. The optimization function used is optim.

Usage

run.mle.vam(obj, par0, fixed, method=NULL, verbose=TRUE,...)

Arguments

obj	an object of class mle.vam specifying the virtual age model considered and the data set of observations.
par0	an optional argument specifying the initial parameter values for the optimization algorithm. par0 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 par0 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 par0 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.
fixed	an optional argument specifying the parameters for which the value is fixed to initialization. fixed can be a vector of logical whose length is equal the total number of parameters in the formula used for defining the object obj. The successive values of fixed 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). Otherwise fixed can be equivalently a vector of integers correspoding to the indexes of the true values in the previous fixed version.
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.
...	further arguments passed to the optim function.

Value

The method returns the results of the optim function called inside the run function.

Author(s)

L. Doyen and R. Drouilhet

See Also

coef.mle.vam to extract the parameters value of the MLE. contrast.mle.vam to compute the contrast associated to the MLE. logLik.mle.vam to compute the log-likelihood.

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)
run(mleARAInf)

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

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