prrVec: Percentile of r and R^2 by pivotal MC, returning a complete...

In pivotals: Functions implementing pivotal Monte Carlo methods

Description

This is a wrapper function calling C++ code that executes a pivotal analysis. The P-Value (prr) is the percentile at which a given Variation (Rsqr) exists in a large random sampling of the model distribution based on pivotal parameters. The entire vector of Variation results is returned in a sorted fashion.

Usage

prrVec(x, S=10^4, model="w2", seed=1234, options=NULL, ProgRpt=FALSE)

Arguments

x	The quantity of complete failures for evaluation, or an event vector
S	The number of random samples to be drawn for Monte Carlo simulation. S must be a multiple of 10, not less than 1,000. The default of 10^4 is adequate for most instances. S is implemented as an unsigned int in C++ code. The maximum limit is 4x10^9 if system memory permits.
model	A character string representing the model of interest. The default value of "w2" is for the 2-parameter Weibull. "ln2" or "n" for 2-parameter lognormal or normal, executed by the same code.
seed	an integer used to set the RNG seed. Default = 1234
options	An optional list such as constructed by wiebulltoolkit::wb.options including the named item methods.rank for which only a value of "qbeta" has been implemented to alter the otherwise default Benard's approximation for determing point estimates for plotting positions.
ProgRpt	A boolean value to control the generation of percent completion feedback in the R terminal.

Value

Returns a vector of the entire CDF of Variation (r^2) from pivotal analysis.

References

Dr. Robert B. Abernethy, (2008) "The New Weibull Handbook, Fifth Edition"

Examples

CDF<-prrVec(12)

pivotals documentation built on May 2, 2019, 4:51 p.m.