| Type: | Package |
| Title: | Comprehensive Tools for some Probability Distributions |
| Version: | 0.2 |
| Description: | Provides a comprehensive suite of utilities for univariate continuous probability distributions and reliability models. Includes functions to compute the probability density, cumulative distribution, quantile, reliability, and hazard functions, along with random variate generation. Also offers diagnostic and model assessment tools such as Quantile-Quantile (Q-Q) and Probability-Probability (P-P) plots, the Kolmogorov-Smirnov goodness-of-fit test, and model selection criteria including the Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC). Currently implements the following distributions: Burr X, Chen, Exponential Extension, Exponentiated Logistic, Exponentiated Weibull, Exponential Power, Flexible Weibull, Generalized Exponential, Gompertz, Generalized Power Weibull, Gumbel, Inverse Generalized Exponential, Linear Failure Rate, Log-Gamma, Logistic-Exponential, Logistic-Rayleigh, Log-log, Marshall-Olkin Extended Exponential, Marshall-Olkin Extended Weibull, and Weibull Extension distributions. Serves as a valuable resource for teaching and research in probability theory, reliability analysis, and applied statistical modeling. |
| Maintainer: | Vijay Kumar <vkgkp@rediffmail.com> |
| Imports: | stats, graphics |
| License: | GPL-2 |
| LazyLoad: | yes |
| NeedsCompilation: | no |
| Packaged: | 2025-10-19 22:26:27 UTC; vkgkp |
| Author: | Vijay Kumar [aut, cre], Uwe Ligges [aut] |
| Repository: | CRAN |
| Date/Publication: | 2025-10-23 14:20:02 UTC |
The BurrX (Generalized Rayleigh) distribution
Description
Density, distribution function, quantile function and random
generation for the BurrX
distribution with shape parameter alpha and scale parameter lambda.
Usage
dburrX(x, alpha, lambda, log = FALSE)
pburrX(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
qburrX(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
rburrX(n, alpha, lambda)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The BurrX distribution has density
f(x; \alpha, \lambda) = 2 \alpha \lambda^2 x e^{-(\lambda x)^2} \left\{1-e^{-(\lambda x)^2} \right\}^{\alpha -1}; (\alpha, \lambda) > 0, x >0.
where \alpha and \lambda are the shape and scale
parameters, respectively.
Value
dburrX gives the density,
pburrX gives the distribution function,
qburrX gives the quantile function, and
rburrX generates random deviates.
References
Kundu, D., and Raqab, M.Z. (2005). Generalized Rayleigh Distribution: Different Methods of Estimation, Computational Statistics and Data Analysis, 49, 187-200.
Surles, J.G., and Padgett, W.J. (2005). Some properties of a scaled Burr type X distribution, Journal of Statistical Planning and Inference, 128, 271-280.
Raqab, M.Z., and Kundu, D. (2006). Burr Type X distribution: revisited, Journal of Probability and Statistical Sciences, 4(2), 179-193.
See Also
.Random.seed about random number; sburrX for BurrX survival / hazard etc. functions
Examples
## Load data sets
data(bearings)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.1989515, lambda.est = 0.0130847
dburrX(bearings, 1.1989515, 0.0130847, log = FALSE)
pburrX(bearings, 1.1989515, 0.0130847, lower.tail = TRUE, log.p = FALSE)
qburrX(0.25, 1.1989515, 0.0130847, lower.tail=TRUE, log.p = FALSE)
rburrX(30, 1.1989515, 0.0130847)
Survival related functions for the BurrX distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival
function for the BurrX distribution with shape parameter alpha and scale parameter lambda.
Usage
crf.burrX(x, t = 0, alpha, lambda)
hburrX(x, alpha, lambda)
hra.burrX(x, alpha, lambda)
sburrX(x, alpha, lambda)
Arguments
x |
vector of quantiles. |
alpha |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
Details
The hazard function is defined by
h(x) = \frac{f(x)}{1 - F(x)},\, t > 0, 0 < F(x) < 1,
where f(\cdot) and F(\cdot) are the pdf and cdf, respectively.
The behavior of h(x) allows one to characterize the aging
of the units. For example, if the failure rate is increasing (IFR
class), then the units age with time. If h(x) is decreasing (DFR
class), then the units improve in performance with time. Finally, if
h(x) is constant, then the lifetime distribution is necessarily
exponential.
There are two more aging indicators which are the following:
The failure rate average (FRA) of X is given by
FRA(x) = \frac{H(x)}{x} = \frac{\int^{x}_{0} h(x)\,dx}{x},\, x > 0,
where H(x) is the cumulative hazard function. An analysis for
FRA(x) on x permits to obtain the IFRA and DFRA classes.
The survival/reliability function (s.f.) and the conditional survival of X are defined by
R(x) = 1 - F(x) \quad {\rm and} \quad R(x|t) = \frac{R(x+t)}{R(x)},\, x > 0,\, t > 0,\, R(\cdot) > 0,
respectively, where F(\cdot) is the cdf of X. Similarly to
h(x) and FRA(x), the distribution of X belongs to the
new better than used (NBU), exponential, or new worse than used (NWU)
classes, when R(x|t) < R(x), R(x|t) = R(x),
or R(x|t) > R(x), respectively.
Value
crf.burrX gives the conditional reliability function (crf),
hburrX gives the hazard function,
hra.burrX gives the hazard rate average (HRA) function, and
sburrX gives the survival function for the BurrX distribution.
References
Kundu, D., and Raqab, M.Z. (2005). Generalized Rayleigh Distribution: Different Methods of Estimation, Computational Statistics and Data Analysis, 49, 187-200.
Lawless, J.F.(2003). Statistical Models and Methods for Lifetime Data, John Wiley and Sons, New York.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
See Also
dburrX for other BurrX distribution related functions;
Examples
## load data set
data(bearings)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.1989515, lambda.est = 0.0130847
## Reliability indicators for data(bearings):
## Reliability function
sburrX(bearings, 1.1989515, 0.0130847)
## Hazard function
hburrX(bearings, 1.1989515, 0.0130847)
## hazard rate average(hra)
hra.burrX(bearings, 1.1989515, 0.0130847)
## Conditional reliability function (age component=0)
crf.burrX(bearings, 0.00, 1.1989515, 0.0130847)
## Conditional reliability function (age component=3.0)
crf.burrX(bearings, 3.0, 1.1989515, 0.0130847)
The Chen distribution
Description
Density, distribution function, quantile function and random
generation for the Chen
distribution with shape parameter beta and scale parameter lambda.
Usage
dchen(x, beta, lambda, log = FALSE)
pchen(q, beta, lambda, lower.tail = TRUE, log.p = FALSE)
qchen(p, beta, lambda, lower.tail = TRUE, log.p = FALSE)
rchen(n, beta, lambda)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
beta |
shape parameter. |
lambda |
scale parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The Chen distribution has density
f(x; \lambda, \beta) = \lambda \beta x^{\beta -1} \exp \left(x^{\beta} \right) \exp \left[\lambda \left\{1-\exp \left(x^{\beta}
\right)\right\}\right];\; (\lambda ,\; \beta )>0,\; x > 0,
where \beta and \lambda are the shape and scale
parameters, respectively.
Value
dchen gives the density,
pchen gives the distribution function,
qchen gives the quantile function, and
rchen generates random deviates.
References
Chen, Z. (2000). A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statistics & Probability Letters, 49, 155-161.
Murthy, D.N.P., Xie, M. and Jiang, R. (2004). Weibull Models, Wiley, New York.
Pham, H. (2006). System Software Reliability, Springer-Verlag.
Pham, H. and Lai, C.D. (2007). On recent generalizations of the Weibull distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
See Also
.Random.seed about random number; schen for Chen survival / hazard etc. functions
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of beta & lambda for the data(sys2)
## beta.est = 0.262282404, lambda.est = 0.007282371
dchen(sys2, 0.262282404, 0.007282371, log = FALSE)
pchen(sys2, 0.262282404, 0.007282371, lower.tail = TRUE,
log.p = FALSE)
qchen(0.25, 0.262282404, 0.007282371, lower.tail = TRUE, log.p = FALSE)
rchen(10, 0.262282404, 0.007282371)
Survival related functions for the Chen distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Chen
distribution with shape parameter beta and scale parameter lambda.
Usage
crf.chen(x, t = 0, beta, lambda)
hchen(x, beta, lambda)
hra.chen(x, beta, lambda)
schen(x, beta, lambda)
Arguments
x |
vector of quantiles. |
beta |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
Value
crf.chen gives the conditional reliability function (crf),
hchen gives the hazard function,
hra.chen gives the hazard rate average (HRA) function, and
schen gives the survival function for the Chen distribution.
References
Chen, Z.(2000). A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statistics and Probability Letters, 49, 155-161.
Pham, H. (2003). Handbook of Reliability Engineering, Springer-Verlag.
See Also
dchen for other Chen distribution related functions
Examples
## Maximum Likelihood(ML) Estimates of beta & lambda
## beta.est = 0.262282404, lambda.est = 0.007282371
## Load data sets
data(sys2)
## Reliability indicators:
## Reliability function
schen(sys2, 0.262282404, 0.007282371)
## Hazard function
hchen(sys2, 0.262282404, 0.007282371)
## hazard rate average(hra)
hra.chen(sys2, 0.262282404, 0.007282371)
## Conditional reliability function (age component=0)
crf.chen(sys2, 0.00, 0.262282404, 0.007282371)
## Conditional reliability function (age component=3.0)
crf.chen(sys2, 3.0, 0.262282404, 0.007282371)
Survival related functions for the Exponential Power(EP) distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Exponential Power
distribution with shape parameter alpha and scale parameter lambda.
Usage
crf.exp.power(x, t = 0, alpha, lambda)
hexp.power(x, alpha, lambda)
hra.exp.power(x, alpha, lambda)
sexp.power(x, alpha, lambda)
Arguments
x |
vector of quantiles. |
alpha |
tilt parameter. |
lambda |
scale parameter. |
t |
age component. |
Value
crf.exp.power gives the conditional reliability function (crf),
hexp.power gives the hazard function,
hra.exp.power gives the hazard rate average (HRA) function, and
sexp.power gives the survival function for the Exponential Power distribution.
References
Chen, Z.(1999). Statistical inference about the shape parameter of the exponential power distribution, Journal :Statistical Papers, Vol. 40(4), 459-468.
Pham, H. and Lai, C.D.(2007). On recent generalizations of the Weibull distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
Smith, R.M. and Bain, L.J.(1975). An exponential power life-test distribution, Communications in Statistics - Simulation and Computation, Vol.4(5), 469 - 481
See Also
dexp.power for other Exponential Power distribution related functions
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.905868898, lambda.est = 0.001531423
## Reliability indicators:
## Reliability function
sexp.power(sys2, 0.905868898, 0.001531423)
## Hazard function
hexp.power(sys2, 0.905868898, 0.001531423)
## hazard rate average(hra)
hra.exp.power(sys2, 0.905868898, 0.001531423)
## Conditional reliability function (age component=0)
crf.exp.power(sys2, 0.00, 0.905868898, 0.001531423)
## Conditional reliability function (age component=3.0)
crf.exp.power(sys2, 3.0, 0.905868898, 0.001531423)
The Exponential Extension(EE) distribution
Description
Density, distribution function, quantile function and random
generation for the Exponential Extension(EE)
distribution with shape parameter alpha and scale parameter lambda.
Usage
dexp.ext(x, alpha, lambda, log = FALSE)
pexp.ext(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
qexp.ext(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
rexp.ext(n, alpha, lambda)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The Exponential Extension(EE) distribution has density
f(x) = \alpha \lambda \left(1+\lambda x\right)^{\alpha -1} \exp
\left\{1-\left(1+\lambda x\right)^{\alpha } \right\} ;\, x\ge 0, \alpha >0, \lambda >0.
where \alpha and \lambda are the shape and scale
parameters, respectively.
Value
dexp.ext gives the density,
pexp.ext gives the distribution function,
qexp.ext gives the quantile function, and
rexp.ext generates random deviates.
References
Nikulin, M. and Haghighi, F. (2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
See Also
.Random.seed about random number; sexp.ext for ExpExt survival / hazard etc. functions
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04
dexp.ext(sys2, 1.012556e+01, 1.5848e-04, log = FALSE)
pexp.ext(sys2, 1.012556e+01, 1.5848e-04, lower.tail = TRUE, log.p = FALSE)
qexp.ext(0.25, 1.012556e+01, 1.5848e-04, lower.tail=TRUE, log.p = FALSE)
rexp.ext(30, 1.012556e+01, 1.5848e-04)
Survival related functions for the Exponential Extension(EE) distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Exponential Extension(EE)
distribution with shape parameter alpha and scale parameter lambda.
Usage
crf.exp.ext(x, t = 0, alpha, lambda)
hexp.ext(x, alpha, lambda)
hra.exp.ext(x, alpha, lambda)
sexp.ext(x, alpha, lambda)
Arguments
x |
vector of quantiles. |
alpha |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
Value
crf.exp.ext gives the conditional reliability function (crf),
hexp.ext gives the hazard function,
hra.exp.ext gives the hazard rate average (HRA) function, and
sexp.ext gives the survival function for the Exponential Extension(EE) distribution.
References
Nikulin, M. and Haghighi, F.(2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
See Also
dexp.ext for other Exponential Extension(EE) distribution related functions;
Examples
## load data set
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04
## Reliability indicators for data(sys2):
## Reliability function
sexp.ext(sys2, 1.0126e+01, 1.5848e-04)
## Hazard function
hexp.ext(sys2, 1.0126e+01, 1.5848e-04)
## hazard rate average(hra)
hra.exp.ext(sys2, 1.0126e+01, 1.5848e-04)
## Conditional reliability function (age component=0)
crf.exp.ext(sys2, 0.00, 1.0126e+01, 1.5848e-04)
## Conditional reliability function (age component=3.0)
crf.exp.ext(sys2, 3.0, 1.0126e+01, 1.5848e-04)
The Exponential Power distribution
Description
Density, distribution function, quantile function and random
generation for the Exponential Power
distribution with shape parameter alpha and scale parameter lambda.
Usage
dexp.power(x, alpha, lambda, log = FALSE)
pexp.power(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
qexp.power(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
rexp.power(n, alpha, lambda)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The probability density function of exponential power distribution is
f(x; \alpha, \lambda) = \alpha \lambda^\alpha x^{\alpha - 1} e^{\left({\lambda x}\right)^\alpha} \exp\left\{{1 - e^{\left({\lambda x}\right)^\alpha}}\right\};\;(\alpha, \lambda) > 0, x > 0.
where \alpha and \lambda are the shape and scale
parameters, respectively.
Value
dexp.power gives the density,
pexp.power gives the distribution function,
qexp.power gives the quantile function, and
rexp.power generates random deviates.
References
Chen, Z.(1999). Statistical inference about the shape parameter of the exponential power distribution, Journal :Statistical Papers, Vol. 40(4), 459-468.
Pham, H. and Lai, C.D.(2007). On Recent Generalizations of theWeibull Distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
Smith, R.M. and Bain, L.J.(1975). An exponential power life-test distribution, Communications in Statistics - Simulation and Computation, Vol.4(5), 469 - 481
See Also
.Random.seed about random number; sexp.power for Exponential Power distribution survival / hazard etc. functions;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.905868898, lambda.est = 0.001531423
dexp.power(sys2, 0.905868898, 0.001531423, log = FALSE)
pexp.power(sys2, 0.905868898, 0.001531423, lower.tail = TRUE, log.p = FALSE)
qexp.power(0.25, 0.905868898, 0.001531423, lower.tail=TRUE, log.p = FALSE)
rexp.power(30, 0.905868898, 0.001531423)
The Exponentiated Logistic(EL) distribution
Description
Density, distribution function, quantile function and random
generation for the Exponentiated Logistic(EL)
distribution with shape parameter alpha and scale parameter beta.
Usage
dexpo.logistic(x, alpha, beta, log = FALSE)
pexpo.logistic(q, alpha, beta, lower.tail = TRUE, log.p = FALSE)
qexpo.logistic(p, alpha, beta, lower.tail = TRUE, log.p = FALSE)
rexpo.logistic(n, alpha, beta)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
beta |
scale parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The Exponentiated Logistic(EL) distribution has density
f(x; \alpha, \beta) = \frac{\alpha}{\beta} \exp\left(-\frac{x}{\beta}\right)\left\{1+\exp\left(-\frac{x}{\beta}\right)\right\}^{-(\alpha + 1)};\; (\alpha, \beta) > 0, x > 0
where \alpha and \beta are the shape and scale
parameters, respectively.
Value
dexpo.logistic gives the density,
pexpo.logistic gives the distribution function,
qexpo.logistic gives the quantile function, and
rexpo.logistic generates random deviates.
References
Ali, M.M., Pal, M. and Woo, J. (2007). Some Exponentiated Distributions, The Korean Communications in Statistics, 14(1), 93-109.
Shirke, D.T., Kumbhar, R.R. and Kundu, D. (2005). Tolerance intervals for exponentiated scale family of distributions, Journal of Applied Statistics, 32, 1067-1074
See Also
.Random.seed about random number; sexpo.logistic for Exponentiated Logistic(EL) survival / hazard etc. functions
Examples
## Load data sets
data(dataset2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 5.31302, beta.est = 139.04515
dexpo.logistic(dataset2, 5.31302, 139.04515, log = FALSE)
pexpo.logistic(dataset2, 5.31302, 139.04515, lower.tail = TRUE, log.p = FALSE)
qexpo.logistic(0.25, 5.31302, 139.04515, lower.tail=TRUE, log.p = FALSE)
rexpo.logistic(30, 5.31302, 139.04515)
Survival related functions for the Exponentiated Logistic(EL) distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Exponentiated Logistic(EL)
distribution with shape parameter alpha and scale parameter beta.
Usage
crf.expo.logistic(x, t = 0, alpha, beta)
hexpo.logistic(x, alpha, beta)
hra.expo.logistic(x, alpha, beta)
sexpo.logistic(x, alpha, beta)
Arguments
x |
vector of quantiles. |
alpha |
shape parameter. |
beta |
scale parameter. |
t |
age component. |
Value
crf.expo.logistic gives the conditional reliability function (crf),
hexpo.logistic gives the hazard function,
hra.expo.logistic gives the hazard rate average (HRA) function, and
sexpo.logistic gives the survival function for the Exponentiated Logistic(EL) distribution.
References
Ali, M.M., Pal, M. and Woo, J. (2007). Some Exponentiated Distributions, The Korean Communications in Statistics, 14(1), 93-109.
Shirke, D.T., Kumbhar, R.R. and Kundu, D.(2005). Tolerance intervals for exponentiated scale family of distributions, Journal of Applied Statistics, 32, 1067-1074
See Also
dexpo.logistic for other Exponentiated Logistic(EL) distribution related functions;
Examples
## load data set
data(dataset2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 5.31302, beta.est = 139.04515
## Reliability indicators for data(dataset2):
## Reliability function
sexpo.logistic(dataset2, 5.31302, 139.04515)
## Hazard function
hexpo.logistic(dataset2, 5.31302, 139.04515)
## hazard rate average(hra)
hra.expo.logistic(dataset2, 5.31302, 139.04515)
## Conditional reliability function (age component=0)
crf.expo.logistic(dataset2, 0.00, 5.31302, 139.04515)
## Conditional reliability function (age component=3.0)
crf.expo.logistic(dataset2, 3.0, 5.31302, 139.04515)
The Exponentiated Weibull(EW) distribution
Description
Density, distribution function, quantile function and random
generation for the Exponentiated Weibull(EW)
distribution with shape parameters alpha and theta.
Usage
dexpo.weibull(x, alpha, theta, log = FALSE)
pexpo.weibull(q, alpha, theta, lower.tail = TRUE, log.p = FALSE)
qexpo.weibull(p, alpha, theta, lower.tail = TRUE, log.p = FALSE)
rexpo.weibull(n, alpha, theta)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
theta |
shape parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The Exponentiated Weibull(EW) distribution has density
f(x; \alpha, \theta) = \alpha \; \theta \; x^{\alpha - 1} \;
e^{-x^{\alpha}} \left\{1-\exp \left(-x^{\alpha}\right)\right\}^{\theta -1};\; (\alpha, \theta) > 0, x > 0
where \alpha and \theta are the shape and scale
parameters, respectively.
Value
dexpo.weibull gives the density,
pexpo.weibull gives the distribution function,
qexpo.weibull gives the quantile function, and
rexpo.weibull generates random deviates.
References
Mudholkar, G.S. and Srivastava, D.K. (1993). Exponentiated Weibull family for analyzing bathtub failure-rate data, IEEE Transactions on Reliability, 42(2), 299-302.
Murthy, D.N.P., Xie, M. and Jiang, R. (2003). Weibull Models, Wiley, New York.
Nassar, M.M., and Eissa, F. H. (2003). On the Exponentiated Weibull Distribution, Communications in Statistics - Theory and Methods, 32(7), 1317-1336.
See Also
.Random.seed about random number; sexpo.weibull for Exponentiated Weibull(EW) survival / hazard etc. functions
Examples
## Load data sets
data(stress)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est =1.026465, theta.est = 7.824943
dexpo.weibull(stress, 1.026465, 7.824943, log = FALSE)
pexpo.weibull(stress, 1.026465, 7.824943, lower.tail = TRUE, log.p = FALSE)
qexpo.weibull(0.25, 1.026465, 7.824943, lower.tail=TRUE, log.p = FALSE)
rexpo.weibull(30, 1.026465, 7.824943)
Survival related functions for the Exponentiated Weibull(EW) distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Exponentiated Weibull(EW)
distribution with shape parameters alpha and theta.
Usage
crf.expo.weibull(x, t = 0, alpha, theta)
hexpo.weibull(x, alpha, theta)
hra.expo.weibull(x, alpha, theta)
sexpo.weibull(x, alpha, theta)
Arguments
x |
vector of quantiles. |
alpha |
shape parameter. |
theta |
shape parameter. |
t |
age component. |
Value
crf.expo.weibull gives the conditional reliability function (crf),
hexpo.weibull gives the hazard function,
hra.expo.weibull gives the hazard rate average (HRA) function, and
sexpo.weibull gives the survival function for the Exponentiated Weibull(EW) distribution.
References
Mudholkar, G.S. and Srivastava, D.K. (1993). Exponentiated Weibull family for analyzing bathtub failure-rate data, IEEE Transactions on Reliability, 42(2), 299-302.
Murthy, D.N.P., Xie, M. and Jiang, R. (2003). Weibull Models, Wiley, New York.
Nassar, M.M., and Eissa, F. H. (2003). On the Exponentiated Weibull Distribution, Communications in Statistics - Theory and Methods, 32(7), 1317-1336.
See Also
dexpo.weibull for other Exponentiated Weibull(EW) distribution related functions;
Examples
## load data set
data(stress)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est =1.026465, theta.est = 7.824943
## Reliability indicators for data(stress):
## Reliability function
sexpo.weibull(stress, 1.026465, 7.824943)
## Hazard function
hexpo.weibull(stress, 1.026465, 7.824943)
## hazard rate average(hra)
hra.expo.weibull(stress, 1.026465, 7.824943)
## Conditional reliability function (age component=0)
crf.expo.weibull(stress, 0.00, 1.026465, 7.824943)
## Conditional reliability function (age component=3.0)
crf.expo.weibull(stress, 3.0, 1.026465, 7.824943)
The flexible Weibull(FW) distribution
Description
Density, distribution function, quantile function and random
generation for the flexible Weibull(FW)
distribution with parameters alpha and beta.
Usage
dflex.weibull(x, alpha, beta, log = FALSE)
pflex.weibull(q, alpha, beta, lower.tail = TRUE, log.p = FALSE)
qflex.weibull(p, alpha, beta, lower.tail = TRUE, log.p = FALSE)
rflex.weibull(n, alpha, beta)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
parameter. |
beta |
parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The flexible Weibull(FW) distribution has density
f(x) = \left(\alpha + \frac{\beta}{x^2}\right) \exp\left(\alpha \, x - \frac{\beta}{x}\right)\, \exp\left\{-\exp\left(\alpha x - \frac{\beta}{x}\right)\right\};\, x \ge 0, \alpha > 0, \beta > 0.
where \alpha and \beta are the shape and scale
parameters, respectively.
Value
dflex.weibull gives the density,
pflex.weibull gives the distribution function,
qflex.weibull gives the quantile function, and
rflex.weibull generates random deviates.
References
Bebbington, M., Lai, C.D. and Zitikis, R. (2007). A flexible Weibull extension, Reliability Engineering and System Safety, 92, 719-726.
See Also
.Random.seed about random number; sflex.weibull for flexible Weibull(FW) survival / hazard etc. functions
Examples
## Load data sets
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 0.07077507, beta.est = 1.13181535
dflex.weibull(repairtimes, 0.07077507, 1.13181535, log = FALSE)
pflex.weibull(repairtimes, 0.07077507, 1.13181535, lower.tail = TRUE, log.p = FALSE)
qflex.weibull(0.25, 0.07077507, 1.13181535, lower.tail=TRUE, log.p = FALSE)
rflex.weibull(30, 0.07077507, 1.13181535)
Survival related functions for the flexible Weibull(FW) distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the flexible Weibull(FW)
distribution with parameters alpha and beta.
Usage
crf.flex.weibull(x, t = 0, alpha, beta)
hflex.weibull(x, alpha, beta)
hra.flex.weibull(x, alpha, beta)
sflex.weibull(x, alpha, beta)
Arguments
x |
vector of quantiles. |
alpha |
parameter. |
beta |
parameter. |
t |
age component. |
Value
crf.flex.weibull gives the conditional reliability function (crf),
hflex.weibull gives the hazard function,
hra.flex.weibull gives the hazard rate average (HRA) function, and
sflex.weibull gives the survival function for the flexible Weibull(FW) distribution.
References
Bebbington, M., Lai, C.D. and Zitikis, R. (2007). A flexible Weibull extension, Reliability Engineering and System Safety, 92, 719-726.
See Also
dflex.weibull for other flexible Weibull(FW) distribution related functions;
Examples
## load data set
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 0.07077507, beta.est = 1.13181535
## Reliability indicators for data(repairtimes):
## Reliability function
sflex.weibull(repairtimes, 0.07077507, 1.13181535)
## Hazard function
hflex.weibull(repairtimes, 0.07077507, 1.13181535)
## hazard rate average(hra)
hra.flex.weibull(repairtimes, 0.07077507, 1.13181535)
## Conditional reliability function (age component=0)
crf.flex.weibull(repairtimes, 0.00, 0.07077507, 1.13181535)
## Conditional reliability function (age component=3.0)
crf.flex.weibull(repairtimes, 3.0, 0.07077507, 1.13181535)
The generalized power Weibull(GPW) distribution
Description
Density, distribution function, quantile function and random
generation for the generalized power Weibull(GPW)
distribution with shape parameters alpha and theta.
Usage
dgp.weibull(x, alpha, theta, log = FALSE)
pgp.weibull(q, alpha, theta, lower.tail = TRUE, log.p = FALSE)
qgp.weibull(p, alpha, theta, lower.tail = TRUE, log.p = FALSE)
rgp.weibull(n, alpha, theta)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
theta |
shape parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The generalized power Weibull(GPW) distribution has density
f(x) = \alpha \theta x^{\alpha -1} \left(1 + x^{\alpha} \right)^{\theta - 1} \exp\left\{1-\left(1+x^{\alpha}\right)^{\theta}\right\};\, x \ge 0, \alpha > 0, \theta > 0.
where \alpha and \theta are the shape and scale
parameters, respectively.
Value
dgp.weibull gives the density,
pgp.weibull gives the distribution function,
qgp.weibull gives the quantile function, and
rgp.weibull generates random deviates.
References
Nikulin, M. and Haghighi, F. (2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
Pham, H. and Lai, C.D. (2007). On recent generalizations of the Weibull distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
See Also
.Random.seed about random number; sgp.weibull for generalized power Weibull(GPW) survival / hazard etc. functions
Examples
## Load data sets
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est = 1.566093, theta.est = 0.355321
dgp.weibull(repairtimes, 1.566093, 0.355321, log = FALSE)
pgp.weibull(repairtimes, 1.566093, 0.355321, lower.tail = TRUE, log.p = FALSE)
qgp.weibull(0.25, 1.566093, 0.355321, lower.tail=TRUE, log.p = FALSE)
rgp.weibull(30, 1.566093, 0.355321)
Survival related functions for the generalized power Weibull(GPW) distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the generalized power Weibull(GPW)
distribution with shape parameters alpha and theta.
Usage
crf.gp.weibull(x, t = 0, alpha, theta)
hgp.weibull(x, alpha, theta)
hra.gp.weibull(x, alpha, theta)
sgp.weibull(x, alpha, theta)
Arguments
x |
vector of quantiles. |
alpha |
shape parameter. |
theta |
shape parameter. |
t |
age component. |
Value
crf.gp.weibull gives the conditional reliability function (crf),
hgp.weibull gives the hazard function,
hra.gp.weibull gives the hazard rate average (HRA) function, and
sgp.weibull gives the survival function for the generalized power Weibull(GPW) distribution.
References
Nikulin, M. and Haghighi, F.(2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
Pham, H. and Lai, C.D.(2007). On recent generalizations of the Weibull distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
See Also
dgp.weibull for other generalized power Weibull(GPW) distribution related functions;
Examples
## load data set
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est = 1.566093, theta.est = 0.355321
## Reliability indicators for data(repairtimes):
## Reliability function
sgp.weibull(repairtimes, 1.566093, 0.355321)
## Hazard function
hgp.weibull(repairtimes, 1.566093, 0.355321)
## hazard rate average(hra)
hra.gp.weibull(repairtimes, 1.566093, 0.355321)
## Conditional reliability function (age component=0)
crf.gp.weibull(repairtimes, 0.00, 1.566093, 0.355321)
## Conditional reliability function (age component=3.0)
crf.gp.weibull(repairtimes, 3.0, 1.566093, 0.355321)
The Generalized Exponential (GE) distribution
Description
Density, distribution function, quantile function and random
generation for the Generalized Exponential (GE)
distribution with shape parameter alpha and scale parameter lambda.
Usage
dgen.exp(x, alpha, lambda, log = FALSE)
pgen.exp(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
qgen.exp(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
rgen.exp(n, alpha, lambda)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The generalized exponential distribution has density
f(x; \alpha, \lambda) = \alpha \lambda x\; e^{-\lambda x} \; \left\{1-e^{-\lambda x} \right\}^{\alpha -1};\; (\alpha, \lambda) > 0, x > 0.
where \alpha and \lambda are the shape and scale
parameters, respectively.
Value
dgen.exp gives the density,
pgen.exp gives the distribution function,
qgen.exp gives the quantile function, and
rgen.exp generates random deviates.
References
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions. Biometrical Journal, 43(1), 117 - 130.
Gupta, R. D. and Kundu, D. (1999). Generalized exponential distributions. Australian and New Zealand Journal of Statistics, 41(2), 173 - 188.
See Also
.Random.seed about random number; sgen.exp for GE survival / hazard etc. functions
Examples
## Load data set
data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 5.28321139, lambda.est = 0.03229609
dgen.exp(bearings, 5.28321139, 0.03229609, log = FALSE)
pgen.exp(bearings, 5.28321139, 0.03229609, lower.tail = TRUE,
log.p = FALSE)
qgen.exp(0.25, 5.28321139, 0.03229609, lower.tail = TRUE, log.p = FALSE)
rgen.exp(10, 5.28321139, 0.03229609)
Survival related functions for the Generalized Exponential (GE) distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Generalized Exponential (GE)
distribution with shape parameter alpha and scale parameter lambda.
Usage
crf.gen.exp(x, t = 0, alpha, lambda)
hgen.exp(x, alpha, lambda)
hra.gen.exp(x, alpha, lambda)
sgen.exp(x, alpha, lambda)
Arguments
x |
vector of quantiles. |
alpha |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
Value
crf.gen.exp gives the conditional reliability function (crf),
hgen.exp gives the hazard function,
hra.gen.exp gives the hazard rate average (HRA) function, and
sgen.exp gives the survival function for the GE distribution.
References
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions. Biometrical Journal, 43(1), 117 - 130.
Gupta, R. D. and Kundu, D. (1999). Generalized exponential distributions. Australian and New Zealand Journal of Statistics, 41(2), 173 - 188.
See Also
dgen.exp for other GE distribution related functions;
Examples
## load data set
data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 5.28321139, lambda.est = 0.03229609
sgen.exp(bearings, 5.28321139, 0.03229609)
hgen.exp(bearings, 5.28321139, 0.03229609)
hra.gen.exp(bearings, 5.28321139, 0.03229609)
crf.gen.exp(bearings, 20.0, 5.28321139, 0.03229609)
The Gompertz distribution
Description
Density, distribution function, quantile function and random
generation for the Gompertz
distribution with shape parameter alpha and scale parameter theta.
Usage
dgompertz(x, alpha, theta, log = FALSE)
pgompertz(q, alpha, theta, lower.tail = TRUE, log.p = FALSE)
qgompertz(p, alpha, theta, lower.tail = TRUE, log.p = FALSE)
rgompertz(n, alpha, theta)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
theta |
scale parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The Gompertz distribution has density
f(x) = \theta e^{\alpha x} \exp\left\{\frac{\theta}{\alpha}\left(1 - e^{\alpha x}\right)\right\};\, x \ge 0, \theta > 0, -\infty < \alpha < \infty.
where \alpha and \theta are the shape and scale
parameters, respectively.
Value
dgompertz gives the density,
pgompertz gives the distribution function,
qgompertz gives the quantile function, and
rgompertz generates random deviates.
References
Marshall, A. W., Olkin, I. (2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
See Also
.Random.seed about random number; sgompertz for Gompertz survival / hazard etc. functions
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est = 0.00121307, theta.est = 0.00173329
dgompertz(sys2, 0.00121307, 0.00173329, log = FALSE)
pgompertz(sys2, 0.00121307, 0.00173329, lower.tail = TRUE, log.p = FALSE)
qgompertz(0.25, 0.00121307, 0.00173329, lower.tail=TRUE, log.p = FALSE)
rgompertz(30, 0.00121307, 0.00173329)
Survival related functions for the Gompertz distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Gompertz
distribution with shape parameter alpha and scale parameter theta.
Usage
crf.gompertz(x, t = 0, alpha, theta)
hgompertz(x, alpha, theta)
hra.gompertz(x, alpha, theta)
sgompertz(x, alpha, theta)
Arguments
x |
vector of quantiles. |
alpha |
shape parameter. |
theta |
scale parameter. |
t |
age component. |
Value
crf.gompertz gives the conditional reliability function (crf),
hgompertz gives the hazard function,
hra.gompertz gives the hazard rate average (HRA) function, and
sgompertz gives the survival function for the Gompertz distribution.
References
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
See Also
dgompertz for other Gompertz distribution related functions;
Examples
## load data set
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est = 0.00121307, theta.est = 0.00173329
## Reliability indicators for data(sys2):
## Reliability function
sgompertz(sys2, 0.00121307, 0.00173329)
## Hazard function
hgompertz(sys2, 0.00121307, 0.00173329)
## hazard rate average(hra)
hra.gompertz(sys2, 0.00121307, 0.00173329)
## Conditional reliability function (age component=0)
crf.gompertz(sys2, 0.00, 0.00121307, 0.00173329)
## Conditional reliability function (age component=3.0)
crf.gompertz(sys2, 3.0, 0.00121307, 0.00173329)
The Gumbel distribution
Description
Density, distribution function, quantile function and random
generation for the Gumbel
distribution with location parameter mu and scale parameter sigma.
Usage
dgumbel(x, mu, sigma, log = FALSE)
pgumbel(q, mu, sigma, lower.tail = TRUE, log.p = FALSE)
qgumbel(p, mu, sigma, lower.tail = TRUE, log.p = FALSE)
rgumbel(n, mu, sigma)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
mu |
location parameter. |
sigma |
scale parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The Gumbel distribution has density
f(x) = \frac{1}{\sigma} \; \exp\left\{-\left(\frac{x-\mu}{\sigma}\right)\right\} \; \exp\left[-\exp\left\{-\left(\frac{x-\mu}{\sigma}\right)\right\}\right];\, -\infty < x < \infty, \sigma > 0.
where \mu and \sigma are the shape and scale
parameters, respectively.
Value
dgumbel gives the density,
pgumbel gives the distribution function,
qgumbel gives the quantile function, and
rgumbel generates random deviates.
References
Marshall, A. W., Olkin, I. (2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
See Also
.Random.seed about random number; sgumbel for Gumbel survival / hazard etc. functions
Examples
## Load data sets
data(dataset2)
## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2)
## Estimates of mu & sigma using 'maxLik' package
## mu.est = 212.157, sigma.est = 151.768
dgumbel(dataset2, 212.157, 151.768, log = FALSE)
pgumbel(dataset2, 212.157, 151.768, lower.tail = TRUE, log.p = FALSE)
qgumbel(0.25, 212.157, 151.768, lower.tail=TRUE, log.p = FALSE)
rgumbel(30, 212.157, 151.768)
Survival related functions for the Gumbel distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Gumbel
distribution with location parameter mu and scale parameter sigma.
Usage
crf.gumbel(x, t = 0, mu, sigma)
hgumbel(x, mu, sigma)
hra.gumbel(x, mu, sigma)
sgumbel(x, mu, sigma)
Arguments
x |
vector of quantiles. |
mu |
location parameter. |
sigma |
scale parameter. |
t |
age component. |
Value
crf.gumbel gives the conditional reliability function (crf),
hgumbel gives the hazard function,
hra.gumbel gives the hazard rate average (HRA) function, and
sgumbel gives the survival function for the Gumbel distribution.
References
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
See Also
dgumbel for other Gumbel distribution related functions;
Examples
## load data set
data(dataset2)
## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2)
## Estimates of mu & sigma using 'maxLik' package
## mu.est = 212.157, sigma.est = 151.768
## Reliability indicators for data(dataset2):
## Reliability function
sgumbel(dataset2, 212.157, 151.768)
## Hazard function
hgumbel(dataset2, 212.157, 151.768)
## hazard rate average(hra)
hra.gumbel(dataset2, 212.157, 151.768)
## Conditional reliability function (age component=0)
crf.gumbel(dataset2, 0.00, 212.157, 151.768)
## Conditional reliability function (age component=3.0)
crf.gumbel(dataset2, 3.0, 212.157, 151.768)
The Inverse Generalized Exponential(IGE) distribution
Description
Density, distribution function, quantile function and random
generation for the Inverse Generalized Exponential(IGE)
distribution with shape parameter alpha and scale parameter lambda.
Usage
dinv.genexp(x, alpha, lambda, log = FALSE)
pinv.genexp(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
qinv.genexp(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
rinv.genexp(n, alpha, lambda)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The Inverse Generalized Exponential(IGE) distribution has density
f(x; \alpha, \lambda) = \frac{\alpha \; \lambda}{x^2}\; e^{-\lambda /x} \; \left\{1-e^{-\lambda /x}\right\}^{\alpha - 1};\; (\alpha, \lambda) > 0, x > 0
where \alpha and \lambda are the shape and scale
parameters, respectively.
Value
dinv.genexp gives the density,
pinv.genexp gives the distribution function,
qinv.genexp gives the quantile function, and
rinv.genexp generates random deviates.
References
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions, Biometrical Journal, 43(1), 117-130.
Gupta, R.D. and Kundu, D. (2007). Generalized exponential distribution: Existing results and some recent development, Journal of Statistical Planning and Inference. 137, 3537-3547.
See Also
.Random.seed about random number; sinv.genexp for Inverse Generalized Exponential(IGE) survival / hazard etc. functions
Examples
## Load data sets
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.097807, lambda.est = 1.206889
dinv.genexp(repairtimes, 1.097807, 1.206889, log = FALSE)
pinv.genexp(repairtimes, 1.097807, 1.206889, lower.tail = TRUE, log.p = FALSE)
qinv.genexp(0.25, 1.097807, 1.206889, lower.tail=TRUE, log.p = FALSE)
rinv.genexp(30, 1.097807, 1.206889)
Survival related functions for the Inverse Generalized Exponential(IGE) distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Inverse Generalized Exponential(IGE)
distribution with shape parameter alpha and scale parameter lambda.
Usage
crf.inv.genexp(x, t = 0, alpha, lambda)
hinv.genexp(x, alpha, lambda)
hra.inv.genexp(x, alpha, lambda)
sinv.genexp(x, alpha, lambda)
Arguments
x |
vector of quantiles. |
alpha |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
Value
crf.inv.genexp gives the conditional reliability function (crf),
hinv.genexp gives the hazard function,
hra.inv.genexp gives the hazard rate average (HRA) function, and
sinv.genexp gives the survival function for the Inverse Generalized Exponential(IGE) distribution.
References
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions, Biometrical Journal, 43(1), 117-130.
Gupta, R.D. and Kundu, D., (2007). Generalized exponential distribution: Existing results and some recent development, Journal of Statistical Planning and Inference. 137, 3537-3547.
See Also
dinv.genexp for other Inverse Generalized Exponential(IGE) distribution related functions;
Examples
## load data set
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.097807, lambda.est = 1.206889
## Reliability indicators for data(repairtimes):
## Reliability function
sinv.genexp(repairtimes, 1.097807, 1.206889)
## Hazard function
hinv.genexp(repairtimes, 1.097807, 1.206889)
## hazard rate average(hra)
hra.inv.genexp(repairtimes, 1.097807, 1.206889)
## Conditional reliability function (age component=0)
crf.inv.genexp(repairtimes, 0.00, 1.097807, 1.206889)
## Conditional reliability function (age component=3.0)
crf.inv.genexp(repairtimes, 3.0, 1.097807, 1.206889)
The linear failure rate(LFR) distribution
Description
Density, distribution function, quantile function and random
generation for the linear failure rate(LFR)
distribution with parameters alpha and beta.
Usage
dlfr(x, alpha, beta, log = FALSE)
plfr(q, alpha, beta, lower.tail = TRUE, log.p = FALSE)
qlfr(p, alpha, beta, lower.tail = TRUE, log.p = FALSE)
rlfr(n, alpha, beta)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
parameter. |
beta |
parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The linear failure rate(LFR) distribution has density
f(x) = \left(\alpha + \beta x\right)\; \exp\left\{-\left(\alpha x + \frac{\beta x^2}{2}\right)\right\};\, x \ge 0, \alpha > 0, \beta > 0.
where \alpha and \beta are the shape and scale
parameters, respectively.
Value
dlfr gives the density,
plfr gives the distribution function,
qlfr gives the quantile function, and
rlfr generates random deviates.
References
Bain, L.J. (1974). Analysis for the Linear Failure-Rate Life-Testing Distribution, Technometrics, 16(4), 551 - 559.
Lawless, J.F.(2003). Statistical Models and Methods for Lifetime Data, John Wiley and Sons, New York.
Sen, A. and Bhattacharya, G.K.(1995). Inference procedure for the linear failure rate mode, Journal of Statistical Planning and Inference, 46, 59-76.
See Also
.Random.seed about random number; slfr for linear failure rate(LFR) survival / hazard etc. functions
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 1.77773e-03, beta.est = 2.77764e-06
dlfr(sys2, 1.777673e-03, 2.777640e-06, log = FALSE)
plfr(sys2, 1.777673e-03, 2.777640e-06, lower.tail = TRUE, log.p = FALSE)
qlfr(0.25, 1.777673e-03, 2.777640e-06, lower.tail=TRUE, log.p = FALSE)
rlfr(30, 1.777673e-03, 2.777640e-06)
Survival related functions for the linear failure rate(LFR) distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the linear failure rate(LFR)
distribution with parameters alpha and beta.
Usage
crf.lfr(x, t = 0, alpha, beta)
hlfr(x, alpha, beta)
hra.lfr(x, alpha, beta)
slfr(x, alpha, beta)
Arguments
x |
vector of quantiles. |
alpha |
parameter. |
beta |
parameter. |
t |
age component. |
Value
crf.lfr gives the conditional reliability function (crf),
hlfr gives the hazard function,
hra.lfr gives the hazard rate average (HRA) function, and
slfr gives the survival function for the linear failure rate(LFR) distribution.
References
Bain, L.J. (1974). Analysis for the Linear Failure-Rate Life-Testing Distribution, Technometrics, 16(4), 551 - 559.
Lawless, J.F.(2003). Statistical Models and Methods for Lifetime Data, John Wiley and Sons, New York.
Sen, A. and Bhattacharya, G.K.(1995). Inference procedure for the linear failure rate mode, Journal of Statistical Planning and Inference, 46, 59-76.
See Also
dlfr for other linear failure rate(LFR) distribution related functions;
Examples
## load data set
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 1.77773e-03, beta.est = 2.77764e-06
## Reliability indicators for data(sys2):
## Reliability function
slfr(sys2, 1.777673e-03, 2.777640e-06)
## Hazard function
hlfr(sys2, 1.777673e-03, 2.777640e-06)
## hazard rate average(hra)
hra.lfr(sys2, 1.777673e-03, 2.777640e-06)
## Conditional reliability function (age component=0)
crf.lfr(sys2, 0.00, 1.777673e-03, 2.777640e-06)
## Conditional reliability function (age component=3.0)
crf.lfr(sys2, 3.0, 1.777673e-03, 2.777640e-06)
The log-gamma(LG) distribution
Description
Density, distribution function, quantile function and random
generation for the log-gamma(LG)
distribution with parameters alpha and lambda.
Usage
dlog.gamma(x, alpha, lambda, log = FALSE)
plog.gamma(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
qlog.gamma(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
rlog.gamma(n, alpha, lambda)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
parameter. |
lambda |
parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The log-gamma(LG) distribution has density
f(x; \alpha, \lambda) = \alpha \lambda \exp\left\{\lambda x\right\} \exp\left\{-\alpha \exp{\lambda x}\right\};\; (\alpha, \lambda) > 0, x > 0
where \alpha and \lambda are the
parameters, respectively.
Value
dlog.gamma gives the density,
plog.gamma gives the distribution function,
qlog.gamma gives the quantile function, and
rlog.gamma generates random deviates.
References
Klugman, S., Panjer, H. and Willmot, G. (2004). Loss Models: From Data to Decisions, 2nd ed., New York, Wiley.
Lawless, J. F., (2003). Statistical Models and Methods for Lifetime Data, 2nd ed., John Wiley and Sons, New York.
See Also
.Random.seed about random number; slog.gamma for ExpExt survival / hazard etc. functions
Examples
## Load data sets
data(conductors)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 0.0088741, lambda.est = 0.6059935
dlog.gamma(conductors, 0.0088741, 0.6059935, log = FALSE)
plog.gamma(conductors, 0.0088741, 0.6059935, lower.tail = TRUE, log.p = FALSE)
qlog.gamma(0.25, 0.0088741, 0.6059935, lower.tail=TRUE, log.p = FALSE)
rlog.gamma(30, 0.0088741, 0.6059935)
Survival related functions for the log-gamma(LG) distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the log-gamma(LG)
distribution with shape parameters alpha and lambda.
Usage
crf.log.gamma(x, t = 0, alpha, lambda)
hlog.gamma(x, alpha, lambda)
hra.log.gamma(x, alpha, lambda)
slog.gamma(x, alpha, lambda)
Arguments
x |
vector of quantiles. |
alpha |
parameter. |
lambda |
parameter. |
t |
age component. |
Value
crf.log.gamma gives the conditional reliability function (crf),
hlog.gamma gives the hazard function,
hra.log.gamma gives the hazard rate average (HRA) function, and
slog.gamma gives the survival function for the log-gamma(LG) distribution.
References
Klugman, S., Panjer, H. and Willmot, G. (2004). Loss Models: From Data to Decisions, 2nd ed., New York, Wiley.
Lawless, J. F., (2003). Statistical Models and Methods for Lifetime Data, 2nd ed., John Wiley and Sons, New York.
See Also
dlog.gamma for other log-gamma(LG) distribution related functions;
Examples
## load data set
data(conductors)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 0.0088741, lambda.est = 0.6059935
## Reliability indicators for data(conductors):
## Reliability function
slog.gamma(conductors, 0.0088741, 0.6059935)
## Hazard function
hlog.gamma(conductors, 0.0088741, 0.6059935)
## hazard rate average(hra)
hra.log.gamma(conductors, 0.0088741, 0.6059935)
## Conditional reliability function (age component=0)
crf.log.gamma(conductors, 0.00, 0.0088741, 0.6059935)
## Conditional reliability function (age component=3.0)
crf.log.gamma(conductors, 3.0, 0.0088741, 0.6059935)
The Logistic-Exponential(LE) distribution
Description
Density, distribution function, quantile function and random
generation for the Logistic-Exponential(LE)
distribution with shape parameter alpha and scale parameter lambda.
Usage
dlogis.exp(x, alpha, lambda, log = FALSE)
plogis.exp(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
qlogis.exp(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
rlogis.exp(n, alpha, lambda)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The Logistic-Exponential(LE) distribution has density
f(x) = \frac{\lambda \; \alpha \; e^{\lambda x} \left(e^{\lambda x} -1\right)^{\alpha -1} }{\left\{1+\left(e^{\lambda x} -1\right)^{\alpha } \right\}^2 };\, x\ge 0,\; \alpha >0,\; \lambda >0.
where \alpha and \lambda are the shape and scale
parameters, respectively.
Value
dlogis.exp gives the density,
plogis.exp gives the distribution function,
qlogis.exp gives the quantile function, and
rlogis.exp generates random deviates.
References
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
See Also
.Random.seed about random number; slogis.exp for ExpExt survival / hazard etc. functions
Examples
## Load data sets
data(bearings)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 2.36754, lambda.est = 0.01059
dlogis.exp(bearings, 2.36754, 0.01059, log = FALSE)
plogis.exp(bearings, 2.36754, 0.01059, lower.tail = TRUE, log.p = FALSE)
qlogis.exp(0.25, 2.36754, 0.01059, lower.tail=TRUE, log.p = FALSE)
rlogis.exp(30, 2.36754, 0.01059)
Survival related functions for the Logistic-Exponential(LE) distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Logistic-Exponential(LE)
distribution with shape parameter alpha and scale parameter lambda.
Usage
crf.logis.exp(x, t = 0, alpha, lambda)
hlogis.exp(x, alpha, lambda)
hra.logis.exp(x, alpha, lambda)
slogis.exp(x, alpha, lambda)
Arguments
x |
vector of quantiles. |
alpha |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
Value
crf.logis.exp gives the conditional reliability function (crf),
hlogis.exp gives the hazard function,
hra.logis.exp gives the hazard rate average (HRA) function, and
slogis.exp gives the survival function for the Logistic-Exponential(LE) distribution.
References
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
See Also
dlogis.exp for other Logistic-Exponential(LE) distribution related functions;
Examples
## load data set
data(bearings)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 2.36754, lambda.est = 0.01059
## Reliability indicators for data(bearings):
## Reliability function
slogis.exp(bearings, 2.36754, 0.01059)
## Hazard function
hlogis.exp(bearings, 2.36754, 0.01059)
## hazard rate average(hra)
hra.logis.exp(bearings, 2.36754, 0.01059)
## Conditional reliability function (age component=0)
crf.logis.exp(bearings, 0.00, 2.36754, 0.01059)
## Conditional reliability function (age component=3.0)
crf.logis.exp(bearings, 3.0, 2.36754, 0.01059)
The Logistic-Rayleigh(LR) distribution
Description
Density, distribution function, quantile function and random
generation for the Logistic-Rayleigh(LR)
distribution with shape parameter alpha and scale parameter lambda.
Usage
dlogis.rayleigh(x, alpha, lambda, log = FALSE)
plogis.rayleigh(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
qlogis.rayleigh(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
rlogis.rayleigh(n, alpha, lambda)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The cummulative distribution function(cdf) of Logistic-Rayleigh(LR) is given by
F(x) = 1 - \frac{1}{1+\left(e^{(\lambda x^2 / 2)} - 1\right)^{\alpha}};\, x \ge 0, \alpha > 0, \lambda > 0.
where \alpha and \lambda are the shape and scale
parameters, respectively.
Value
dlogis.rayleigh gives the density,
plogis.rayleigh gives the distribution function,
qlogis.rayleigh gives the quantile function, and
rlogis.rayleigh generates random deviates.
References
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
See Also
.Random.seed about random number; slogis.rayleigh for ExpExt survival / hazard etc. functions
Examples
## Load data sets
data(stress)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.4779388, lambda.est = 0.2141343
dlogis.rayleigh(stress, 1.4779388, 0.2141343, log = FALSE)
plogis.rayleigh(stress, 1.4779388, 0.2141343, lower.tail = TRUE, log.p = FALSE)
qlogis.rayleigh(0.25, 1.4779388, 0.2141343, lower.tail=TRUE, log.p = FALSE)
rlogis.rayleigh(30, 1.4779388, 0.2141343)
Survival related functions for the Logistic-Rayleigh(LR) distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Logistic-Rayleigh(LR)
distribution with shape parameter alpha and scale parameter lambda.
Usage
crf.logis.rayleigh(x, t = 0, alpha, lambda)
hlogis.rayleigh(x, alpha, lambda)
hra.logis.rayleigh(x, alpha, lambda)
slogis.rayleigh(x, alpha, lambda)
Arguments
x |
vector of quantiles. |
alpha |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
Value
crf.logis.rayleigh gives the conditional reliability function (crf),
hlogis.rayleigh gives the hazard function,
hra.logis.rayleigh gives the hazard rate average (HRA) function, and
slogis.rayleigh gives the survival function for the Logistic-Rayleigh(LR) distribution.
References
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
See Also
dlogis.rayleigh for other Logistic-Rayleigh(LR) distribution related functions;
Examples
## load data set
data(stress)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.4779388, lambda.est = 0.2141343
## Reliability indicators for data(stress):
## Reliability function
slogis.rayleigh(stress, 1.4779388, 0.2141343)
## Hazard function
hlogis.rayleigh(stress, 1.4779388, 0.2141343)
## hazard rate average(hra)
hra.logis.rayleigh(stress, 1.4779388, 0.2141343)
## Conditional reliability function (age component=0)
crf.logis.rayleigh(stress, 0.00, 1.4779388, 0.2141343)
## Conditional reliability function (age component=3.0)
crf.logis.rayleigh(stress, 3.0, 1.4779388, 0.2141343)
The Loglog distribution
Description
Density, distribution function, quantile function and random
generation for the Loglog
distribution with shape parameter alpha and scale parameter lambda.
Usage
dloglog(x, alpha, lambda, log = FALSE)
ploglog(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
qloglog(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
rloglog(n, alpha, lambda)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
scale parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The loglog(Pham) distribution has density
f(x) = \alpha \ln \left(\lambda\right) x^{\alpha - 1} \lambda^{x^\alpha} \exp\left\{{1 - \lambda ^{x^\alpha}}\right\};\; x > 0, \lambda > 0, \alpha > 0
where \alpha and \lambda are the shape and scale
parameters, respectively. (Pham, 2002)
Value
dloglog gives the density,
ploglog gives the distribution function,
qloglog gives the quantile function, and
rloglog generates random deviates.
References
Pham, H.(2002). A Vtub-Shaped Hazard Rate Function with Applications to System Safety, International Journal of Reliability and Applications. ,Vol. 3, No. l, pp. 1-16.
Pham, H.(2006). System Software Reliability, Springer-Verlag.
See Also
.Random.seed about random number; sloglog for Loglog survival / hazard etc. functions;
Examples
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.9058689 lambda.est = 1.0028228
dloglog(sys2, 0.9058689, 1.0028228, log = FALSE)
ploglog(sys2, 0.9058689, 1.0028228, lower.tail = TRUE, log.p = FALSE)
qloglog(0.25, 0.9058689, 1.0028228, lower.tail=TRUE, log.p = FALSE)
rloglog(30, 0.9058689, 1.0028228)
Survival related functions for the Loglog distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Loglog
distribution with shape parameter alpha and scale parameter lambda.
Usage
crf.loglog(x, t = 0, alpha, lambda)
hloglog(x, alpha, lambda)
hra.loglog(x, alpha, lambda)
sloglog(x, alpha, lambda)
Arguments
x |
vector of quantiles. |
alpha |
shape parameter. |
lambda |
scale parameter. |
t |
age component. |
Value
crf.loglog gives the conditional reliability function (crf),
hloglog gives the hazard function,
hra.loglog gives the hazard rate average (HRA) function, and
sloglog gives the survival function for the Loglog distribution.
References
Pham, H.(2002). A Vtub-Shaped Hazard Rate Function with Applications to System Safety, International Journal of Reliability and Applications. ,Vol. 3, No. l, pp. 1-16.
Pham, H.(2006). System Software Reliability, Springer-Verlag.
See Also
dloglog for other Loglog(Pham) distribution related functions;
Examples
## load data set
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.9058689 lambda.est = 1.0028228
## Reliability indicators for data(sys2):
## Reliability function
sloglog(sys2, 0.9058689, 1.0028228)
## Hazard function
hloglog(sys2, 0.9058689, 1.0028228)
## hazard rate average(hra)
hra.loglog(sys2, 0.9058689, 1.0028228)
## Conditional reliability function (age component=0)
crf.loglog(sys2, 0.00, 0.9058689, 1.0028228)
## Conditional reliability function (age component=3.0)
crf.loglog(sys2, 3.0, 0.9058689, 1.0028228)
The Marshall-Olkin Extended Exponential (MOEE) distribution
Description
Density, distribution function, quantile function and random
generation for the Marshall-Olkin Extended Exponential (MOEE)
distribution with tilt parameter alpha and scale parameter lambda.
Usage
dmoee(x, alpha, lambda, log = FALSE)
pmoee(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
qmoee(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
rmoee(n, alpha, lambda)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
tilt parameter. |
lambda |
scale parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The Marshall-Olkin extended exponential (MOEE) distribution has density
f(x; \alpha, \lambda) = \frac{\alpha \lambda e^{-\lambda x}}{\left\{1-(1-\alpha) e^{-\lambda x} \right\}^2};\, x > 0, \lambda > 0, \alpha > 0
where \alpha and \lambda are the tilt and scale
parameters, respectively.
Value
dmoee gives the density,
pmoee gives the distribution function,
qmoee gives the quantile function, and
rmoee generates random deviates.
References
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
See Also
.Random.seed about random number; smoee for MOEE survival / hazard etc. functions
Examples
## Load data sets
data(stress)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 75.67982, lambda.est = 1.67576
dmoee(stress, 75.67982, 1.67576, log = FALSE)
pmoee(stress, 75.67982, 1.67576, lower.tail = TRUE,
log.p = FALSE)
qmoee(0.25, 0.4, 2.0, lower.tail = TRUE, log.p = FALSE)
rmoee(10, 75.67982, 1.67576)
Survival related functions for the Marshall-Olkin Extended Exponential (MOEE) distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Marshall-Olkin Extended Exponential (MOEE)
distribution with tilt parameter alpha and scale parameter lambda.
Usage
crf.moee(x, t = 0, alpha, lambda)
hmoee(x, alpha, lambda)
hra.moee(x, alpha, lambda)
smoee(x, alpha, lambda)
Arguments
x |
vector of quantiles. |
alpha |
tilt parameter. |
lambda |
scale parameter. |
t |
age component. |
Value
crf.moee gives the conditional reliability function (crf),
hmoee gives the hazard function,
hra.moee gives the hazard rate average (HRA) function, and
smoee gives the survival function for the MOEE distribution.
References
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
See Also
dmoee for other MOEE distribution related functions;
Examples
## Load data sets
data(stress)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 75.67982, lambda.est = 1.67576
smoee(stress, 75.67982, 1.67576)
hmoee(stress, 75.67982, 1.67576)
hra.moee(stress, 75.67982, 1.67576)
crf.moee(stress, 3.00, 75.67982, 1.67576)
The Marshall-Olkin Extended Weibull (MOEW) distribution
Description
Density, distribution function, quantile function and random
generation for the Marshall-Olkin Extended Weibull (MOEW)
distribution with tilt parameter alpha and scale parameter lambda.
Usage
dmoew(x, alpha, lambda, log = FALSE)
pmoew(q, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
qmoew(p, alpha, lambda, lower.tail = TRUE, log.p = FALSE)
rmoew(n, alpha, lambda)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
lambda |
tilt parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The Marshall-Olkin extended Weibull (MOEW) distribution has density
f(x) = \frac{{\lambda \alpha x^{\alpha - 1} \exp\left({-x^\alpha}\right)}}{{\left\{{1 - (1 - \lambda)\;\exp\left({-x^\alpha}\right)}\right\}^2}};\, x > 0, \lambda > 0, \alpha > 0
where \alpha and \lambda are the tilt and scale
parameters, respectively.
Value
dmoew gives the density,
pmoew gives the distribution function,
qmoew gives the quantile function, and
rmoew generates random deviates.
References
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the Weibull and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
See Also
.Random.seed about random number; smoew for MOEW survival / hazard etc. functions;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.3035937, lambda.est = 279.2177754
dmoew(sys2, 0.3035937, 279.2177754, log = FALSE)
pmoew(sys2, 0.3035937, 279.2177754, lower.tail = TRUE, log.p = FALSE)
qmoew(0.25, 0.3035937, 279.2177754, lower.tail=TRUE, log.p = FALSE)
rmoew(50, 0.3035937, 279.2177754)
Survival related functions for the Marshall-Olkin Extended Weibull (MOEW) distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Marshall-Olkin Extended Weibull (MOEW)
distribution with tilt parameter alpha and scale parameter lambda.
Usage
crf.moew(x, t = 0, alpha, lambda)
hmoew(x, alpha, lambda)
hra.moew(x, alpha, lambda)
smoew(x, alpha, lambda)
Arguments
x |
vector of quantiles. |
alpha |
tilt parameter. |
lambda |
scale parameter. |
t |
age component. |
Value
crf.moew gives the conditional reliability function (crf),
hmoew gives the hazard function,
hra.moew gives the hazard rate average (HRA) function, and
smoew gives the survival function for the MOEW distribution.
References
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
See Also
dmoew for other MOEW distribution related functions;
Examples
## load data set
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.3035937, lambda.est = 279.2177754
## Reliability indicators for data(sys2):
## Reliability function
smoew(sys2, 0.3035937, 279.2177754)
## Hazard function
hmoew(sys2, 0.3035937, 279.2177754)
## hazard rate average(hra)
hra.moew(sys2, 0.3035937, 279.2177754)
## Conditional reliability function (age component=0)
crf.moew(sys2, 0.00, 0.3035937, 279.2177754)
## Conditional reliability function (age component=3.0)
crf.moew(sys2, 3.0, 0.3035937, 279.2177754)
The Weibull Extension(WE) distribution
Description
Density, distribution function, quantile function and random
generation for the Weibull Extension(WE)
distribution with shape parameter alpha and scale parameter beta.
Usage
dweibull.ext(x, alpha, beta, log = FALSE)
pweibull.ext(q, alpha, beta, lower.tail = TRUE, log.p = FALSE)
qweibull.ext(p, alpha, beta, lower.tail = TRUE, log.p = FALSE)
rweibull.ext(n, alpha, beta)
Arguments
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
beta |
scale parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are
|
Details
The Weibull Extension(WE) distribution has density
f(x; \alpha, \beta) = \beta \left(\frac{x}{\alpha}\right)^{\beta - 1} \exp\left(\frac{x}{\alpha}\right)^{\beta}\; \exp\left\{-\alpha\;\left(\exp\left(\frac{x}{\alpha}\right)^{\beta} - 1\right)\right\};\; (\alpha, c \beta) > 0, x > 0
where \alpha and \beta are the shape and scale
parameters, respectively.
Value
dweibull.ext gives the density,
pweibull.ext gives the distribution function,
qweibull.ext gives the quantile function, and
rweibull.ext generates random deviates.
References
Murthy, D.N.P., Xie, M. and Jiang, R. (2003). Weibull Models, Wiley, New York
Tang, Y., Xie, M. and Goh, T.N., (2003). Statistical analysis of a Weibull extension model, Communications in Statistics: Theory & Methods 32(5):913-928.
Xie, M., Tang, Y., Goh, T.N., (2002). A modified Weibull extension with bathtub-shaped failure rate function, Reliability Engineering System Safety 76(3):279-285.
Zhang, T., and Xie, M.(2007). Failure Data Analysis with Extended Weibull Distribution, Communications in Statistics-Simulation and Computation, 36(3), 579-592.
See Also
.Random.seed about random number; sweibull.ext for Weibull Extension(WE) survival / hazard etc. functions
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 0.00019114, beta.est = 0.14696242
dweibull.ext(sys2, 0.00019114, 0.14696242, log = FALSE)
pweibull.ext(sys2, 0.00019114, 0.14696242, lower.tail = TRUE, log.p = FALSE)
qweibull.ext(0.25, 0.00019114, 0.14696242, lower.tail=TRUE, log.p = FALSE)
rweibull.ext(30, 0.00019114, 0.14696242)
Survival related functions for the Weibull Extension(WE) distribution
Description
Conditional reliability function (crf), hazard function, hazard rate average (HRA) and survival function for the Weibull Extension(WE)
distribution with shape parameter alpha and scale parameter beta.
Usage
crf.weibull.ext(x, t = 0, alpha, beta)
hweibull.ext(x, alpha, beta)
hra.weibull.ext(x, alpha, beta)
sweibull.ext(x, alpha, beta)
Arguments
x |
vector of quantiles. |
alpha |
shape parameter. |
beta |
scale parameter. |
t |
age component. |
Value
crf.weibull.ext gives the conditional reliability function (crf),
hweibull.ext gives the hazard function,
hra.weibull.ext gives the hazard rate average (HRA) function, and
sweibull.ext gives the survival function for the Weibull Extension(WE) distribution.
References
Tang, Y., Xie, M. and Goh, T.N., (2003). Statistical analysis of a Weibull extension model, Communications in Statistics: Theory & Methods 32(5):913-928.
Zhang, T., and Xie, M.(2007). Failure Data Analysis with Extended Weibull Distribution, Communications in Statistics-Simulation and Computation, 36(3), 579-592.
See Also
dweibull.ext for other c distribution related functions;
Examples
## load data set
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 0.00019114, beta.est = 0.14696242
## Reliability indicators for data(sys2):
## Reliability function
sweibull.ext(sys2, 0.00019114, 0.14696242)
## Hazard function
hweibull.ext(sys2, 0.00019114, 0.14696242)
## hazard rate average(hra)
hra.weibull.ext(sys2, 0.00019114, 0.14696242)
## Conditional reliability function (age component=0)
crf.weibull.ext(sys2, 0.00, 0.00019114, 0.14696242)
## Conditional reliability function (age component=3.0)
crf.weibull.ext(sys2, 3.0, 0.00019114, 0.14696242)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for BurrX distribution
Description
The function abic.burrX() gives the loglikelihood, AIC and BIC values
assuming an BurrX distribution with parameters alpha and lambda.
Usage
abic.burrX(x, alpha.est, lambda.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
Value
The function abic.burrX() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.burrX for PP plot and qq.burrX for QQ plot
Examples
## Load data sets
data(bearings)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.1989515, lambda.est = 0.0130847
## Values of AIC, BIC and LogLik for the data(bearings)
abic.burrX(bearings, 1.1989515, 0.0130847)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for a sample from Chen distribution
Description
The function abic.chen() gives the loglikelihood, AIC and BIC values
assuming Chen distribution with parameters beta and
lambda. The function is based on the invariance property of the MLE.
Usage
abic.chen(x, beta.est, lambda.est)
Arguments
x |
vector of observations |
beta.est |
estimate of the parameter beta |
lambda.est |
estimate of the parameter lambda |
Value
The function abic.chen() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.chen for PP plot and qq.chen for QQ plot
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of beta & lambda for the data(sys2)
## beta.est = 0.262282404, lambda.est = 0.007282371
## Values of AIC, BIC and LogLik for the data(sys2)
abic.chen(sys2, 0.262282404, 0.007282371)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for Exponential Extension(EE) distribution
Description
The function abic.exp.ext() gives the loglikelihood, AIC and BIC values
assuming an Exponential Extension(EE) distribution with parameters alpha and lambda.
Usage
abic.exp.ext(x, alpha.est, lambda.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
Value
The function abic.exp.ext() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.exp.ext for PP plot and qq.exp.ext for QQ plot
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04
## Values of AIC, BIC and LogLik for the data(sys2)
abic.exp.ext(sys2, 1.0126e+01, 1.5848e-04)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for a sample from Exponential Power(EP) distribution
Description
The function abic.exp.power() gives the loglikelihood, AIC and BIC values
assuming Chen distribution with parameters alpha and
lambda. The function is based on the invariance property of the MLE.
Usage
abic.exp.power(x, alpha.est, lambda.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
Value
The function abic.exp.power() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.exp.power for PP plot and qq.exp.power for QQ plot
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.905868898, lambda.est = 0.001531423
## Values of AIC, BIC and LogLik for the data(sys2)
abic.exp.power(sys2, 0.905868898, 0.001531423)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for Exponentiated Logistic(EL) distribution
Description
The function abic.expo.logistic() gives the loglikelihood, AIC and BIC values
assuming an Exponentiated Logistic(EL) distribution with parameters alpha and beta.
Usage
abic.expo.logistic(x, alpha.est, beta.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
Value
The function abic.expo.logistic() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.expo.logistic for PP plot and qq.expo.logistic for QQ plot
Examples
## Load data sets
data(dataset2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 5.31302, beta.est = 139.04515
## Values of AIC, BIC and LogLik for the data(dataset2)
abic.expo.logistic(dataset2, 5.31302, 139.04515)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for Exponentiated Weibull(EW) distribution
Description
The function abic.expo.weibull() gives the loglikelihood, AIC and BIC values
assuming an Exponentiated Weibull(EW) distribution with parameters alpha and theta.
Usage
abic.expo.weibull(x, alpha.est, theta.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
Value
The function abic.expo.weibull() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.expo.weibull for PP plot and qq.expo.weibull for QQ plot
Examples
## Load data sets
data(stress)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est =1.026465, theta.est = 7.824943
## Values of AIC, BIC and LogLik for the data(stress)
abic.expo.weibull(stress, 1.026465, 7.824943)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for flexible Weibull(FW) distribution
Description
The function abic.flex.weibull() gives the loglikelihood, AIC and BIC values
assuming an flexible Weibull(FW) distribution with parameters alpha and beta.
Usage
abic.flex.weibull(x, alpha.est, beta.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
Value
The function abic.flex.weibull() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.flex.weibull for PP plot and qq.flex.weibull for QQ plot
Examples
## Load data sets
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 0.07077507, beta.est = 1.13181535
## Values of AIC, BIC and LogLik for the data(repairtimes)
abic.flex.weibull(repairtimes, 0.07077507, 1.13181535)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for a sample from Generalized Exponential distribution
Description
The function abic.gen.exp() gives the loglikelihood, AIC and BIC values
assuming an Generalized Exponential distribution with parameters alpha and
lambda. The function is based on the invariance property of the MLE.
Usage
abic.gen.exp(x, alpha.est, lambda.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
Value
The function abic.gen.exp() gives the loglikelihood, AIC and BIC values.
References
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
See Also
pp.gen.exp for PP plot and qq.gen.exp for QQ plot
Examples
## Load data set
data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 5.28321139, lambda.est = 0.03229609
abic.gen.exp(bearings, 5.28321139, 0.03229609)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for Gompertz distribution
Description
The function abic.gompertz() gives the loglikelihood, AIC and BIC values
assuming an Gompertz distribution with parameters alpha and theta.
Usage
abic.gompertz(x, alpha.est, theta.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
Value
The function abic.gompertz() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.gompertz for PP plot and qq.gompertz for QQ plot
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est = 0.00121307, theta.est = 0.00173329
## Values of AIC, BIC and LogLik for the data(sys2)
abic.gompertz(sys2, 0.00121307, 0.00173329)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for generalized power Weibull(GPW) distribution
Description
The function abic.gp.weibull() gives the loglikelihood, AIC and BIC values
assuming an generalized power Weibull(GPW) distribution with parameters alpha and theta.
Usage
abic.gp.weibull(x, alpha.est, theta.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
Value
The function abic.gp.weibull() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.gp.weibull for PP plot and qq.gp.weibull for QQ plot
Examples
## Load data sets
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est = 1.566093, theta.est = 0.355321
## Values of AIC, BIC and LogLik for the data(repairtimes)
abic.gp.weibull(repairtimes, 1.566093, 0.355321)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for Gumbel distribution
Description
The function abic.gumbel() gives the loglikelihood, AIC and BIC values
assuming an Gumbel distribution with parameters mu and sigma.
Usage
abic.gumbel(x, mu.est, sigma.est)
Arguments
x |
vector of observations |
mu.est |
estimate of the parameter mu |
sigma.est |
estimate of the parameter sigma |
Value
The function abic.gumbel() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.gumbel for PP plot and qq.gumbel for QQ plot
Examples
## Load data sets
data(dataset2)
## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2)
## Estimates of mu & sigma using 'maxLik' package
## mu.est = 212.157, sigma.est = 151.768
## Values of AIC, BIC and LogLik for the data(dataset2)
abic.gumbel(dataset2, 212.157, 151.768)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for Inverse Generalized Exponential(IGE) distribution
Description
The function abic.inv.genexp() gives the loglikelihood, AIC and BIC values
assuming an Inverse Generalized Exponential(IGE) distribution with parameters alpha and lambda.
Usage
abic.inv.genexp(x, alpha.est, lambda.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
Value
The function abic.inv.genexp() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.inv.genexp for PP plot and qq.inv.genexp for QQ plot
Examples
## Load data sets
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.097807, lambda.est = 1.206889
## Values of AIC, BIC and LogLik for the data(repairtimes)
abic.inv.genexp(repairtimes, 1.097807, 1.206889)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for linear failure rate(LFR) distribution
Description
The function abic.lfr() gives the loglikelihood, AIC and BIC values
assuming an linear failure rate(LFR) distribution with parameters alpha and beta.
Usage
abic.lfr(x, alpha.est, beta.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
Value
The function abic.lfr() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.lfr for PP plot and qq.lfr for QQ plot
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 1.77773e-03, beta.est = 2.77764e-06
## Values of AIC, BIC and LogLik for the data(sys2)
abic.lfr(sys2, 1.777673e-03, 2.777640e-06)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for log-gamma(LG) distribution
Description
The function abic.log.gamma() gives the loglikelihood, AIC and BIC values
assuming an log-gamma(LG) distribution with parameters alpha and lambda.
Usage
abic.log.gamma(x, alpha.est, lambda.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
Value
The function abic.log.gamma() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.log.gamma for PP plot and qq.log.gamma for QQ plot
Examples
## Load data sets
data(conductors)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 0.0088741, lambda.est = 0.6059935
## Values of AIC, BIC and LogLik for the data(conductors)
abic.log.gamma(conductors, 0.0088741, 0.6059935)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for Logistic-Exponential(LE) distribution
Description
The function abic.logis.exp() gives the loglikelihood, AIC and BIC values
assuming an Logistic-Exponential(LE) distribution with parameters alpha and lambda.
Usage
abic.logis.exp(x, alpha.est, lambda.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
Value
The function abic.logis.exp() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.logis.exp for PP plot and qq.logis.exp for QQ plot
Examples
## Load data sets
data(bearings)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 2.36754, lambda.est = 0.01059
## Values of AIC, BIC and LogLik for the data(bearings)
abic.logis.exp(bearings, 2.36754, 0.01059)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for Logistic-Rayleigh(LR) distribution
Description
The function abic.logis.rayleigh() gives the loglikelihood, AIC and BIC values
assuming an Logistic-Rayleigh(LR) distribution with parameters alpha and lambda.
Usage
abic.logis.rayleigh(x, alpha.est, lambda.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
Value
The function abic.logis.rayleigh() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.logis.rayleigh for PP plot and qq.logis.rayleigh for QQ plot
Examples
## Load data sets
data(stress)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.4779388, lambda.est = 0.2141343
## Values of AIC, BIC and LogLik for the data(stress)
abic.logis.rayleigh(stress, 1.4779388, 0.2141343)
Akaike information criterion (AIC) and Bayesian/ Schwartz information criterion (BIC)/ (SIC) for a sample from Loglog distribution
Description
The function abic.loglog( ) gives the loglikelihood, AIC and BIC values
assuming Loglog distribution with parameters alpha and
lambda. The function is based on the invariance property of the MLE.
Usage
abic.loglog(x, alpha.est, lambda.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
Value
The function abic.loglog( ) gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
qq.loglog for QQ plot and ks.loglog function
Examples
## Load data set
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.9058689 lambda.est = 1.0028228
## Values of AIC, BIC and LogLik for the data(sys2)
abic.loglog(sys2, 0.9058689, 1.0028228)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for the Marshall-Olkin Extended Exponential(MOEE) distribution
Description
The function abic.moee() gives the loglikelihood, AIC and BIC values
assuming an MOEE distribution with parameters alpha and lambda.
Usage
abic.moee(x, alpha.est, lambda.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
Value
The function abic.moee() gives the loglikelihood, AIC and BIC values.
References
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
See Also
pp.moee for PP plot and qq.moee for QQ plot
Examples
## Load data set
data(stress)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 75.67982, lambda.est = 1.67576
abic.moee(stress, 75.67982, 1.67576)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for the Marshall-Olkin Extended Weibull(MOEW) distribution
Description
The function abic.moew() gives the loglikelihood, AIC and BIC values
assuming an MOEW distribution with parameters alpha and lambda.
Usage
abic.moew(x, alpha.est, lambda.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
Value
The function abic.moew() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.moew for PP plot and qq.moew for QQ plot
Examples
## Load data set
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.3035937, lambda.est = 279.2177754
## Values of AIC, BIC and LogLik for the data(sys2)
abic.moew(sys2, 0.3035937, 279.2177754)
Akaike information criterion (AIC) and Bayesian information criterion (BIC) for Weibull Extension(WE) distribution
Description
The function abic.weibull.ext() gives the loglikelihood, AIC and BIC values
assuming an Weibull Extension(WE) distribution with parameters alpha and beta.
Usage
abic.weibull.ext(x, alpha.est, beta.est)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
Value
The function abic.weibull.ext() gives the loglikelihood, AIC and BIC values.
References
Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
See Also
pp.weibull.ext for PP plot and qq.weibull.ext for QQ plot
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 0.00019114, beta.est = 0.14696242
## Values of AIC, BIC and LogLik for the data(sys2)
abic.weibull.ext(sys2, 0.00019114, 0.14696242)
bearings
Description
Several data sets related to life test are available in the reliaR package, which have been taken from the literature.
Usage
data(bearings)
Format
A vector containing 23 observations.
Details
The data given here arose in tests on endurance of deep groove ball bearings. The data are the number of million revolutions before failure for each of the 23 ball bearings in the life test.
References
Lawless, J. F. (2003). Statistical Models and Methods for Lifetime Data, 2nd ed., John Wiley and Sons, New York.
Examples
## Load data sets
data(bearings)
## Histogram for bearings
hist(bearings)
Accelerated life test data
Description
Several data sets related to life test are available in the reliaR package, which have been taken from the literature.
Usage
data(conductors)
Format
A vector containing 59 observations.
Details
The data is obtained from Lawless(2003, pp. 267) and it represents the faiure times of 59 conductors from an accelerated life test. Failure times are in hours, and there are no censored observations.
References
Lawless, J. F. (2003). Statistical Models and Methods for Lifetime Data,2nd ed., John Wiley and Sons, New York.
Examples
## Load data sets
data(conductors)
## Histogram for conductors
hist(conductors)
Controller Dataset
Description
Several data sets related to life test are available in the reliaR package, which have been taken from the literature.
Usage
data(dataset2)
Format
A vector containing 111 observations.
Details
The data is obtained from Lyu(1996) and is given in chapter 11 as DATASET2. The data set contains 36 months of defect-discovery times for a release of Controller Software consisting of about 500,000 lines of code installed on over 100,000 controllers.
References
Lyu, M. R. (1996). Handbook of Software Reliability Engineering, IEEE Computer Society Press, http://www.cse.cuhk.edu.hk/~lyu/book/reliability/
Examples
## Load data sets
data(dataset2)
## Histogram for dataset2
hist(dataset2)
Test of Kolmogorov-Smirnov for the BurrX distribution
Description
The function ks.burrX() gives the values for the KS test assuming a BurrX with shape
parameter alpha and scale parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.burrX(x, alpha.est, lambda.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.burrX() carries out the KS test for the BurrX
References
Kundu, D., and Raqab, M.Z. (2005). Generalized Rayleigh Distribution: Different Methods of Estimation, Computational Statistics and Data Analysis, 49, 187-200.
Surles, J.G., and Padgett, W.J. (2005). Some properties of a scaled Burr type X distribution, Journal of Statistical Planning and Inference, 128, 271-280.
Raqab, M.Z., and Kundu, D. (2006). Burr Type X distribution: revisited, Journal of Probability and Statistical Sciences, 4(2), 179-193.
See Also
pp.burrX for PP plot and qq.burrX for QQ plot
Examples
## Load data sets
data(bearings)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.1989515, lambda.est = 0.0130847
ks.burrX(bearings, 1.1989515, 0.0130847, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the Chen distribution
Description
The function ks.chen() gives the values for the KS test assuming the Chen distribution with shape parameter beta and scale parameter lambda. In addition, optionally, this function allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.chen(x, beta.est, lambda.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
beta.est |
estimate of the parameter beta |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.chen() carries out the KS test for the Chen.
References
Castillo, E., Hadi, A.S., Balakrishnan, N. and Sarabia, J.M.(2004). Extreme Value and Related Models with Applications in Engineering and Science, John Wiley and Sons, New York.
Chen, Z.(2000). A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statistics and Probability Letters, 49, 155-161.
Pham, H. (2003). Handbook of Reliability Engineering, Springer-Verlag.
See Also
pp.chen for PP plot and qq.chen for QQ plot
Examples
## Load data sets
data(sys2)
## Estimates of beta & lambda using 'maxLik' package
## beta.est = 0.262282404, lambda.est = 0.007282371
ks.chen(sys2, 0.262282404, 0.007282371, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the Exponential Extension(EE) distribution
Description
The function ks.exp.ext() gives the values for the KS test assuming a Exponential Extension(EE) with shape
parameter alpha and scale parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.exp.ext(x, alpha.est, lambda.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.exp.ext() carries out the KS test for the Exponential Extension(EE)
References
Nikulin, M. and Haghighi, F. (2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
See Also
pp.exp.ext for PP plot and qq.exp.ext for QQ plot
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04
ks.exp.ext(sys2, 1.0126e+01, 1.5848e-04, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the Exponential Power(EP) distribution
Description
The function ks.exp.power() gives the values for the KS test assuming an Exponential Power distribution
with shape parameter alpha and scale parameter lambda. In addition, optionally,
this function allows one to show a comparative graph between the empirical
and theoretical cdfs for a specified data set.
Usage
ks.exp.power(x, alpha.est, lambda.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.exp.power() carries out the KS test for the EP.
References
Smith, R.M. and Bain, L.J. (1975). An exponential power life-test distribution, Communications in Statistics - Simulation and Computation, Vol. 4(5), 469-481.
See Also
pp.exp.power for PP plot and qq.exp.power for QQ plot
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.905868898, lambda.est = 0.001531423
ks.exp.power(sys2, 0.905868898, 0.001531423, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the Exponentiated Logistic (EL) distribution
Description
The function ks.expo.logistic() gives the values for the KS test assuming a Exponentiated Logistic(EL) with shape
parameter alpha and scale parameter beta. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.expo.logistic(x, alpha.est, beta.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.expo.logistic() carries out the KS test for the Exponentiated Logistic(EL)
References
Ali, M.M., Pal, M. and Woo, J. (2007). Some Exponentiated Distributions, The Korean Communications in Statistics, 14(1), 93-109.
Shirke, D.T., Kumbhar, R.R. and Kundu, D. (2005). Tolerance intervals for exponentiated scale family of distributions, Journal of Applied Statistics, 32, 1067-1074
See Also
pp.expo.logistic for PP plot and qq.expo.logistic for QQ plot
Examples
## Load data sets
data(dataset2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 5.31302, beta.est = 139.04515
ks.expo.logistic(dataset2, 5.31302, 139.04515, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the Exponentiated Weibull(EW) distribution
Description
The function ks.expo.weibull() gives the values for the KS test assuming a Exponentiated Weibull(EW) with shape
parameter alpha and scale parameter theta. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.expo.weibull(x, alpha.est, theta.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.expo.weibull() carries out the KS test for the Exponentiated Weibull(EW)
References
Mudholkar, G.S. and Srivastava, D.K. (1993). Exponentiated Weibull family for analyzing bathtub failure-rate data, IEEE Transactions on Reliability, 42(2), 299-302.
Murthy, D.N.P., Xie, M. and Jiang, R. (2003). Weibull Models, Wiley, New York.
Nassar, M.M., and Eissa, F. H. (2003). On the Exponentiated Weibull Distribution, Communications in Statistics - Theory and Methods, 32(7), 1317-1336.
See Also
pp.expo.weibull for PP plot and qq.expo.weibull for QQ plot
Examples
## Load data sets
data(stress)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est =1.026465, theta.est = 7.824943
ks.expo.weibull(stress, 1.026465, 7.824943, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the flexible Weibull(FW) distribution
Description
The function ks.flex.weibull() gives the values for the KS test assuming a flexible Weibull(FW) with shape
parameter alpha and scale parameter beta. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.flex.weibull(x, alpha.est, beta.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.flex.weibull() carries out the KS test for the flexible Weibull(FW)
References
Bebbington, M., Lai, C.D. and Zitikis, R. (2007). A flexible Weibull extension, Reliability Engineering and System Safety, 92, 719-726.
See Also
pp.flex.weibull for PP plot and qq.flex.weibull for QQ plot
Examples
## Load data sets
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 0.07077507, beta.est = 1.13181535
ks.flex.weibull(repairtimes, 0.07077507, 1.13181535,
alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the Generalized Exponential(GE) distribution
Description
The function ks.gen.exp() gives the values for the KS test assuming an GE with shape parameter alpha and scale parameter lambda. In addition, optionally, this function allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.gen.exp(x, alpha.est, lambda.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.gen.exp() carries out the KS test for the GE.
References
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions. Biometrical Journal, 43(1), 117 - 130.
Gupta, R. D. and Kundu, D. (1999). Generalized exponential distributions. Australian and New Zealand Journal of Statistics, 41(2), 173 - 188.
See Also
pp.gen.exp for PP plot and qq.gen.exp for QQ plot
Examples
## Load data sets
data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 5.28321139, lambda.est = 0.03229609
ks.gen.exp(bearings, 5.28321139, 0.03229609, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the Gompertz distribution
Description
The function ks.gompertz() gives the values for the KS test assuming a Gompertz with shape
parameter alpha and scale parameter theta. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.gompertz(x, alpha.est, theta.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.gompertz() carries out the KS test for the Gompertz
References
Marshall, A. W., Olkin, I. (2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
See Also
pp.gompertz for PP plot and qq.gompertz for QQ plot
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est = 0.00121307, theta.est = 0.00173329
ks.gompertz(sys2, 0.00121307, 0.00173329, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the generalized power Weibull(GPW) distribution
Description
The function ks.gp.weibull() gives the values for the KS test assuming a generalized power Weibull(GPW) with shape
parameter alpha and scale parameter theta. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.gp.weibull(x, alpha.est, theta.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.gp.weibull() carries out the KS test for the generalized power Weibull(GPW)
References
Nikulin, M. and Haghighi, F. (2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
Pham, H. and Lai, C.D. (2007). On recent generalizations of the Weibull distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
See Also
pp.gp.weibull for PP plot and qq.gp.weibull for QQ plot
Examples
## Load data sets
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est = 1.566093, theta.est = 0.355321
ks.gp.weibull(repairtimes, 1.566093, 0.355321, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the Gumbel distribution
Description
The function ks.gumbel() gives the values for the KS test assuming a Gumbel with shape
parameter mu and scale parameter sigma. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.gumbel(x, mu.est, sigma.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
mu.est |
estimate of the parameter mu |
sigma.est |
estimate of the parameter sigma |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.gumbel() carries out the KS test for the Gumbel
References
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
See Also
pp.gumbel for PP plot and qq.gumbel for QQ plot
Examples
## Load data sets
data(dataset2)
## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2)
## Estimates of mu & sigma using 'maxLik' package
## mu.est = 212.157, sigma.est = 151.768
ks.gumbel(dataset2, 212.157, 151.768, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the Inverse Generalized Exponential(IGE) distribution
Description
The function ks.inv.genexp() gives the values for the KS test assuming a Inverse Generalized Exponential(IGE) with shape
parameter alpha and scale parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.inv.genexp(x, alpha.est, lambda.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.inv.genexp() carries out the KS test for the Inverse Generalized Exponential(IGE)
References
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions, Biometrical Journal, 43(1), 117-130.
Gupta, R.D. and Kundu, D. (2007). Generalized exponential distribution: Existing results and some recent development, Journal of Statistical Planning and Inference. 137, 3537-3547.
See Also
pp.inv.genexp for PP plot and qq.inv.genexp for QQ plot
Examples
## Load data sets
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.097807, lambda.est = 1.206889
ks.inv.genexp(repairtimes, 1.097807, 1.206889, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the linear failure rate(LFR) distribution
Description
The function ks.lfr() gives the values for the KS test assuming a linear failure rate(LFR) with shape
parameter alpha and scale parameter beta. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.lfr(x, alpha.est, beta.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.lfr() carries out the KS test for the linear failure rate(LFR)
References
Bain, L.J. (1974). Analysis for the Linear Failure-Rate Life-Testing Distribution, Technometrics, 16(4), 551 - 559.
Lawless, J.F. (2003). Statistical Models and Methods for Lifetime Data, John Wiley and Sons, New York.
Sen, A. and Bhattacharya, G.K. (1995). Inference procedure for the linear failure rate mode, Journal of Statistical Planning and Inference, 46, 59-76.
See Also
pp.lfr for PP plot and qq.lfr for QQ plot
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 1.77773e-03, beta.est = 2.77764e-06
ks.lfr(sys2, 1.777673e-03, 2.777640e-06, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the log-gamma(LG) distribution
Description
The function ks.log.gamma() gives the values for the KS test assuming a log-gamma(LG) with shape
parameter alpha and scale parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.log.gamma(x, alpha.est, lambda.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.log.gamma() carries out the KS test for the log-gamma(LG)
References
Klugman, S., Panjer, H. and Willmot, G. (2004). Loss Models: From Data to Decisions, 2nd ed., New York, Wiley.
Lawless, J. F., (2003). Statistical Models and Methods for Lifetime Data, 2nd ed., John Wiley and Sons, New York.
See Also
pp.log.gamma for PP plot and qq.log.gamma for QQ plot
Examples
## Load data sets
data(conductors)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 0.0088741, lambda.est = 0.6059935
ks.log.gamma(conductors, 0.0088741, 0.6059935, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the Logistic-Exponential(LE) distribution
Description
The function ks.logis.exp() gives the values for the KS test assuming a Logistic-Exponential(LE) with shape
parameter alpha and scale parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.logis.exp(x, alpha.est, lambda.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.logis.exp() carries out the KS test for the Logistic-Exponential(LE)
References
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
See Also
pp.logis.exp for PP plot and qq.logis.exp for QQ plot
Examples
## Load data sets
data(bearings)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 2.36754, lambda.est = 0.01059
ks.logis.exp(bearings, 2.36754, 0.01059, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the Logistic-Rayleigh(LR) distribution
Description
The function ks.logis.rayleigh() gives the values for the KS test assuming a Logistic-Rayleigh(LR) with shape
parameter alpha and scale parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.logis.rayleigh(x, alpha.est, lambda.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.logis.rayleigh() carries out the KS test for the Logistic-Rayleigh(LR)
References
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
See Also
pp.logis.rayleigh for PP plot and qq.logis.rayleigh for QQ plot
Examples
## Load data sets
data(stress)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.4779388, lambda.est = 0.2141343
ks.logis.rayleigh(stress, 1.4779388, 0.2141343,
alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the Loglog distribution
Description
The function ks.loglog() gives the values for the KS test assuming the Loglog
distribution with shape parameter alpha and scale parameter lambda. In addition, optionally,
this function allows one to show a comparative graph between the empirical
and theoretical cdfs for a specified data set.
Usage
ks.loglog(x, alpha.est, lambda.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.loglog() carries out the KS test for the Loglog.
References
Pham, H.(2002). A Vtub-Shaped Hazard Rate Function with Applications to System Safety, International Journal of Reliability and Applications, Vol. 3, No. l, pp. 1-16.
Pham, H.(2006). System Software Reliability, Springer-Verlag.
See Also
pp.loglog for PP plot and qq.loglog for QQ plot
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.9058689 lambda.est = 1.0028228
ks.loglog(sys2, 0.9058689, 1.0028228, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the Marshall-Olkin Extended Exponential(MOEE) distribution
Description
The function ks.moee() gives the values for the KS test assuming an GE with tilt
parameter alpha and scale parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.moee(x, alpha.est, lambda.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.moee() carries out the KS test for the MOEE
References
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
See Also
pp.moee for PP plot and qq.moee for QQ plot
Examples
## Load dataset
data(stress)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 75.67982, lambda.est = 1.67576
ks.moee(stress, 75.67982, 1.67576, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the Marshall-Olkin Extended Exponential(MOEW) distribution
Description
The function ks.moew() gives the values for the KS test assuming a MOEW with shape
parameter alpha and tilt parameter lambda. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.moew(x, alpha.est, lambda.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.moew() carries out the KS test for the MOEW
References
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the Weibull and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I. (2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
See Also
pp.moew for PP plot and qq.moew for QQ plot
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.3035937, lambda.est = 279.2177754
ks.moew(sys2, 0.3035937, 279.2177754, alternative = "two.sided", plot = TRUE)
Test of Kolmogorov-Smirnov for the Weibull Extension(WE) distribution
Description
The function ks.weibull.ext() gives the values for the KS test assuming a Weibull Extension(WE) with shape
parameter alpha and scale parameter beta. In addition, optionally, this function
allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.
Usage
ks.weibull.ext(x, alpha.est, beta.est,
alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)
Arguments
x |
vector of observations. |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
alternative |
indicates the alternative hypothesis and must be one of |
plot |
Logical; if TRUE, the cdf plot is provided. |
... |
additional arguments to be passed to the underlying plot function. |
Details
The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.
Value
The function ks.weibull.ext() carries out the KS test for the Weibull Extension(WE)
References
Tang, Y., Xie, M. and Goh, T.N., (2003). Statistical analysis of a Weibull extension model, Communications in Statistics: Theory & Methods 32(5):913-928.
Zhang, T., and Xie, M.(2007). Failure Data Analysis with Extended Weibull Distribution, Communications in Statistics-Simulation and Computation, 36(3), 579-592.
See Also
pp.weibull.ext for PP plot and qq.weibull.ext for QQ plot
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 0.00019114, beta.est = 0.14696242
ks.weibull.ext(sys2, 0.00019114, 0.14696242, alternative = "two.sided", plot = TRUE)
Probability versus Probability (PP) plot for the BurrX distribution
Description
The function pp.burrX() produces a PP plot for the BurrX based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.burrX(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.burrX() carries out a PP plot for the BurrX.
References
Kundu, D., and Raqab, M.Z. (2005). Generalized Rayleigh Distribution: Different Methods of Estimation, Computational Statistics and Data Analysis, 49, 187-200.
Surles, J.G., and Padgett, W.J. (2005). Some properties of a scaled Burr type X distribution, Journal of Statistical Planning and Inference, 128, 271-280.
Raqab, M.Z., and Kundu, D. (2006). Burr Type X distribution: revisited, Journal of Probability and Statistical Sciences, 4(2), 179-193.
See Also
qq.burrX for QQ plot and ks.burrX function
Examples
## Load data sets
data(bearings)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.1989515, lambda.est = 0.0130847
pp.burrX(bearings, 1.1989515, 0.0130847, main = " ", line = TRUE)
Probability versus Probability (PP) plot for the Chen distribution
Description
The function pp.chen() produces a PP plot for the Chen based on their MLE
or any other estimator. Also, a reference line can be sketched.
Usage
pp.chen(x, beta.est, lambda.est, main = " ", line = TRUE, ...)
Arguments
x |
vector of observations |
beta.est |
estimate of the parameter beta |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.chen() carries out a PP plot for the Chen.
References
Castillo, E., Hadi, A.S., Balakrishnan, N. and Sarabia, J.M.(2004). Extreme Value and Related Models with Applications in Engineering and Science, John Wiley and Sons, New York.
Chen, Z.(2000). A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statistics and Probability Letters, 49, 155-161.
Pham, H.(2006). System Software Reliability, Springer-Verlag.
See Also
qq.chen for QQ plot and ks.chen function;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of beta & lambda for the data(sys2)
## beta.est = 0.262282404, lambda.est = 0.007282371
pp.chen(sys2, 0.262282404, 0.007282371, line = TRUE)
Probability versus Probability (PP) plot for the Exponential Extension(EE) distribution
Description
The function pp.exp.ext() produces a PP plot for the Exponential Extension(EE) based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.exp.ext(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.exp.ext() carries out a PP plot for the Exponential Extension(EE).
References
Nikulin, M. and Haghighi, F.(2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
See Also
qq.exp.ext for QQ plot and ks.exp.ext function;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04
pp.exp.ext(sys2, 1.0126e+01, 1.5848e-04, main = " ", line = TRUE)
Probability versus Probability (PP) plot for the Exponential Power distribution
Description
The function pp.exp.power() produces a PP plot for the Exponential Power distribution based on their MLE
or any other estimator. Also, a reference line can be sketched.
Usage
pp.exp.power(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.exp.power() carries out a PP plot for the Exponential Power distribution.
References
Smith, R.M. and Bain, L.J.(1975). An exponential power life-test distribution, Communications in Statistics - Simulation and Computation, Vol.4(5), 469 - 481
See Also
qq.exp.power for QQ plot and ks.exp.power function;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.905868898, lambda.est = 0.001531423
pp.exp.power(sys2, 0.905868898, 0.001531423, main = '', line = TRUE)
Probability versus Probability (PP) plot for the Exponentiated Logistic(EL) distribution
Description
The function pp.expo.logistic() produces a PP plot for the Exponentiated Logistic(EL) based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.expo.logistic(x, alpha.est, beta.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.expo.logistic() carries out a PP plot for the Exponentiated Logistic(EL).
References
Ali, M.M., Pal, M. and Woo, J. (2007). Some Exponentiated Distributions, The Korean Communications in Statistics, 14(1), 93-109.
Shirke, D.T., Kumbhar, R.R. and Kundu, D.(2005). Tolerance intervals for exponentiated scale family of distributions, Journal of Applied Statistics, 32, 1067-1074
See Also
qq.expo.logistic for QQ plot and ks.expo.logistic function;
Examples
## Load data sets
data(dataset2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 5.31302, beta.est = 139.04515
pp.expo.logistic(dataset2, 5.31302, 139.04515, main = " ", line = TRUE)
Probability versus Probability (PP) plot for the Exponentiated Weibull(EW) distribution
Description
The function pp.expo.weibull() produces a PP plot for the Exponentiated Weibull(EW) based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.expo.weibull(x, alpha.est, theta.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.expo.weibull() carries out a PP plot for the Exponentiated Weibull(EW).
References
Mudholkar, G.S. and Srivastava, D.K. (1993). Exponentiated Weibull family for analyzing bathtub failure-rate data, IEEE Transactions on Reliability, 42(2), 299-302.
Murthy, D.N.P., Xie, M. and Jiang, R. (2003). Weibull Models, Wiley, New York.
Nassar, M.M., and Eissa, F. H. (2003). On the Exponentiated Weibull Distribution, Communications in Statistics - Theory and Methods, 32(7), 1317-1336.
See Also
qq.expo.weibull for QQ plot and ks.expo.weibull function;
Examples
## Load data sets
data(stress)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est =1.026465, theta.est = 7.824943
pp.expo.weibull(stress, 1.026465, 7.824943, main = " ", line = TRUE)
Probability versus Probability (PP) plot for the flexible Weibull(FW) distribution
Description
The function pp.flex.weibull() produces a PP plot for the flexible Weibull(FW) based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.flex.weibull(x, alpha.est, beta.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.flex.weibull() carries out a PP plot for the flexible Weibull(FW).
References
Bebbington, M., Lai, C.D. and Zitikis, R. (2007). A flexible Weibull extension, Reliability Engineering and System Safety, 92, 719-726.
See Also
qq.flex.weibull for QQ plot and ks.flex.weibull function;
Examples
## Load data sets
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 0.07077507, beta.est = 1.13181535
pp.flex.weibull(repairtimes, 0.07077507, 1.13181535, main = " ", line = TRUE)
Probability versus Probability (PP) plot for the Generalized Exponential(GE) distribution
Description
The function pp.gen.exp() produces a PP plot for the GE based on their MLE
or any other estimator. Also, a reference line can be sketched.
Usage
pp.gen.exp(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.gen.exp() carries out a PP plot for the GE.
See Also
qq.gen.exp for QQ plot and ks.gen.exp functions;
Examples
## Load dataset
data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 5.28321139, lambda.est = 0.03229609
pp.gen.exp(bearings, 5.28321139, 0.03229609, line = TRUE)
Probability versus Probability (PP) plot for the Gompertz distribution
Description
The function pp.gompertz() produces a PP plot for the Gompertz based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.gompertz(x, alpha.est, theta.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.gompertz() carries out a PP plot for the Gompertz.
References
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
See Also
qq.gompertz for QQ plot and ks.gompertz function;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est = 0.00121307, theta.est = 0.00173329
pp.gompertz(sys2, 0.00121307, 0.00173329, main = " ", line = TRUE)
Probability versus Probability (PP) plot for the generalized power Weibull(GPW) distribution
Description
The function pp.gp.weibull() produces a PP plot for the generalized power Weibull(GPW) based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.gp.weibull(x, alpha.est, theta.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.gp.weibull() carries out a PP plot for the generalized power Weibull(GPW).
References
Nikulin, M. and Haghighi, F.(2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
Pham, H. and Lai, C.D.(2007). On recent generalizations of the Weibull distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
See Also
qq.gp.weibull for QQ plot and ks.gp.weibull function;
Examples
## Load data sets
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est = 1.566093, theta.est = 0.355321
pp.gp.weibull(repairtimes, 1.566093, 0.355321, main = " ", line = TRUE)
Probability versus Probability (PP) plot for the Gumbel distribution
Description
The function pp.gumbel() produces a PP plot for the Gumbel based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.gumbel(x, mu.est, sigma.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
mu.est |
estimate of the parameter mu |
sigma.est |
estimate of the parameter sigma |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.gumbel() carries out a PP plot for the Gumbel.
References
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
See Also
qq.gumbel for QQ plot and ks.gumbel function;
Examples
## Load data sets
data(dataset2)
## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2)
## Estimates of mu & sigma using 'maxLik' package
## mu.est = 212.157, sigma.est = 151.768
pp.gumbel(dataset2, 212.157, 151.768, main = " ", line = TRUE)
Probability versus Probability (PP) plot for the Inverse Generalized Exponential(IGE) distribution
Description
The function pp.inv.genexp() produces a PP plot for the Inverse Generalized Exponential(IGE) based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.inv.genexp(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.inv.genexp() carries out a PP plot for the Inverse Generalized Exponential(IGE).
References
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions, Biometrical Journal, 43(1), 117-130.
Gupta, R.D. and Kundu, D., (2007). Generalized exponential distribution: Existing results and some recent development, Journal of Statistical Planning and Inference. 137, 3537-3547.
See Also
qq.inv.genexp for QQ plot and ks.inv.genexp function;
Examples
## Load data sets
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.097807, lambda.est = 1.206889
pp.inv.genexp(repairtimes, 1.097807, 1.206889, main = " ", line = TRUE)
Probability versus Probability (PP) plot for the linear failure rate(LFR) distribution
Description
The function pp.lfr() produces a PP plot for the linear failure rate(LFR) based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.lfr(x, alpha.est, beta.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.lfr() carries out a PP plot for the linear failure rate(LFR).
References
Bain, L.J. (1974). Analysis for the Linear Failure-Rate Life-Testing Distribution, Technometrics, 16(4), 551 - 559.
Lawless, J.F.(2003). Statistical Models and Methods for Lifetime Data, John Wiley and Sons, New York.
Sen, A. and Bhattacharya, G.K.(1995). Inference procedure for the linear failure rate mode, Journal of Statistical Planning and Inference, 46, 59-76.
See Also
qq.lfr for QQ plot and ks.lfr function;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 1.77773e-03, beta.est = 2.77764e-06
pp.lfr(sys2, 1.777673e-03, 2.777640e-06, main = " ", line = TRUE)
Probability versus Probability (PP) plot for the log-gamma(LG) distribution
Description
The function pp.log.gamma() produces a PP plot for the log-gamma(LG) based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.log.gamma(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.log.gamma() carries out a PP plot for the log-gamma(LG).
References
Klugman, S., Panjer, H. and Willmot, G. (2004). Loss Models: From Data to Decisions, 2nd ed., New York, Wiley.
Lawless, J. F., (2003). Statistical Models and Methods for Lifetime Data, 2nd ed., John Wiley and Sons, New York.
See Also
qq.log.gamma for QQ plot and ks.log.gamma function;
Examples
## Load data sets
data(conductors)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 0.0088741, lambda.est = 0.6059935
pp.log.gamma(conductors, 0.0088741, 0.6059935, main = " ", line = TRUE)
Probability versus Probability (PP) plot for the Logistic-Exponential(LE) distribution
Description
The function pp.logis.exp() produces a PP plot for the Logistic-Exponential(LE) based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.logis.exp(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.logis.exp() carries out a PP plot for the Logistic-Exponential(LE).
References
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
See Also
qq.logis.exp for QQ plot and ks.logis.exp function;
Examples
## Load data sets
data(bearings)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 2.36754, lambda.est = 0.01059
pp.logis.exp(bearings, 2.36754, 0.01059, main = " ", line = TRUE)
Probability versus Probability (PP) plot for the Logistic-Rayleigh(LR) distribution
Description
The function pp.logis.rayleigh() produces a PP plot for the Logistic-Rayleigh(LR) based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.logis.rayleigh(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.logis.rayleigh() carries out a PP plot for the Logistic-Rayleigh(LR).
References
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
See Also
qq.logis.rayleigh for QQ plot and ks.logis.rayleigh function;
Examples
## Load data sets
data(stress)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.4779388, lambda.est = 0.2141343
pp.logis.rayleigh(stress, 1.4779388, 0.2141343, main = " ", line = TRUE)
Probability versus Probability (PP) plot for the Loglog distribution
Description
The function pp.loglog() produces a PP plot for the Loglog based on their MLE
or any other estimator. Also, a reference line can be sketched.
Usage
pp.loglog(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.loglog() carries out a PP plot for the Loglog.
References
Pham, H.(2002). A Vtub-Shaped Hazard Rate Function with Applications to System Safety, International Journal of Reliability and Applications. ,Vol. 3, No. l, pp. 1-16.
Pham, H.(2006). System Software Reliability, Springer-Verlag.
See Also
qq.loglog for QQ plot and ks.loglog function;
Examples
## Load data sets.
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.9058689 lambda.est = 1.0028228
pp.loglog(sys2, 0.9058689, 1.0028228, line = TRUE)
Probability versus Probability (PP) plot for the Marshall-Olkin Extended Exponential(MOEE) distribution
Description
The function pp.moee() produces a PP plot for the MOEE based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.moee(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.moee() carries out a PP plot for the MOEE.
References
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
See Also
qq.moee for QQ plot and ks.moee functions
Examples
## Load dataset
data(stress)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 75.67982, lambda.est = 1.67576
pp.moee(stress, 75.67982, 1.67576, main = '', line = TRUE)
Probability versus Probability (PP) plot for the Marshall-Olkin Extended Weibull(MOEW) distribution
Description
The function pp.moew( ) produces a PP plot for the MOEW based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.moew(x, alpha.est, lambda.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.moew( ) carries out a PP plot for the MOEW.
References
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the Weibull and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
See Also
qq.moew for QQ plot and ks.moew function;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.3035937, lambda.est = 279.2177754
pp.moew(sys2, 0.3035937, 279.2177754, main = " ", line = TRUE)
Probability versus Probability (PP) plot for the Weibull Extension(WE) distribution
Description
The function pp.weibull.ext() produces a PP plot for the Weibull Extension(WE) based on their MLE or any other estimate. Also, a reference line can be sketched.
Usage
pp.weibull.ext(x, alpha.est, beta.est, main = " ", line = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot. |
line |
logical; if TRUE, a 45 degree line is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function pp.weibull.ext() carries out a PP plot for the Weibull Extension(WE).
References
Tang, Y., Xie, M. and Goh, T.N., (2003). Statistical analysis of a Weibull extension model, Communications in Statistics: Theory & Methods 32(5):913-928.
Zhang, T., and Xie, M.(2007). Failure Data Analysis with Extended Weibull Distribution, Communications in Statistics-Simulation and Computation, 36(3), 579-592.
See Also
qq.weibull.ext for QQ plot and ks.weibull.ext function;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 0.00019114, beta.est = 0.14696242
pp.weibull.ext(sys2, 0.00019114, 0.14696242, main = " ", line = TRUE)
Quantile versus quantile (QQ) plot for the BurrX distribution
Description
The function qq.burrX() produces a QQ plot for the BurrX based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.burrX(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.burrX() carries out a QQ plot for the BurrX.
References
Kundu, D., and Raqab, M.Z. (2005). Generalized Rayleigh Distribution: Different Methods of Estimation, Computational Statistics and Data Analysis, 49, 187-200.
Surles, J.G., and Padgett, W.J. (2005). Some properties of a scaled Burr type X distribution, Journal of Statistical Planning and Inference, 128, 271-280.
Raqab, M.Z., and Kundu, D. (2006). Burr Type X distribution: revisited, Journal of Probability and Statistical Sciences, 4(2), 179-193.
See Also
pp.burrX for PP plot and ks.burrX function
Examples
## Load data sets
data(bearings)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.1989515, lambda.est = 0.0130847
qq.burrX(bearings, 1.1989515, 0.0130847, main = " ", line.qt = FALSE)
Quantile versus quantile (QQ) plot for the Chen distribution
Description
The function qq.chen() produces a QQ plot for the Chen based on their MLE or
any other estimator. Also, a line going through the first and the third quartile can be sketched.
Usage
qq.chen(x, beta.est, lambda.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
beta.est |
estimate of the parameter beta |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.chen() carries out a QQ plot for the Chen
References
Castillo, E., Hadi, A.S., Balakrishnan, N. and Sarabia, J.M.(2004). Extreme Value and Related Models with Applications in Engineering and Science, John Wiley and Sons, New York.
Chen, Z.(2000). A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function, Statistics and Probability Letters, 49, 155-161.
Pham, H.(2006). System Software Reliability, Springer-Verlag.
See Also
pp.chen for PP plot and ks.chen function;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of beta & lambda for the data(sys2)
## beta.est = 0.262282404, lambda.est = 0.007282371
qq.chen(sys2, 0.262282404, 0.007282371, line.qt = FALSE)
Quantile versus quantile (QQ) plot for the Exponential Extension(EE) distribution
Description
The function qq.exp.ext() produces a QQ plot for the ExpExt based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.exp.ext(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.exp.ext() carries out a QQ plot for the Exponetial Extension.
References
Nikulin, M. and Haghighi, F.(2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
See Also
pp.exp.ext for PP plot and ks.exp.ext function;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04
qq.exp.ext(sys2, 1.0126e+01, 1.5848e-04, main = " ", line.qt = FALSE)
Quantile versus quantile (QQ) plot for the Exponential Power distribution
Description
The function qq.exp.power() produces a QQ plot for the Exponential Power distribution based on their MLE or
any other estimator. Also, a line going through the first and the third quartile can be sketched.
Usage
qq.exp.power(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.exp.power() carries out a QQ plot for the Exponential Power distribution.
References
Castillo, E., Hadi, A.S., Balakrishnan, N. and Sarabia, J.M.(2004). Extreme Value and Related Models with Applications in Engineering and Science, John Wiley and Sons, New York.
Smith, R.M. and Bain, L.J.(1975). An exponential power life-test distribution, Communications in Statistics - Simulation and Computation, Vol.4(5), 469 - 481
See Also
pp.exp.power for PP plot and ks.exp.power function;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.905868898, lambda.est = 0.001531423
qq.exp.power(sys2, 0.905868898, 0.001531423, line.qt = FALSE)
Quantile versus quantile (QQ) plot for the Exponentiated Logistic(EL) distribution
Description
The function qq.expo.logistic() produces a QQ plot for the Exponentiated Logistic(EL) based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.expo.logistic(x, alpha.est, beta.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.expo.logistic() carries out a QQ plot for the Exponentiated Logistic(EL).
References
Ali, M.M., Pal, M. and Woo, J. (2007). Some Exponentiated Distributions, The Korean Communications in Statistics, 14(1), 93-109.
Shirke, D.T., Kumbhar, R.R. and Kundu, D.(2005). Tolerance intervals for exponentiated scale family of distributions, Journal of Applied Statistics, 32, 1067-1074
See Also
pp.expo.logistic for PP plot and ks.expo.logistic function;
Examples
## Load data sets
data(dataset2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(dataset2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 5.31302, beta.est = 139.04515
qq.expo.logistic(dataset2, 5.31302, 139.04515, main = " ", line.qt = FALSE)
Quantile versus quantile (QQ) plot for the Exponentiated Weibull(EW) distribution
Description
The function qq.expo.weibull() produces a QQ plot for the Exponentiated Weibull(EW) based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.expo.weibull(x, alpha.est, theta.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.expo.weibull() carries out a QQ plot for the Exponentiated Weibull(EW).
References
Mudholkar, G.S. and Srivastava, D.K. (1993). Exponentiated Weibull family for analyzing bathtub failure-rate data, IEEE Transactions on Reliability, 42(2), 299-302.
Murthy, D.N.P., Xie, M. and Jiang, R. (2003). Weibull Models, Wiley, New York.
Nassar, M.M., and Eissa, F. H. (2003). On the Exponentiated Weibull Distribution, Communications in Statistics - Theory and Methods, 32(7), 1317-1336.
See Also
pp.expo.weibull for PP plot and ks.expo.weibull function;
Examples
## Load data sets
data(stress)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(stress)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est =1.026465, theta.est = 7.824943
qq.expo.weibull(stress, 1.026465, 7.824943, main = " ", line.qt = FALSE)
Quantile versus quantile (QQ) plot for the flexible Weibull(FW) distribution
Description
The function qq.flex.weibull() produces a QQ plot for the flexible Weibull(FW) based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.flex.weibull(x, alpha.est, beta.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.flex.weibull() carries out a QQ plot for the flexible Weibull(FW).
References
Bebbington, M., Lai, C.D. and Zitikis, R. (2007). A flexible Weibull extension, Reliability Engineering and System Safety, 92, 719-726.
See Also
pp.flex.weibull for PP plot and ks.flex.weibull function;
Examples
## Load data sets
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(repairtimes)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 0.07077507, beta.est = 1.13181535
qq.flex.weibull(repairtimes, 0.07077507, 1.13181535, main = " ", line.qt = FALSE)
Quantile versus quantile (QQ) plot for the Generalized Exponential(GE) distribution
Description
The function qq.gen.exp() produces a QQ plot for the GE based on their MLE or
any other estimator. Also, a line going through the first and the third quartile can be sketched.
Usage
qq.gen.exp(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.gen.exp() carries out a QQ plot for the GE
References
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions. Biometrical Journal, 43(1), 117 - 130.
Gupta, R. D. and Kundu, D. (1999). Generalized exponential distributions. Australian and New Zealand Journal of Statistics, 41(2), 173 - 188.
See Also
pp.gen.exp for PP plot and ks.gen.exp function
Examples
## Load data
data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 5.28321139, lambda.est = 0.03229609
qq.gen.exp(bearings, 5.28321139, 0.03229609, line.qt = FALSE)
Quantile versus quantile (QQ) plot for the Gompertz distribution
Description
The function qq.gompertz() produces a QQ plot for the Gompertz based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.gompertz(x, alpha.est, theta.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.gompertz() carries out a QQ plot for the Gompertz.
References
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
See Also
pp.gompertz for PP plot and ks.gompertz function;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(sys2)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est = 0.00121307, theta.est = 0.00173329
qq.gompertz(sys2, 0.00121307, 0.00173329, main = " ", line.qt = FALSE)
Quantile versus quantile (QQ) plot for the generalized power Weibull(GPW) distribution
Description
The function qq.gp.weibull() produces a QQ plot for the generalized power Weibull(GPW) based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.gp.weibull(x, alpha.est, theta.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
theta.est |
estimate of the parameter theta |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.gp.weibull() carries out a QQ plot for the generalized power Weibull(GPW).
References
Nikulin, M. and Haghighi, F.(2006). A Chi-squared test for the generalized power Weibull family for the head-and-neck cancer censored data, Journal of Mathematical Sciences, Vol. 133(3), 1333-1341.
Pham, H. and Lai, C.D.(2007). On recent generalizations of the Weibull distribution, IEEE Trans. on Reliability, Vol. 56(3), 454-458.
See Also
pp.gp.weibull for PP plot and ks.gp.weibull function;
Examples
## Load data sets
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & theta for the data(repairtimes)
## Estimates of alpha & theta using 'maxLik' package
## alpha.est = 1.566093, theta.est = 0.355321
qq.gp.weibull(repairtimes, 1.566093, 0.355321, main = " ", line.qt = FALSE)
Quantile versus quantile (QQ) plot for the Gumbel distribution
Description
The function qq.gumbel() produces a QQ plot for the Gumbel based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.gumbel(x, mu.est, sigma.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
mu.est |
estimate of the parameter mu |
sigma.est |
estimate of the parameter sigma |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.gumbel() carries out a QQ plot for the Gumbel.
References
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families, Springer, New York.
See Also
pp.gumbel for PP plot and ks.gumbel function;
Examples
## Load data sets
data(dataset2)
## Maximum Likelihood(ML) Estimates of mu & sigma for the data(dataset2)
## Estimates of mu & sigma using 'maxLik' package
## mu.est = 212.157, sigma.est = 151.768
qq.gumbel(dataset2, 212.157, 151.768, main = " ", line.qt = FALSE)
Quantile versus quantile (QQ) plot for the Inverse Generalized Exponential(IGE) distribution
Description
The function qq.inv.genexp() produces a QQ plot for the Inverse Generalized Exponential(IGE) based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.inv.genexp(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.inv.genexp() carries out a QQ plot for the Exponetial Extension.
References
Gupta, R. D. and Kundu, D. (2001). Exponentiated exponential family; an alternative to gamma and Weibull distributions, Biometrical Journal, 43(1), 117-130.
Gupta, R.D. and Kundu, D., (2007). Generalized exponential distribution: Existing results and some recent development, Journal of Statistical Planning and Inference. 137, 3537-3547.
See Also
pp.inv.genexp for PP plot and ks.inv.genexp function;
Examples
## Load data sets
data(repairtimes)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(repairtimes)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.097807, lambda.est = 1.206889
qq.inv.genexp(repairtimes, 1.097807, 1.206889, main = " ", line.qt = FALSE)
Quantile versus quantile (QQ) plot for the linear failure rate(LFR) distribution
Description
The function qq.lfr() produces a QQ plot for the linear failure rate(LFR) based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.lfr(x, alpha.est, beta.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.lfr() carries out a QQ plot for the linear failure rate(LFR).
References
Bain, L.J. (1974). Analysis for the Linear Failure-Rate Life-Testing Distribution, Technometrics, 16(4), 551 - 559.
Lawless, J.F.(2003). Statistical Models and Methods for Lifetime Data, John Wiley and Sons, New York.
Sen, A. and Bhattacharya, G.K.(1995). Inference procedure for the linear failure rate mode, Journal of Statistical Planning and Inference, 46, 59-76.
See Also
pp.lfr for PP plot and ks.lfr function;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 1.77773e-03, beta.est = 2.77764e-06
qq.lfr(sys2, 1.777673e-03, 2.777640e-06, main = " ", line.qt = FALSE)
Quantile versus quantile (QQ) plot for the log-gamma(LG) distribution
Description
The function qq.log.gamma() produces a QQ plot for the ExpExt based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.log.gamma(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.log.gamma() carries out a QQ plot for the log-gamma(LG).
References
Klugman, S., Panjer, H. and Willmot, G. (2004). Loss Models: From Data to Decisions, 2nd ed., New York, Wiley.
Lawless, J. F., (2003). Statistical Models and Methods for Lifetime Data, 2nd ed., John Wiley and Sons, New York.
See Also
pp.log.gamma for PP plot and ks.log.gamma function;
Examples
## Load data sets
data(conductors)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(conductors)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 0.0088741, lambda.est = 0.6059935
qq.log.gamma(conductors, 0.0088741, 0.6059935, main = " ", line.qt = FALSE)
Quantile versus quantile (QQ) plot for the Logistic-Exponential(LE) distribution
Description
The function qq.logis.exp() produces a QQ plot for the ExpExt based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.logis.exp(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.logis.exp() carries out a QQ plot for the Exponetial Extension.
References
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
See Also
pp.logis.exp for PP plot and ks.logis.exp function;
Examples
## Load data sets
data(bearings)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 2.36754, lambda.est = 0.01059
qq.logis.exp(bearings, 2.36754, 0.01059, main = " ", line.qt = FALSE)
Quantile versus quantile (QQ) plot for the Logistic-Rayleigh(LR) distribution
Description
The function qq.logis.rayleigh() produces a QQ plot for the ExpExt based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.logis.rayleigh(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.logis.rayleigh() carries out a QQ plot for the Exponetial Extension.
References
Lan, Y. and Leemis, L. M. (2008). The Logistic-Exponential Survival Distribution, Naval Research Logistics, 55, 252-264.
See Also
pp.logis.rayleigh for PP plot and ks.logis.rayleigh function;
Examples
## Load data sets
data(stress)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(stress)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.4779388, lambda.est = 0.2141343
qq.logis.rayleigh(stress, 1.4779388, 0.2141343, main = " ", line.qt = FALSE)
Quantile versus quantile (QQ) plot for the Loglog distribution
Description
The function qq.loglog() produces a QQ plot for the Loglog based on their MLE or
any other estimator. Also, a line going through the first and the third quartile can be sketched.
Usage
qq.loglog(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.loglog() carries out a QQ plot for the Loglog
References
Pham, H.(2002). A Vtub-Shaped Hazard Rate Function with Applications to System Safety, International Journal of Reliability and Applications. ,Vol. 3, No. l, pp. 1-16.
Pham, H.(2006). System Software Reliability, Springer-Verlag.
See Also
pp.loglog for PP plot and ks.loglog function;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.9058689 lambda.est = 1.0028228
qq.loglog(sys2, 0.9058689, 1.0028228, line.qt = FALSE)
Quantile versus quantile (QQ) plot for the Marshall-Olkin Extended Exponential(MOEE) distribution
Description
The function qq.moee() produces a QQ plot for the MOEE based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.moee(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.moee() carries out a QQ plot for the MOEE.
References
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
See Also
pp.moee for PP plot and ks.moee function
Examples
## Load dataset
data(stress)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 75.67982, lambda.est = 1.67576
qq.moee(stress, 75.67982, 1.67576, main = '',line.qt = FALSE)
Quantile versus quantile (QQ) plot for the Marshall-Olkin Extended Weibull(MOEW) distribution
Description
The function qq.moew( ) produces a QQ plot for the MOEW based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.moew(x, alpha.est, lambda.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
lambda.est |
estimate of the parameter lambda |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.moew( ) carries out a QQ plot for the MOEW.
References
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the Weibull and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
See Also
pp.moew for PP plot and ks.moew function;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.3035937, lambda.est = 279.2177754
qq.moew(sys2, 0.3035937, 279.2177754, main = " ", line.qt = FALSE)
Quantile versus quantile (QQ) plot for the Weibull Extension(WE) distribution
Description
The function qq.weibull.ext() produces a QQ plot for the Weibull Extension(WE) based on their MLE or
any other estimate. Also, a line going through the first and the third
quartile can be sketched.
Usage
qq.weibull.ext(x, alpha.est, beta.est, main = " ", line.qt = FALSE, ...)
Arguments
x |
vector of observations |
alpha.est |
estimate of the parameter alpha |
beta.est |
estimate of the parameter beta |
main |
the title for the plot |
line.qt |
logical; if TRUE, a line going by the first and third quartile is sketched. |
... |
additional arguments to be passed to the underlying plot function. |
Value
The function qq.weibull.ext() carries out a QQ plot for the Weibull Extension(WE).
References
Tang, Y., Xie, M. and Goh, T.N., (2003). Statistical analysis of a Weibull extension model, Communications in Statistics: Theory & Methods 32(5):913-928.
Zhang, T., and Xie, M.(2007). Failure Data Analysis with Extended Weibull Distribution, Communications in Statistics-Simulation and Computation, 36(3), 579-592.
See Also
pp.weibull.ext for PP plot and ks.weibull.ext function;
Examples
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & beta for the data(sys2)
## Estimates of alpha & beta using 'maxLik' package
## alpha.est = 0.00019114, beta.est = 0.14696242
qq.weibull.ext(sys2, 0.00019114, 0.14696242, main = " ", line.qt = FALSE)
Reactor pump
Description
Several data sets related to life test are available in the reliaR package, which have been taken from the literature.
Usage
data(reactorpump)
Format
A vector containing 23 observations.
Details
The data is based on total time on test plot analysis for mechanical components of the RSG-GAS reactor. The data are the time between failures of secondary reactor pumps.
References
Bebbington,M., Lai, C.D. and Zitikis, R.(2007). A flexible Weibull extension. Reliability Engineering and System Safety, 92, 719-726.
Salman Suprawhardana M, Prayoto, Sangadji. Total time on test plot analysis for mechanical components of the RSG-GAS reactor. Atom Indones (1999), 25(2).
Examples
## Load data sets
data(reactorpump)
## Histogram for reactorpump
hist(reactorpump)
Maintenance Data
Description
Several data sets related to life test are available in the reliaR package, which have been taken from the literature.
Usage
data(repairtimes)
Format
A vector containing 46 observations.
Details
repairtimes correspond to maintenance data on active repair times (in hours) for an airborne communications transceiver.
References
Chhikara, R. S. and Folks, J. L. (1989). The Inverse Gaussian Distribution. Marcel Dekker, New York.
Examples
## Load data sets
data(repairtimes)
## Histogram for repairtimes
hist(repairtimes)
Breaking stress
Description
Several data sets related to life test are available in the reliaR package, which have been taken from the literature.
Usage
data(stress)
Format
A vector containing 100 observations.
Details
The data is obtained from Nichols and Padgett (2006) and it represents the breaking stress of carbon fibres (in Gba).
References
Nichols, M.D. and Padgett, W.J. (2006). A bootstrap control chart for Weibull percentiles. Quality and Reliability Engineering International, 22, 141-151.
Examples
## Load data sets
data(stress)
## Histogram for stress
hist(stress)
Software Reliability Dataset
Description
Several data sets related to life test are available in the reliaR package, which have been taken from the literature.
Usage
data(sys2)
Format
A vector containing 86 observations.
Details
The data is obtained from DACS Software Reliability Dataset, Lyu (1996). The data represents the time-between-failures (time unit in miliseconds) of a software. The data given here is transformed from time-between-failures to failure times.
References
Lyu, M. R. (1996). Handbook of Software Reliability Engineering, IEEE Computer Society Press, http://www.cse.cuhk.edu.hk/~lyu/book/reliability/
Examples
## Load data sets
data(sys2)
## Histogram for sys2
hist(sys2)