| wblrLoglike {WeibullR} | R Documentation |
Log likelihood for Weibull and Lognormal fitted data including intervals
Description
This function generates the Log likelihood for Wiebull and lognormal distributions from life(-time) data containing fixed time occurrences, and suspensions (progressive right-censored data), discoveries (left-censored data), and interval censored data.
Usage
wblrLoglike(par, x, dist="weibull", sign=1, tz=0 )
Arguments
par |
A vector of parameters taken in the same order as the underlying R distribution. That is, for weibull the order of parameters is (shape, scale). For lognormal (meanlog, sdlog). (Unsuitable parameters cannot be pre-tested, but may cause the function to fail with NaN, or inf values.) |
x |
A dataframe such as generated by mleframe with column names 'left', 'right' and optionally 'qty'. Exact failure data (occurrences) have same time entered in both 'left' and 'right' columns. Suspension data has last known life[time] entered in 'left' column and -1 entered in 'right' column. The left(early) interval bound for left-censored data must be entered as zero. (NA is not accepted). |
dist |
A string defining a distribution to be fit. Implemented distributions are "weibull" (default) and "lognormal". (Only 2-parameter models are accepted.) |
sign |
An integer of 1 or -1 assigning a multiplier for the returned value. A value of -1 results in a minimization function suitable for use as an argument to optim. |
tz |
A scalar vector with the translation parameter, t0, to be applied to data. |
Value
Returns a scalar vector holding the value of log-likelihood. Unsuitable parameters may cause generation of NaN.
References
William Q. Meeker and Luis A. Escobar, (1998) "Statistical Methods for Reliability Data", Wiley-Interscience, New York
Robert B. Abernethy, (2008) "The New Weibull Handbook, Fifth Edition"
Marie Laure Delignette-Muller, Christophe Dutang (2015). "fitdistrplus: An R Package for Fitting Distributions". Journal of Statistical Software, 64(4), 1-34. URL http://www.jstatsoft.org/v64/i04/.
Examples
failures<-c(90,96,30,49,82)
suspensions<-c(100,45,10)
weibull_loglike<-wblrLoglike(c( 2.26, 4900), mleframe(failures,suspensions))