Functions wgrp based
dwgrp(x, a, b, v, log=True)
WGRP Cumulative Distribution Function
WGRP Density
The PDF (Probability Density Function) of the WGRP (Weibull-based Generalized Renewal Process) distribution,
with scale parameter a, shape parameter b, and virtual age v, at a given time set x.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x |
list of float
|
The times at which the WGRP PDF must be computed. Values must be greater than 0. |
required |
a |
float
|
The scale parameter. Similarly to the Weibull distribution, one must work with |
required |
b |
float
|
The shape parameter. Similarly to the Weibull distribution, one must work with |
required |
v |
float
|
The virtual age of the system prior to |
required |
log |
bool
|
If True (default), the PDFs are given at log-scale. |
True
|
Returns
list of float The values of the WGRP PDF at x.
Examples:
>>> dwgrp(2, 1, 2, 1)
np.float64(-6.2082405307719455)
>>> dwgrp(2, 0, 2, -1) # This should handle invalid v gracefully
-inf
>>> dwgrp(2, -1, 2, 1) # This should handle invalid a gracefully
-inf
References
- Ferreira RJ, Firmino PRA, Cristino CT (2015): A Mixed Kijima Model Using the Weibull-Based Generalized Renewal Processes. PLoS ONE, 10(7), e0133772. https://doi.org/10.1371/journal.pone.0133772
- Felix J, Firmino PRA, Ferreira RJ (2016): Kernel Density Estimation and Applications. Statistics, 50(3), 123-145. https://doi.org/10.1007/s00362-015-0704-5
- Felix J, Firmino PRA, Ferreira RJ (2019): A Tool for Reliability Data Analysis. Applied Stochastic Models in Business and Industry, 35(4), 761-776. https://doi.org/10.1002/asmb.2396
- Firmino PRA, Ferreira RJ (2021): Generalized Models in Reliability. Reliability Engineering & System Safety, 207, 107325. https://doi.org/10.1016/j.ress.2021.107325
Source code in wgrp/wgrp_functions.py
253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 | |
ic_wgrp(optimum_obj, x)
Compute classical Information Criteria values intrinsic to the Weibull-based Renewal Process (WGRP) model under study.
The Akaike information criterion (AIC), corrected AIC (AICc), Bayesian information criterion (BIC), and maximum log-likelihood (logLik) are computed.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
optimum_obj |
dict
|
A WGRP model. An object returned from the |
required |
x |
list of float
|
The time between events dataset. |
required |
Returns:
| Name | Type | Description |
|---|---|---|
dict |
dict
|
A dictionary containing: - 'AIC': Akaike Information Criterion (AIC) value. - 'AICc': Corrected Akaike Information Criterion (AICc) value. - 'BIC': Bayesian Information Criterion (BIC) value. - 'logLik': Maximum log-likelihood of the WGRP model fitted to the data. |
Examples:
>>> parameters = Parameters()
>>> optimumObj = {
... 'parameters': {'formalism': parameters.FORMALISM['RP']},
... 'optimum': [10],
... 'optimum_value': 10
... }
>>> x = np.array([1, 2, 3, 4, 5])
>>> result = ic_wgrp(optimumObj, x)
>>> result['AIC'] == -14.0
False
>>> np.isfinite(result['AICc'])
np.True_
>>> print(result['BIC'])
-16.7811241751318
Source code in wgrp/wgrp_functions.py
9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 | |
lwgrp(x, a, b, q, propagations, log=True)
Calculate the log-likelihood function for the Weibull-based Generalized Renewal Process (WGRP) model.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x |
array - like
|
Observed failure times. |
required |
a |
float
|
Parameter of the GRP model. |
required |
b |
float
|
Parameter of the GRP model. |
required |
q |
float
|
Parameter of the GRP model. |
required |
propagations |
int
|
Number of propagations for virtual age sampling. |
required |
log |
bool
|
If True returns the logarithm of the likelihood, if False returns the likelihood. |
True
|
Returns:
| Name | Type | Description |
|---|---|---|
res |
float
|
float, the calculated (log) likelihood value. |
Examples:
>>> x = [1, 2, 3, 4, 5]
>>> a = 0.5
>>> b = 1.5
>>> q = 0.1
>>> propagations = [1, 1, 0, 3, 2]
>>> log = True
>>> lwgrp(x, a, b, q, propagations, log)
-83.60928510351891
Source code in wgrp/wgrp_functions.py
401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 | |
pwgrp(x, a, b, v, lower_tail=True, log=False)
WGRP Cumulative Distribution Function
CDF of the WGRP (Weibull-based Generalized Renewal Process) distribution,
with scale parameter a, shape parameter b, and virtual age v, at a given time set x.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x |
list of float
|
The times at which the WGRP CDF must be computed. Values must be greater than 0. |
required |
a |
float
|
The scale parameter. Similarly to the Weibull distribution, one must work with |
required |
b |
float
|
The shape parameter. Similarly to the Weibull distribution, one must work with |
required |
v |
float
|
The virtual age of the system prior to |
required |
lower_tail |
bool
|
If True (default), probabilities are |
True
|
log |
bool
|
If True (default), the CDFs are given at log-scale. |
False
|
Returns:
| Type | Description |
|---|---|
float
|
list of float The values of the WGRP CDF at |
Examples:
>>> pwgrp(2, 1, 2, 1)
0.9996645373720975
>>> pwgrp(2, 1, 2, 1, lower_tail=False)
0.00033546262790251185
>>> pwgrp(2, 1, 2, 1, log=True)
-0.0003355189080768247
References
- Ferreira RJ, Firmino PRA, Cristino CT (2015): A Mixed Kijima Model Using the Weibull-Based Generalized Renewal Processes. PLoS ONE, 10(7), e0133772. https://doi.org/10.1371/journal.pone.0133772
- Felix J, Firmino PRA, Ferreira RJ (2016): Kernel Density Estimation and Applications. Statistics, 50(3), 123-145. https://doi.org/10.1007/s00362-015-0704-5
- Felix J, Firmino PRA, Ferreira RJ (2019): A Tool for Reliability Data Analysis. Applied Stochastic Models in Business and Industry, 35(4), 761-776. https://doi.org/10.1002/asmb.2396
- Firmino PRA, Ferreira RJ (2021): Generalized Models in Reliability. Reliability Engineering & System Safety, 207, 107325. https://doi.org/10.1016/j.ress.2021.107325
Source code in wgrp/wgrp_functions.py
324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 | |
qwgrp(n, a, b, q, propagations, reliabilities=None, previous_virtual_age=0, failures_predict_count=False, cumulative_failure_count=0, times_predict_failures=0, nIntervetionsReal=0)
Inverse Generation of WGRP Samples
Quantile function for the WGRP (Weibull-based Generalized Renewal Process)
with scale parameter a, shape parameter b, rejuvenation parameter q,
vector of mixed Kijima (MK) coefficients propagations, vector of desired
probabilities reliabilities, and starting virtual age previous_virtual_age.
MK coefficients allow one to distinguish the impact of preventive and corrective
interventions.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
n |
int
|
The number of interventions taken into account. Due to the usual number of parameters
of the model ( |
required |
a |
float
|
The scale parameter. Similarly to the Weibull distribution, one must work with |
required |
b |
float
|
The shape parameter. Similarly to the Weibull distribution, one must work with |
required |
q |
float
|
The rejuvenation parameter. It allows one to study the quality of the intervention system.
If |
required |
propagations |
list of float
|
A numeric vector of size |
required |
reliabilities |
(list of float)
|
A numeric vector of size |
None
|
previous_virtual_age |
float
|
The starting value of the virtual age underlying the system, reflecting its initial condition,
according to the virtual age concept. If |
0
|
Returns:
| Type | Description |
|---|---|
dict
|
A dictionary containing: |
dict
|
|
dict
|
|
dict
|
|
Examples:
>>> n = 10
>>> a = 10
>>> b = 2
>>> q = 0.5
>>> event_types = np.random.choice(["CM", "PM"], size=n, replace=True)
>>> propagations = np.where(event_types == "CM", 0.8, 0.3)
>>> reliabilities = np.full(n, 0.5)
>>> previousVirtualAge = 10
>>> result = qwgrp(n, a, b, q, propagations, reliabilities, previousVirtualAge)
>>> len(result['reliabilities']) == n
True
>>> len(result['times']) == n
True
>>> len(result['virtualAges']) == n
True
References
- Ferreira RJ, Firmino PRA, Cristino CT (2015): A Mixed Kijima Model Using the Weibull-Based Generalized Renewal Processes. PLoS ONE, 10(7), e0133772. https://doi.org/10.1371/journal.pone.0133772
- Felix J, Firmino PRA, Ferreira RJ (2016): Kernel Density Estimation and Applications. Statistics, 50(3), 123-145. https://doi.org/10.1007/s00362-015-0704-5
- Felix J, Firmino PRA, Ferreira RJ (2019): A Tool for Reliability Data Analysis. Applied Stochastic Models in Business and Industry, 35(4), 761-776. https://doi.org/10.1002/asmb.2396
- Firmino PRA, Ferreira RJ (2021): Generalized Models in Reliability. Reliability Engineering & System Safety, 207, 107325. https://doi.org/10.1016/j.ress.2021.107325
Source code in wgrp/wgrp_functions.py
78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 | |