Type:	Package
Title:	Piecewise Exponential Distribution with Random Time Grids
Version:	0.0.1
Maintainer:	Fabio Demarqui <fndemarqui@est.ufmg.br>
Description:	Fits the Piecewise Exponential distribution with random time grids using the clustering structure of the Product Partition Models. Details of the implemented model can be found in Demarqui et al. (2008) <doi:10.1007/s10985-008-9086-0>.
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://github.com/fndemarqui/peppm
BugReports:	https://github.com/fndemarqui/peppm/issues
Depends:	R (≥ 3.2.0)
Imports:	Rcpp (≥ 1.0.1)
LinkingTo:	Rcpp
RoxygenNote:	7.1.0
Suggests:	testthat
NeedsCompilation:	yes
Packaged:	2020-06-24 22:16:27 UTC; fndemarqui
Author:	Fabio Demarqui [aut, cre]
Repository:	CRAN
Date/Publication:	2020-06-25 08:50:02 UTC

Probability function, distribution function, quantile function and random generation for the Piecewise Exponential (PE) distribution.

Description

Probability function, distribution function, quantile function and random generation for the Piecewise Exponential (PE) distribution.

Usage

dpexp(x, tgrid, rates, log = FALSE)

ppexp(q, tgrid, rates, lower.tail = TRUE, log.p = FALSE)

qpexp(p, tgrid, rates, lower.tail = TRUE, log.p = FALSE)

rpexp(n, tgrid, rates)

Arguments

Value

dpexp gives the (log) probability function, ppexp gives the (log) distribution function, qpexp gives the quantile function, and rpexp generates random deviates.

Examples

n <- 10
tgrid <- c(0, 1, 3, 7, Inf)
rates <- c(0.5, 4, 0.8, 0.1)
x <- sort(rpexp(n, tgrid=tgrid, rates=rates))
Fx <- ppexp(x, tgrid, rates)
y <- qpexp(Fx, tgrid, rates)
# checking:
x==y

Function to identify the times' intervals

Description

Function to identify the times' intervals

Usage

findInt(time, tgrid)

Arguments

Value

indicator of times's intervals

Examples

data(telecom)
tgrid <- with(telecom, timeGrid(time, status))
tgrid
findInt(telecom$time, tgrid) 

Computes the time grid from the auxiliary vector U.

Description

Computes the time grid from the auxiliary vector U.

Usage

getGrid(U, ftgrid)

Arguments

Value

the time grid associated with the auxiliary vector U.

Runs the Gibbs sampler

Description

Runs the Gibbs sampler

Usage

gibbs(
  U0,
  ftgrid,
  time,
  status,
  a_rates,
  b_rates,
  cohesion,
  a_beta,
  b_beta,
  npost,
  nburnin,
  nlag
)

Arguments

Value

posterior sample

Hazard and cumulative hazard functions of the PE distribution

Description

Hazard and cumulative hazard functions of the PE distribution

Usage

hpexp(x, tgrid, rates)

Hpexp(x, tgrid, rates)

Arguments

Value

hpexp gives the hazard function and Hpexp gives the cumulative hazard function of the PE distribution.

Piecewise Exponential Product Partition Model

Description

Piecewise Exponential Product Partition Model

Usage

peppm(
  time,
  status,
  a_rates = 1,
  b_rates = 1,
  cohesion = 1,
  a_beta = 1,
  b_beta = 1,
  nburnin = 10000,
  npost = 20000,
  nlag = 10
)

Arguments

Value

Posterior sample of the number of intervals, failure rates, the auxiliary vector U, and the logarithm of the prior predictive distribution (log data factor).

Examples

# Small chain used here due to time constraints. 
data(telecom)

# Prior cohesion 1:
fit1 <- with(telecom, peppm(time, status, cohesion=1, nburnin = 0, nlag = 1, npost = 100))
# Prior cohesion 2:
fit2 <- with(telecom, peppm(time, status, cohesion=2, nburnin = 0, nlag = 1, npost = 100))
# Prior cohesion 3:
fit3 <- with(telecom, peppm(time, status, cohesion=3, nburnin = 0, nlag = 1, npost = 100))
# Prior cohesion 4:
fit4 <- with(telecom, peppm(time, status, cohesion=4, nburnin = 0, nlag = 1, npost = 100))  
   

GTE Corporation telecommunication systems

Description

Failure times (in days) of 125 installed telecommunication systems installed by GTE Corporation.

Format

A data frame with 125 rows and 2 variables:

• time: vector of failure times (in days)

• status: vector of failure indicator

Author(s)

Fabio N. Demarqui fndemarqui@est.ufmg.br

References

Piecewise Exponential Estimator for the Survival Function. J. S. Kim and F. Proschan. IEEE TRANSACTIONS ON RELIABILITY, VOL. 40, NO. 2, 1991.

Examples

library(peppm)
data(telecom)
fit1 <- with(telecom, peppm(time, status, cohesion=1, nburnin=0, nlag=1, npost=100))
fit2 <- with(telecom, peppm(time, status, cohesion=2, nburnin=0, nlag=1, npost=100))
fit3 <- with(telecom, peppm(time, status, cohesion=3, nburnin=0, nlag=1, npost=100))
fit4 <- with(telecom, peppm(time, status, cohesion=4, nburnin=0, nlag=1, npost=100))
# time grid associated with the first line of the matrix U:

Time grid for the PE distribution

Description

This function make use of the observed times and failure indicators to create a time grid for the PE distribution.

Usage

timeGrid(time, status, n.int = NULL)

Arguments

Value

the time grid needed to specify the PE distribution.

Examples

data(telecom)
tgrid1 <- with(telecom, timeGrid(time, status))
tgrid1
tgrid2 <- with(telecom, timeGrid(time, status, n.int = 4))
tgrid2