NGSSEML (version 1.0)

ProdXtChi: ProdXtChi

Description

ProdXtChi computes a constant to be inserted in the likelihood of the PEM with covariate (PH model).

Usage

ProdXtChi(StaPar,Yt,Break,Event,Xt)

Arguments

StaPar

the static parameter vector.

Yt

a vector with the failure/censored times.

Break

a vector with the interval limits.

Event

a censoring indicator (a vector).

Xt

the explanatory variables to be inserted in the model.

Value

cco

a constant.

%% ...

Details

Typical usages are

ProdXtChi(StaPar,Yt,Break,Event,Xt)

References

Gamerman, D., Santos, T. R., and Franco, G. C. (2013). A Non-Gaussian Family of State-Space Models with Exact Marginal Likelihood. Journal of Time Series Analysis, 34(6), 625-645.

Santos T. R., Gamerman, D., Franco, G. C. (2017). Reliability Analysis via Non-Gaussian State-Space Models. IEEE Transactions on Reliability, 66, 309-318.

See Also

LikeF SmoothingF

Examples

# NOT RUN {
library(NGSSEML)
data(gte_data)
Yt=gte_data$V1
Xt=as.matrix(1:125)
model="PEM"
amp=FALSE
Event=gte_data$V2        # Event: failure, 1.
Break=GridP(Yt, Event, nT = NULL)
LabelParTheta=c("w")
StaPar=c(0.73)
out=ProdXtChi(StaPar,Yt,Break,Event,Xt)
# }