NGSSEML (version 1.0)

TTime: Total Failure Time

Description

The function TTime gives a vector with the contribution of the units for each interval of the PEM.

Usage

TTime(StaPar,Yt,Event, Break, Xt = NULL)

Arguments

StaPar

the static parameter vector.

Yt

a vector with the failure/censored times.

Event

a censoring indicator (a vector).

Break

a vector with the interval limits.

Xt

the explanatory variables to be inserted in the model. Optional argument.

Value

ttime

a vector with the contribution of the units for each interval.

%% ...

Details

Typical usages are

TTime(StaPar,Yt,Event, Break, Xt = NULL)

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 {
################################################################################ 
#
## PEM Example: the GTE data 
##
################################################################################
library(NGSSEML)
data(gte_data)
Yt=gte_data$V1
Xt=NULL
Zt=NULL
amp=FALSE
Event=gte_data$V2        # Event: failure, 1.
Break=GridP(Yt, Event, nT = NULL)
StaPar=c(0.7)
out=TTime(StaPar,Yt,Event, Break, Xt = NULL)
# }