get.Niuj

Function giving the value of the counting process Niuj used in the
estimation of the kernel and the transition matrix of censored and
non-parametric semi-markov chains (cf. article Exact MLE and asymptotic
properties for nonparametric semi-Markov models)

Performs parametric and non-parametric estimation and simulation
for multi-state discrete-time semi-Markov processes. For the parametric
estimation, several discrete distributions are considered for the sojourn
times: Uniform, Geometric, Poisson, Discrete Weibull and Negative Binomial.
The non-parametric estimation concerns the sojourn time distributions,
where no assumptions are done on the shape of distributions. Moreover, the
estimation can be done on the basis of one or several sample paths, with or
without censoring at the beginning or/and at the end of the sample paths.
Reliability indicators such as reliability, maintainability, availability,
BMP-failure rate, RG-failure rate, mean time to failure and mean time to
repair are available as well. The implemented methods are described in
Barbu, V.S., Limnios, N. (2008) <doi:10.1007/978-0-387-73173-5>,
Barbu, V.S., Limnios, N. (2008) <doi:10.1080/10485250701261913> and
Trevezas, S., Limnios, N. (2011) <doi:10.1080/10485252.2011.555543>.
Estimation and simulation of discrete-time k-th order Markov chains are
also considered.

Nicolas Vergne

smmR

Simulation, Estimation and Reliability of Semi-Markov Models

Vlad Stefan Barbu

Florian Lecocq

Corentin Lothode

get.Niuj function

<dl><dt>sequences</dt>
<dd>A list of sequences of states.</dd></dl>

Arguments

Function giving the value of the counting process Niuj used in the
estimation of the kernel and the transition matrix of censored and
non-parametric semi-markov chains (cf. article Exact MLE and asymptotic
properties for nonparametric semi-Markov models) — get.Niuj

<dl>

<dt>sequences</dt>
<dd>A list of sequences of states.</dd>

</dl>

Function giving the value of the counting process Niuj used in the
estimation of the kernel and the transition matrix of censored and
non-parametric semi-markov chains (cf. article Exact MLE and asymptotic
properties for nonparametric semi-Markov models)

get.Niuj: Function giving the value of the counting process Niuj used in the estimation of the kernel and the transition matrix of censored and non-parametric semi-markov chains (cf. article Exact MLE and asymptotic properties for nonparametric semi-Markov models)

Description

Usage

Value

Arguments