## ----setup, echo=FALSE, message=FALSE----------------------------------------- knitr::opts_chunk$set( collapse = TRUE, screenshot.force = FALSE, comment = "#>" ) library(weibulltools) ## ----dataset_shock, message = FALSE------------------------------------------- # Data: shock_tbl <- reliability_data(data = shock, x = distance, status = status) shock_tbl ## ---- Parameter estimation procedures----------------------------------------- # Estimation of failure probabilities: shock_cdf <- estimate_cdf(shock_tbl, methods = "johnson") # Rank Regression: rr_weibull <- rank_regression(shock_cdf, distribution = "weibull") # Maximum Likelihood Estimation: ml_weibull <- ml_estimation(shock_tbl, distribution = "weibull") ## ---- Confidence intervals for model parameters------------------------------- # Confidence intervals based on Rank Regression: rr_weibull$confint # Confidence intervals based on Maximum Likelihood Estimation: ml_weibull$confint ## ---- Confidence level-------------------------------------------------------- # Confidence intervals based on another confidence level: ml_weibull_99 <- ml_estimation(shock_tbl, distribution = "weibull", conf_level = 0.99) ml_weibull_99$confint ## ---- Confidence intervals for probabilities---------------------------------- # Beta-Binomial confidence bounds: conf_bb <- confint_betabinom( x = rr_weibull, b_lives = c(0.01, 0.1, 0.5), bounds = "two_sided", conf_level = 0.95, direction = "y" ) conf_bb # Fisher's normal approximation confidence intervals: conf_fisher <- confint_fisher(x = ml_weibull) conf_fisher ## ---- Preparation for visualization------------------------------------------- # Probability plot weibull_grid <- plot_prob( shock_cdf, distribution = "weibull", title_main = "Weibull Probability Plot", title_x = "Mileage in km", title_y = "Probability of Failure in %", title_trace = "Defectives", plot_method = "ggplot2" ) ## ---- BBB on failure probabilities, fig.cap = "Figure 1: Beta-Binomial confidence bounds for failure probabilities.", message = FALSE---- # Beta-Binomial confidence intervals: weibull_conf_bb <- plot_conf( weibull_grid, conf_bb, title_trace_mod = "Rank Regression", title_trace_conf = "Beta-Binomial Bounds" ) weibull_conf_bb ## ---- FI on failure probabilities, fig.cap = "Figure 2: Fisher's normal approximation confidence intervals for failure probabilities.", message = FALSE---- # Fisher's normal approximation confidence intervals: weibull_conf_fisher <- plot_conf( weibull_grid, conf_fisher, title_trace_mod = "Maximum Likelihood", title_trace_conf = "Fisher's Confidence Intervals" ) weibull_conf_fisher ## ---- Confidence intervals for quantiles-------------------------------------- # Computation of confidence intervals for quantiles: ## Beta-Binomial confidence intervals: conf_bb_x <- confint_betabinom( x = rr_weibull, bounds = "upper", conf_level = 0.95, direction = "x" ) conf_bb_x ## Fisher's normal approximation confidence intervals: conf_fisher_x <- confint_fisher(x = ml_weibull, bounds = "lower", direction = "x") conf_fisher_x ## ---- BBB on quantiles, fig.cap = "Figure 3: One-sided (upper) Beta-Binomial confidence bound for quantiles.", message = FALSE---- # Visualization: ## Beta-Binomial confidence intervals: weibull_conf_bb_x <- plot_conf( weibull_grid, conf_bb_x, title_trace_mod = "Rank Regression", title_trace_conf = "Beta-Binomial Bounds" ) weibull_conf_bb_x ## ---- FI on quantiles, fig.cap = "Figure 4: One-sided (lower) normal approximation confidence interval for quantiles.", message = FALSE---- ## Fisher's normal approximation confidence intervals: weibull_conf_fisher_x <- plot_conf( weibull_grid, conf_fisher_x, title_trace_mod = "Maximum Likelihood", title_trace_conf = "Fisher's Confidence Intervals" ) weibull_conf_fisher_x