NEWS
weibulltools 2.1.0 (2023-04-05)
Breaking Changes
Parametric Models
rank_regression(): For all distributions, the confidence intervals of the parameters are now computed on the basis of a heteroscedasticity-consistent (HC) covariance matrix. If the confidence intervals for the Weibull parameters are to be calculated according to Mock, this must be specified via the new argument options.
mixmod_regression(): Since this function uses rank_regression(), the changes regarding the confidence intervals also apply here.
plot_prob.wt_model(): Removed dysfunctional argument distribution. The distribution is inferred using the model x.
Confidence Intervals
delta_method(): Renamed argument p with x.
confint_betabinom() and confint_fisher(): Removed constant features distribution, bounds and direction from the tibble output and added them as attributes instead.
Monte Carlo Simulation
mcs_mileage(): Changed name of output column mileage to x (in accordance with reliability_data()).
mcs_delay(): Changed name of output column time to x (in accordance with reliability_data()).
dist_mileage.default() (former dist_mileage()): Renamed argument mileage with x.
mcs_mileage.default() (former mcs_mileage()): Renamed argument mileage with x.
New Features
Distributions
- Implementation of one- and two-parametric exponential distribution (
'exponential' and 'exponential2').
Non-Parametric Failure Probabilities
estimate_cdf(): Added option johnson_method to specify the formula which is used for determining cumulative failure probabilities.
Parametric Models
rank_regression(): New arguments direction (specifies direction of dependency in the model), control (enables access to argument control in optim()) and options (method used to calculate the confidence intervals for the parameters, default is "HC").
r_squared_profiling(): New argument direction.
ml_estimation(): New arguments start_dist_params (optional vector with initial values of the parameters) and control (enables access to argument control in optim()).
loglik_profiling(): New argument wts.
loglik_profiling() is now an S3 generic. loglik_profiling() becomes loglik_profiling.default(). Added loglik_profiling.wt_reliability_data().
loglik_function() is now an S3 generic. loglik_function() becomes loglik_function.default(). Added loglik_function.wt_reliability_data().
Confidence Intervals
confint_betabinom(): Methods "kaplan" and "nelson" of estimate_cdf() can be used for beta-binomial confidence bounds.
Monte Carlo Simulation
- Added
mcs_mileage_data(): Create consistent MCS data for mcs_mileage().
- Added
mcs_delay_data(): Create consistent MCS data for mcs_delay().
dist_mileage() is now an S3 generic. dist_mileage() becomes dist_mileage.default(). Added dist_mileage.wt_mcs_mileage_data().
dist_delay() is now an S3 generic. dist_delay() becomes dist_delay.default(). Added dist_delay.wt_mcs_delay_data().
dist_delay() now supports the estimation of multiple delay distributions at once.
mcs_mileage() is now an S3 generic. mcs_mileage() becomes mcs_mileage.default(). Added mcs_mileage.wt_mcs_mileage_data().
mcs_delay() is now an S3 generic. mcs_delay() becomes mcs_delay.default(). Added mcs_delay.wt_mcs_delay_data().
- Added
print.wt_mcs_delay_data() and print.wt_mcs_mileage_data().
- Added
print.wt_mileage_estimation().
- Added
print.wt_delay_estimation() for one delay and print.wt_delay_estimation_list() for multiple delays.
Lifecycle changes
Minor Improvements and bug fixes
Reliability Data
- Fixed bug in
reliability_data(): Using !! syntax with arguments x and status resulted in an error.
estimate_cdf() preserves additional columns, that were returned from reliability_data(..., .keep_all = TRUE).
- Improved
print.wt_reliability_data().
Confidence Intervals
- Fixed bug in
plot_conf(): Wrong confidence bounds were displayed for direction = "x" (#181).
- Fixed bug in
plot_conf(): plot_method = "ggplot2" and exactly one method in estimate_cdf() resulted in an error (#182).
Monte Carlo Simulation
- The object returned by
mcs_mileage() now has class wt_mcs_mileage.
- The object returned by
mcs_delay() now has class wt_mcs_delay.
- The object returned by
dist_mileage() now has class wt_mileage_estimation.
- The object returned by
dist_delay() now has class wt_delay_estimation or wt_delay_estimation_list.
Documentation improvements
plot_prob(): Better work out the distinction between plot_prob.wt_cdf_estimation() and plot_prob.wt_model(). The former is applied to a CDF estimation whereas the latter is applied to a mixture model.
weibulltools 2.0.0 (2021-01-12)
Breaking Changes
- Package now depends on R(>= 3.5.0)
Non-Parametric Failure Probabilities
mr_method(): Deprecated, use estimate_cdf() instead. Renamed output column characteristic with x. Set default value for id to NULL.
johnson_method(): Deprecated, use estimate_cdf() instead. Renamed output column characteristic with x. Set default value for id to NULL.
kaplan_method(): Deprecated, use estimate_cdf() instead. Renamed output column characteristic with x. Set default value for id to NULL.
nelson_method(): Deprecated, use estimate_cdf() instead. Renamed output column characteristic with x. Set default value for id to NULL.
plot_prob.default() (former plot_prob()): Renamed event with status.
plot_prob_mix(): Deprecated, use plot_prob() instead. Removed default value NULL for argument mix_output. Renamed event with status.
Parametric Models
ml_estimation.default() (former ml_estimation()): Renamed event with status. Removed details. Changed names and contents of list elements in output. See ?ml_estimation.
loglik_function: Renamed event with status. Renamed pars with dist_params.
rank_regression.default() (former rank_regression()): Renamed event with status. Removed details. Changed names and contents of list elements in output. See ?rank_regression.
mixmod_em.default() (former mixmod_em()): Renamed event with status. Removed post.
mixmod_regression.default() (former mixmod_regression()): Renamed event with status. Added arguments k and control, which provide finer control over the segmentation process. Expect default setting to provide other results than in prior versions.
predict_prob(): Renamed loc_sc_params with dist_params.
predict_quantile(): Renamed loc_sc_params with dist_params.
plot_mod.default() (former plot_mod()): Renamed event with status. Renamed loc_sc_params with dist_params. Removed y.
plot_mod_mix(): Deprecated, use plot_mod() instead. Renamed event with status.
plot_pop(): Added argument tol to restrict the range of failure probabilities. Removed argument color. Renamed argument params to dist_params_tbl, which only supports location and scale parameters (also for distribution = "weibull"). Changed behavior of dist_params_tbl: A tibble is now recommended instead of a vector.
Confidence Intervals
confint_betabinom.default() (former confint_betabinom()): Renamed event with status. Renamed loc_sc_params with dist_params. Added argument b_lives which allows the user to specify probabilities p for B_p-lives to be considered.
confint_fisher.default() (former confint_fisher()): Renamed event with status. Renamed loc_sc_params with dist_params. Renamed loc_sc_varcov with dist_varcov. Added argument b_lives which allows the user to specify probabilities p for B_p-lives to be considered.
delta_method(): Renamed loc_sc_params with dist_params. Renamed loc_sc_varcov with dist_varcov.
plot_conf.default() (former plot_conf()): Switched position of arguments direction and distribution.
Monte Carlo Simulation
dist_delay_register(): Deprecated, use dist_delay() instead.
dist_delay_report(): Deprecated, use dist_delay() instead.
mcs_delay_register(): Deprecated, use mcs_delay() instead. Renamed x with time. Renamed event with status. Removed seed. Removed int_seed from output list.
mcs_delay_report(): Deprecated, use mcs_delay() instead. Renamed x with time. Renamed event with status. Removed seed. Removed int_seed from output list.
mcs_delays(): Deprecated, use mcs_delay() instead. Renamed x with time. Renamed event with status. Removed seed. Removed int_seed from output list.
dist_mileage(): Removed event. Renamed x with time. Switched position of arguments time and mileage.
mcs_mileage(): Removed event. Renamed x with time. Switched position of arguments time and mileage.
New Features
- Added support for ggplot2 in all plot functions. Plot method can be selected in
plot_prob() or plot_pop() via argument plot_method.
- Added
reliability_data(): Create consistent reliability data.
- Added
estimate_cdf(): Unite functionality of mr_method(), johnson_method(), kaplan_method() and nelson_method(). Added option ties.method for method = "mr", which specifies how ties should be treated.
- Support of multiple methods in
estimate_cdf() and all functions that depend on the cdf_estimation (rank_regression(), plot_prob(), plot_mod(), plot_conf(), mixmod_regression()).
plot_prob() and plot_mod() are able to handle mixture models.
mixmod_regression() is now more flexible. Argument k can be used to control number of subgroups or to determine them in an automatic fashion. Argument control provides additional control over the segmentation procedure.
- Added
print.wt_rank_regression(), print.wt_ml_estimation(), print.wt_model_estimation(), print.wt_model_estimation_list(), print.wt_mixmod_regression() and print.wt_mixmod_regression_list().
- Added
vcov.wt_model_estimation().
- Added
dist_delay(): Generalizes the distribution-specific modeling of delays.
- Added
mcs_delay(): Generalizes the adjustment of operating times by delays and supports multiple delays at once.
- Added lifecycle badges
Introduction of S3 interface
rank_regression() is now an S3 generic. rank_regression() becomes rank_regression.default(). Added rank_regression.wt_cdf_estimation().
plot_prob() is now an S3 generic. plot_prob() becomes plot_prob.default(). Added plot_prob.wt_cdf_estimation() and plot_prob.wt_model().
plot_mod() is now an S3 generic. plot_mod() becomes plot_mod.default(). Added plot_mod.wt_model().
plot_conf() is now an S3 generic. plot_conf() becomes plot_conf.default(). Added plot_conf.wt_confint().
plot_pop(): Added support for multiple population lines and comparison of two- and three-parametric distributions.
Documentation improvements
- Revised README.
- Revised vignettes.
- Capitalized parameter documentation.
Lifecycle changes
Deprecated
dist_delay_register() and dist_delay_report(): Use dist_delay() instead.
mcs_delay_register(), mcs_delay_report() and mcs_delays(): Use mcs_delay() instead.
mr_method(), johnson_method(), kaplan_method() and nelson_method(): Use estimate_cdf() instead.
plot_prob_mix(): Use plot_prob() instead.
plot_mod_mix(): Use plot_mod() instead.
Removed
calculate_ranks.
mixture_em_cpp.
plot_layout.
Minor improvements and bug fixes
- Fixed bug inside
plot_mod_mix() for the case of no mixture distribution.
- Fixed bug inside
confint_betabinom(): many cases near one -> unique().
- Fixed bug inside
mr_method(): assigning a rank for the same lifetime.
- Fixed bug inside
mixmod_regression: call to segmented::segmented.lm() was incorrect.
- Added trace type
"scatter" and scatter mode "markers" to plotly plots.
delta_method(), r_squared_profiling() and loglik_profiling() were vectorized.
weibulltools 1.0.1 (2019-01-29)
- Fixed installation error when using clang compiler
weibulltools 1.0.0 (2019-01-26)
Prerequisite for Package Usage:
- Since RcppArmadillo is used, the R version should be at least 3.3.0
(listed under Depends in DESCRIPTION file)
Changes
- Vignettes for non-parametric probability estimation, parameter estimation using Median-Rank Regression and Maximum-Likelihood and mixture model estimation are provided.
- Argument y in functions
plot_prob_mix() and plot_mod_mix() is deprecated and not used anymore.
- Argument reg_output in functions
plot_prob_mix() and plot_mod_mix() is deprecated; use mix_output instead.
- Function
plot_mod_mix() was revised and updated in the way that the obtained results of the function mixmod_em() can be visualized.
- Function
plot_prob_mix() was revised and updated in the way that the obtained results of the function mixmod_em() can be visualized.
- Implementation of EM-Algorithm using Newton-Raphson. The algorithm is written in c++ (
mixture_em_cpp()) and is called in mixmod_em().
- New method for the computation of Fisher's Confidence Bounds regarding probabilities is used. These method is called "z-Procedure" and is more appropriate to manage the bend-back behavior. Therefore an adjustment of functions
delta_method() and confint_fisher() was made.
- Implementation of log-location-scale models with threshold parameter like three-parametric Weibull ("weibull3"), three-parametric lognormal ("lognormal3") and three-parametric loglogistic ("loglogistic3").
- Implementation of location-scale models like smallest extreme value ("sev"), normal ("normal") and logistic ("logistic").
- Implementation of Log-Likelihood Profiling for three-parametric models in function
loglik_profiling(). In general this function is used inside ml_estimation() for the purpose of estimating threshold parameter of three-parametric models.
- Implementation of R-Squared Profiling for three-parametric models in function
r_squared_profiling(). In general this function is used inside rank_regression() for the purpose of estimating threshold parameter of three-parametric models.
- Implementation of Log-Likelihood Function for all implemented models in function
loglik_function(). In general this function is used inside ml_estimation() for the purpose of estimating the variance-covariance matrix of location-scale models "sev", "normal" and "logistic". The function is also used to estimate the variance-covariance matrix of log-location-scale models with a threshold parameter, i.e. "weibull3", "lognormal3" and "loglogistic3".
- new argument in function
ml_estimation(): wts for case weights.