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.