Estimation of Failure Probabilities using the Nelson-Aalen Estimator

Source: R/probability_estimators.R

[Soft-deprecated]

nelson_method() is no longer under active development, switching to estimate_cdf is recommended.

nelson_method(x, status, id = NULL)

Arguments

x

A numeric vector which consists of lifetime data. Lifetime data could be every characteristic influencing the reliability of a product, e.g. operating time (days/months in service), mileage (km, miles), load cycles.

status

A vector of binary data (0 or 1) indicating whether a unit is a right censored observation (= 0) or a failure (= 1).

id

A vector for the identification of every unit. Default is NULL.

Value

A tibble containing the following columns:

  • id : Identification for every unit.

  • x : Lifetime characteristic.

  • status : Binary data (0 or 1) indicating whether a unit is a right censored observation (= 0) or a failure (= 1).

  • rank : Filled with NA.

  • prob : Estimated failure probabilities, NA if status = 0.

  • cdf_estimation_method : Specified method for the estimation of failure probabilities (always 'nelson').

Details

This non-parametric approach estimates the cumulative hazard rate in terms of (multiple) right censored data. By equating the definition of the hazard rate with the hazard rate according to Nelson-Aalen one can calculate the failure probabilities.

Examples

# Vectors:
obs   <- seq(10000, 100000, 10000)
state <- c(0, 1, 1, 0, 0, 0, 1, 0, 1, 0)
uic   <- c("3435", "1203", "958X", "XX71", "abcd", "tz46",
           "fl29", "AX23","Uy12", "kl1a")

# Example - Nelson-Aalen estimator applied to intact and failed units:
tbl_nel <- nelson_method(
  x = obs,
  status = state,
  id = uic
)
#> Warning: `nelson_method()` was deprecated in weibulltools 2.0.0.
#> Please use `estimate_cdf()` instead.