Package: maskedcauses 0.10.0

maskedcauses: Likelihood Models for Systems with Masked Component Cause of Failure

Maximum likelihood estimation for series systems where the component cause of failure is masked. Implements analytical log-likelihood, score, and Hessian functions for exponential, homogeneous Weibull, and heterogeneous Weibull component lifetimes under masked cause conditions (C1, C2, C3). Supports exact, right-censored, left-censored, and interval-censored observations via composable observation functors. Provides random data generation, model fitting, and Fisher information for asymptotic inference. See Lin, Loh, and Bai (1993) <doi:10.1109/24.257799> and Craiu and Reiser (2006) <doi:10.1111/j.1541-0420.2005.00498.x>.

Authors:Alexander Towell [aut, cre]

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manual.pdf |manual.html
DESCRIPTION |NEWS
card.svg |card.png
maskedcauses/json (API)

# Install 'maskedcauses' in R:
install.packages('maskedcauses', repos = c('https://queelius.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/queelius/maskedcauses/issues

Pkgdown/docs site:https://queelius.github.io

On CRAN:

Conda:

censoringmasked-datamaximum-likelihoodreliabilityseries-systemsstatisticssurvival-analysis

6.13 score 1 stars 1 packages 16 scripts 454 downloads 33 exports 10 dependencies

Last updated from:e0a23a2eb9. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK128
source / vignettesOK271
linux-release-x86_64OK139
macos-release-arm64OK112
macos-oldrel-arm64OK88
windows-develOK133
windows-releaseOK78
windows-oldrelOK90
wasm-releaseOK98

Exports:assumptionscause_probabilitycomponent_hazardconditional_cause_probabilitydexp_seriesexp_series_md_c1_c2_c3fimfithazard_exp_serieshess_loglikintegrate_hazardloglikmd_bernoulli_cand_c1_c2_c3md_boolean_matrix_to_charsetsmd_cand_samplermd_encode_matrixmd_series_lifetime_right_censoringncomponentsobserve_left_censorobserve_mixtureobserve_periodicobserve_right_censorpexp_seriesqcompqexp_seriesrcomprdatarexp_seriesscoresurv.exp_serieswei_series_homogeneous_md_c1_c2_c3wei_series_md_c1_c2_c3wei_series_system_scale

Dependencies:algebraic.distalgebraic.mlebootdist.structuregenericslikelihood.modelMASSmvtnormnumDerivR6

A Likelihood Framework for Masked Series Systems
Introduction | Series System Model | Definition | System reliability | Additive hazards | R code: Exponential example | Component Cause of Failure | Conditional cause probability | R code: Exponential vs Weibull cause probabilities | The Observational Model | Four observation types | Masking | Observe functors | The C1--C2--C3 Likelihood | The three conditions | Deriving the likelihood | Censored observations | Combined log-likelihood | R code: Log-likelihood evaluation | Distribution Families | Worked Example: Exponential Components | Setup | Specializing the likelihood | Data generation and fitting | Score and Hessian verification | Fisher information and confidence intervals | Homogeneous Weibull | Key properties | R code: Setup and hazard visualization | Cause probabilities | Data generation and MLE | Heterogeneous Weibull | Differences from the homogeneous model | R code: Mixed failure regimes | Time-varying cause probabilities | Model comparison: heterogeneous vs homogeneous | Monte Carlo Assessment | Practical Considerations

Last update: 2026-03-04
Started: 2026-02-14

Censoring Types in Series System Masked Data
Overview of Observation Types | Data Generation with Observe Functors | Exponential Model: Closed-Form Verification | Simulation: Information Content by Censoring Mix | Results Table | Visualization | Per-Component Detail | Key Findings | Cross-Model Comparison Under Mixed Censoring | Computational Considerations | Practical Recommendations

Last update: 2026-03-04
Started: 2026-02-13

Heterogeneous Weibull Series Systems: Flexible Hazard Shapes
Motivation | Component hazard and cause probability profiles | Hazard functions | Conditional cause probability | Numerical integration for left and interval censoring | Why numerical integration is necessary | Timing comparison | MLE with mixed censoring | Model comparison: heterogeneous vs homogeneous | Monte Carlo study | Bias, variance, and MSE | Confidence interval coverage | Sampling distribution | Summary

Last update: 2026-03-04
Started: 2023-05-18

Homogeneous Weibull Series Systems: Shared Shape Parameter
Theory | Component lifetime model | System lifetime | Conditional cause probability | Marginal cause probability | Connection to the exponential model | Worked Example | Component hazards | Cause probabilities | Data generation with periodic inspection | Likelihood Contributions | Exact observation ($\omega_i = \text{exact}$) | Right-censored ($\omega_i = \text{right}$) | Left-censored ($\omega_i = \text{left}$) | Interval-censored ($\omega_i = \text{interval}$) | Why homogeneous shapes enable closed forms | MLE Fitting | Score and Hessian computation | Monte Carlo Simulation Study | Bias and MSE by shape regime | Confidence interval coverage | Censoring rates | Sampling distribution visualization | Interpretation | Weibull($k=1$) = Exponential Identity

Last update: 2026-03-04
Started: 2026-02-13

Masked Data Likelihood Model: Components with Exponentially Distributed Lifetimes Arranged In Series Configuration
Exponentially Distributed Component Lifetimes | Likelihood Model | Candidate set models | Reduced likelihood model | Bernoulli candidate set model #1 | Bernoulli candidate set model #2 | Simulation | Masked component cause of failure | Constructing the Likelihood Model | Maximum likelihood estimation | Log-likelihood of $\theta$ given masked data | Observation Types and Censoring | Observe functors | Generating mixed-censoring data | Likelihood evaluation on mixed-censoring data | Monte Carlo simulation study | Bias, Variance, and MSE | Confidence Interval Coverage | Sampling Distribution Visualization | Summary | Sensitivity Analysis | Effect of Masking Probability | Effect of Right-Censoring Rate | Practical Recommendations

Last update: 2026-03-04
Started: 2023-05-18

Model Selection for Masked Series Systems via Likelihood Ratio Tests
Introduction | The Weibull Nesting Chain | Three levels of complexity | The two LRT steps | Physical interpretation | Top-down testing cascade | Worked Example: Homogeneous True Model | Setup and data generation | Fitting all three models | Likelihood ratio tests | Worked Example: Heterogeneous True Model | Monte Carlo Study: Power of the Heterogeneity Test | Design | Rejection rates | Power curve | AIC/BIC model selection accuracy | Practical Guidelines

Last update: 2026-03-04
Started: 2026-03-04

Package Ecosystem: Reliability Analysis with Masked Failure Data
The Problem | Package Ecosystem | Foundation: Distribution and MLE Infrastructure | Hazard-Based Components: flexhaz | Series System Topology: serieshaz | This Package: maskedcauses | General Masked Inference: maskedhaz | Choosing the Right Package

Last update: 2026-03-04
Started: 2026-03-04

Readme and manuals

Help Manual

Help pageTopics
Assumptions for 'exp_series_md_c1_c2_c3' model.assumptions.exp_series_md_c1_c2_c3
Assumptions for 'wei_series_homogeneous_md_c1_c2_c3' model.assumptions.wei_series_homogeneous_md_c1_c2_c3
Assumptions for 'wei_series_md_c1_c2_c3' model.assumptions.wei_series_md_c1_c2_c3
Marginal cause-of-failure probabilitycause_probability cause_probability.series_md
Component hazard functioncomponent_hazard
Conditional cause-of-failure probabilityconditional_cause_probability conditional_cause_probability.series_md
Density function for exponential series.dexp_series
Constructs a likelihood model for 'exp_series_md_c1_c2_c3'.exp_series_md_c1_c2_c3
Hazard function for exponential series.hazard_exp_series
Hessian of log-likelihood method for 'exp_series_md_c1_c2_c3' model.hess_loglik.exp_series_md_c1_c2_c3
Hessian of log-likelihood method for 'wei_series_homogeneous_md_c1_c2_c3'.hess_loglik.wei_series_homogeneous_md_c1_c2_c3
Hessian of log-likelihood method for 'wei_series_md_c1_c2_c3' model.hess_loglik.wei_series_md_c1_c2_c3
Create a cumulative hazard function by integrating a hazard ratecum_haz integrate_hazard
Log-likelihood method for 'exp_series_md_c1_c2_c3' model.loglik.exp_series_md_c1_c2_c3
Log-likelihood method for 'wei_series_homogeneous_md_c1_c2_c3' model.loglik.wei_series_homogeneous_md_c1_c2_c3
Log-likelihood method for 'wei_series_md_c1_c2_c3' model.loglik.wei_series_md_c1_c2_c3
Bernoulli candidate set model for systems with unobserved components.md_bernoulli_cand_c1_c2_c3
Convert Boolean candidate set columns to character set notationmd_boolean_matrix_to_charsets
Sample candidate sets for systems with unobserved components.md_cand_sampler
Encode a matrix as a data frame with prefixed column namesmd_encode_matrix
Masked data generation for series system lifetime datamd_series_lifetime_right_censoring
Mean function for exponential series.mean.exp_series
Number of components in a series system modelncomponents
Left-censoring observation scheme (single inspection)observe_left_censor
Mixture of observation schemesobserve_mixture
Periodic inspection observation schemeobserve_periodic
Right-censoring observation schemeobserve_right_censor
Cumulative distribution function for exponential series.pexp_series
Quantile function for a component with custom survival functionqcomp
Quantile function for exponential series.qexp_series
Random generation for a component with custom survival functionrcomp
Random data generation for 'exp_series_md_c1_c2_c3' model.rdata.exp_series_md_c1_c2_c3
Random data generation for 'wei_series_homogeneous_md_c1_c2_c3' model.rdata.wei_series_homogeneous_md_c1_c2_c3
Random data generation for 'wei_series_md_c1_c2_c3' model.rdata.wei_series_md_c1_c2_c3
Random number generation for exponential series.rexp_series
Score method for 'exp_series_md_c1_c2_c3' model.score.exp_series_md_c1_c2_c3
Score method for 'wei_series_homogeneous_md_c1_c2_c3' model.score.wei_series_homogeneous_md_c1_c2_c3
Score method for 'wei_series_md_c1_c2_c3' model.score.wei_series_md_c1_c2_c3
Survival function for exponential series.surv.exp_series
Constructs a likelihood model for 'wei_series_homogeneous_md_c1_c2_c3'.wei_series_homogeneous_md_c1_c2_c3
Constructs a likelihood model for 'wei_series_md_c1_c2_c3'.wei_series_md_c1_c2_c3
System scale parameter for homogeneous Weibull serieswei_series_system_scale