StressCensoR
0.1.0Generalized Stress-Strength Reliability Estimation Under Censoring Schemes
Overview
Generalized framework for data generation, Maximum Likelihood Estimation, and Bayesian estimation of stress-strength reliability R = P(Y < X) for arbitrary continuous distributions under censoring schemes based on Chapter 9 of 'Balakrishnan', 'Cramer', and 'Kundu' (2023) <ISBN:978-0-12-398387-9>. Users provide probability density functions, cumulative distribution functions, survival functions, support bounds, parameter ranges, and sample sizes. Implements data generation under Type-I, Type-II, progressive Type-II, Type-I hybrid, Type-II hybrid, generalized hybrid, progressive hybrid, joint, block random, middle, and truncation censoring schemes, accompanied by diagnostic histograms, dot plots, and autocorrelation plots. Maximum Likelihood Estimation supports optimization routines including 'Newton-Raphson', 'Broyden'-'Fletcher'-'Goldfarb'-'Shanno' ('BFGS'), 'BFGS' in R ('BFGSR'), 'Berndt'-'Hall'-'Hall'-'Hausman' ('BHHH'), Simulated Annealing ('SANN'), Conjugate Gradients ('CG'), and 'Nelder'-'Mead' ('NM'), returning summaries ('AIC', 'coef', 'logLik', 'nIter', 'stdEr', summary, 'vcov'). Bayesian estimation of stress-strength reliability R = P(Y < X) is performed via Gibbs sampling, Metropolis-Hastings algorithm, Importance Sampling, and 'Lindley' approximation (1980). Methods and censoring schemes are described in 'Balakrishnan', 'Cramer', and 'Kundu' (2023, ISBN:978-0-12-398387-9), 'Lindley' (1980) doi:10.1111/j.2517-6161.1980.tb01102.x, 'Geweke' (1989) doi:10.2307/2290062, 'Metropolis' (1953) doi:10.1063/1.1699114, 'Hastings' (1970) doi:10.1093/biomet/57.1.97, 'Geman' and 'Geman' (1984) doi:10.1109/TPAMI.1984.4767596, 'Kundu' and 'Gupta' (2005) doi:10.1016/j.jspi.2004.09.006, 'Kundu' and 'Gupta' (2006) doi:10.1016/j.csda.2005.02.007, 'Berndt', 'Hall', 'Hall', and 'Hausman' (1974) doi:10.3386/t0003, 'Fletcher' (1987, ISBN:978-0-471-91547-8), and 'Nelder' and 'Mead' (1965) doi:10.1093/comjnl/7.4.308.
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- OK2026-08-068 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
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1 release. R releases are shown for context.
- 0.1.0Latest2026-08-05 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-08-05
- Total releases
- 1 / 1 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 4.0.0
- Download size
- not tracked yet
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- With dependencies
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