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| 1 | +#' @name qk |
| 2 | +#' @title k-factor Quantiles |
| 3 | +#' @description |
| 4 | +#' Function to return quantiles for k-factors. |
| 5 | +#' Intended for estimating confidence intervals for failure rates. |
| 6 | +#' @param p:[dbl] vector of probabilities / percentile(s) |
| 7 | +#' @param r:int number of failures (non-negative integers; can include zero) |
| 8 | +#' @param .time:logical logical; is case time-censored data? |
| 9 | +#' @param .failure:logical logical; is case failure-censored data? |
| 10 | +#' |
| 11 | +#' @importFrom dplyr `case_when` |
| 12 | +qk = function(p, r, .time = FALSE, .failure = FALSE){ |
| 13 | + # Testing values |
| 14 | + # p = 0.95; r = 20; .time = FALSE; .failure = FALSE |
| 15 | + |
| 16 | + # Input error handling |
| 17 | + stopifnot(is.numeric(p) & p >= 0 & p <= 1) |
| 18 | + stopifnot(is.numeric(as.integer(r))) |
| 19 | + stopifnot(is.logical(.time)) |
| 20 | + stopifnot(is.logical(.failure)) |
| 21 | + stopifnot( |
| 22 | + (.time == TRUE & .failure == FALSE) | |
| 23 | + (.time == FALSE & .failure == FALSE) | |
| 24 | + (.time == FALSE & .failure == TRUE) ) |
| 25 | + stopifnot( |
| 26 | + # R should either be greater than 0 |
| 27 | + (r > 0) | |
| 28 | + # OR |
| 29 | + # zero and the data should be time censored |
| 30 | + (r == 0 & .time == TRUE) |
| 31 | + ) |
| 32 | + |
| 33 | + # Evaluate if p is in the upper or lower tail |
| 34 | + .upper = p > 0.5 |
| 35 | + |
| 36 | + # Does r == 0? |
| 37 | + .zerofailures = r == 0 |
| 38 | + |
| 39 | + |
| 40 | + k = case_when( |
| 41 | + # 1+ failures AND complete data AND UPPER tail --> Get k-factor for r as normal |
| 42 | + .zerofailures == FALSE & .time == FALSE & .failure == FALSE & .upper == TRUE ~ qchisq(p, df = 2*r) / (2*r), |
| 43 | + # 1+ failures AND complete data AND LOWER tail --> Get k-factor for r as normal |
| 44 | + .zerofailures == FALSE & .time == FALSE & .failure == FALSE & .upper == FALSE ~ qchisq(p, df = 2*r) / (2*r), |
| 45 | + # 1+ failures AND time-censored data AND UPPER tail --> Get k-factor for r+1 |
| 46 | + .zerofailures == FALSE & .time == TRUE & .failure == FALSE & .upper == TRUE ~ qchisq(p, df = 2*(r + 1) ) / (2*r), |
| 47 | + # 1+ failures AND time-censored data AND LOWER tail --> Get k-factor for r as normal |
| 48 | + .zerofailures == FALSE & .time == TRUE & .failure == FALSE & .upper == FALSE ~ qchisq(p, df = 2*(r) ) / (2*r), |
| 49 | + |
| 50 | + # 1+ failures AND time-censored data AND LOWER tail --> Get k-factor with adjustment |
| 51 | + .zerofailures == FALSE & .time == FALSE & .failure == TRUE & .upper == TRUE ~ qchisq(p, df = 2*( (r-1) + 1)) / (2 * (r-1)) * (r-1)/r, |
| 52 | + # 1+ failures AND time-censored data AND LOWER tail --> Get k-factor with r as normal |
| 53 | + .zerofailures == FALSE & .time == FALSE & .failure == TRUE & .upper == FALSE ~ qchisq(p, df = 2*r) / (2*r), |
| 54 | + |
| 55 | + # If zero failures --> then time-censored --> time = TRUE, and upper/lower distinction doesn't matter. |
| 56 | + .zerofailures == TRUE & .time == TRUE & .failure == FALSE ~ -log(1-p), |
| 57 | + # Otherwise, return NA. |
| 58 | + TRUE ~ NA_real_ |
| 59 | + ) |
| 60 | + |
| 61 | + if(any(is.na(k))){ message("At least 1 k-factor could not be calculated, due to improper inputs. Review the rules for time-censored, failure-censored, and zero-failure data.")} |
| 62 | + |
| 63 | + return(k) |
| 64 | +} |
| 65 | + |
| 66 | +#' @name rk |
| 67 | +#' @title k-factor Random Deviates |
| 68 | +#' @description |
| 69 | +#' Get a random sample of k-factor values for simulating sampling distributions of failure rates. |
| 70 | +#' @param n:int number of observations. |
| 71 | +#' @param r:int number of failures (non-negative integers; can include zero) |
| 72 | +#' @param .time:logical logical; is case time-censored data? |
| 73 | +#' @param .failure:logical logical; is case failure-censored data? |
| 74 | +rk = function(n, r, .time = FALSE, .failure = FALSE){ |
| 75 | + |
| 76 | + # Testing values |
| 77 | + # n = 100; r = 20; .time = FALSE; .failure = FALSE |
| 78 | + |
| 79 | + # Input error handling |
| 80 | + stopifnot(is.integer(as.integer(n)) & as.integer(n) > 0) |
| 81 | + stopifnot(is.logical(.time)) |
| 82 | + stopifnot(is.logical(.failure)) |
| 83 | + stopifnot( |
| 84 | + (.time == TRUE & .failure == FALSE) | |
| 85 | + (.time == FALSE & .failure == FALSE) | |
| 86 | + (.time == FALSE & .failure == TRUE) ) |
| 87 | + |
| 88 | + # Does r == 0? |
| 89 | + .zerofailures = r == 0 |
| 90 | + |
| 91 | + # Generate a uniform distribution of percentiles p |
| 92 | + p_uniform = runif(n = n, min = 0, max = 1) |
| 93 | + |
| 94 | + # Return quantiles for the random percentiles |
| 95 | + k = qk(p = p_uniform, r = r, .time = .time, .failure = .failure) |
| 96 | + return(k) |
| 97 | +} |
| 98 | + |
| 99 | +# rk(n = 1000, r = 20) %>% hist() |
| 100 | + |
| 101 | + |
| 102 | +#' @name pk |
| 103 | +#' @title k-factor Cumulative Distribution Function |
| 104 | +#' @description |
| 105 | +#' Function to return cumulative probabilities / percentiles given a supplied k-factor quantile `q`. |
| 106 | +#' Intended for confidence intervals for failure rates. |
| 107 | +#' @param q:[dbl] vector of quantiles (k-factors) |
| 108 | +#' @param r:int number of failures (non-negative integers; can include zero) |
| 109 | +#' @param .time:logical logical; is case time-censored data? |
| 110 | +#' @param .failure:logical logical; is case failure-censored data? |
| 111 | +pk = function(q, r, .time = FALSE, .failure = FALSE){ |
| 112 | + # Testing values |
| 113 | + # q = 2; r = 20; .time = FALSE; .failure = FALSE |
| 114 | + # We just need to map the function... |
| 115 | + |
| 116 | + # Construct an approximation function f, which gives the inverse of the Quantile Function, |
| 117 | + # such that you use linear interpolation to return a Probability for any Quantile supplied. |
| 118 | + by = 0.001 |
| 119 | + p_range = c(by/10000, by/1000, by/100, by/10, |
| 120 | + seq(from = 0, to = 1, by = 0.001), |
| 121 | + 1 - by/10, 1 - by/100, 1 - by/1000, 1 - by/10000) |
| 122 | + p_range = sort(p_range) |
| 123 | + # Get the quantiles for that range |
| 124 | + q_range = qk(p = p_range, r = r, .time = .time, .failure = .failure) |
| 125 | + # Get the inverse quantile function |
| 126 | + f = approxfun(x = q_range, y = p_range, method = "linear", rule = 2, na.rm = TRUE) |
| 127 | + # Return the expected CDF for that quantile |
| 128 | + p = f(q) |
| 129 | + return(p) |
| 130 | +} |
| 131 | + |
| 132 | + |
| 133 | +#' @name dk |
| 134 | +#' @title k-factor Probability Density Function |
| 135 | +#' @description |
| 136 | +#' Function to return probability densities given a supplied k-factor quantile `q`. |
| 137 | +#' Intended for visualizing sampling distributions of failure rates. |
| 138 | +#' @param x:[dbl] vector of quantiles (k-factors) |
| 139 | +#' @param r:int number of failures (non-negative integers; can include zero) |
| 140 | +#' @param .time:logical logical; is case time-censored data? |
| 141 | +#' @param .failure:logical logical; is case failure-censored data? |
| 142 | +dk = function(x, r, .time = FALSE, .failure = FALSE){ |
| 143 | + # Testing values |
| 144 | + # x = 2; r = 20; .time = FALSE; .failure = FALSE |
| 145 | + |
| 146 | + # Construct a range of quantiles corresponding to a range of cumulative probabilities |
| 147 | + by = 0.001 |
| 148 | + p_range = c(by/10000, by/1000, by/100, by/10, |
| 149 | + seq(from = 0, to = 1, by = 0.001), |
| 150 | + 1 - by/10, 1 - by/100, 1 - by/1000, 1 - by/10000) |
| 151 | + p_range = sort(p_range) |
| 152 | + # Get the quantiles for that range |
| 153 | + q_range = qk(p = p_range, r = r, .time = .time, .failure = .failure) |
| 154 | + # Fit a density curve to that quantile data, truncated at 0. |
| 155 | + curve = density(q_range, cut = c(0)) |
| 156 | + |
| 157 | + # Approximate a function |
| 158 | + f = approxfun(density(q_range, cut = c(0)), method = "linear", rule = 2, na.rm = TRUE)(x) |
| 159 | + # Estimate density |
| 160 | + d = f(x) |
| 161 | + return(d) |
| 162 | +} |
| 163 | +# Example |
| 164 | +# dk(x = c(0, 1, 2, 3), r = 21, .time = TRUE, .failure = FALSE) |
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