IGPFrailty: Inverse Gaussian Process Degradation Models with Frailty
Maximum likelihood estimation and reliability inference for
Inverse Gaussian Process (IGP) degradation models with gamma and inverse
Gaussian frailty terms, as formulated by Morita et al. (2021)
<doi:10.1002/qre.2762>. Classical IGP degradation models are described in
Wasan (1968) and Meeker and Escobar (1998, ISBN:978-0471143284). The
package provides tools for calculating lifetime cumulative distribution
functions, probability density functions, lifetime quantiles with
confidence intervals, posterior individual unit frailties, and
goodness-of-fit diagnostics.
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