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Simulate Failures from a Conditional Weibull Model

Source: R/sim_failures.R
sim_failures.Rd

Simulates which units in a non-failed population fail next by using a Weibull life model conditional on each unit's current runtime. When a positive window is supplied, the function calibrates a Weibull scale parameter (unless provided directly) so that the expected number of failures within the window matches n. Units are then sampled with probability proportional to their conditional Weibull failure probability over the window, and failure times are drawn from the truncated conditional Weibull distribution. The full fleet is returned: selected units are labelled "Failure" and the remaining units are labelled "Suspension".

Usage

sim_failures(n, runtimes, replace = FALSE, window = NULL, beta = 1, eta = NULL)

Arguments

n

Positive integer. Number of failures to simulate.

runtimes

Numeric vector of positive values. The current operating runtime of each unit in the non-failed population.

replace

Logical scalar. If TRUE, sampling is done with replacement (a unit may be selected more than once). Default is FALSE.

window

NULL or a single positive numeric. The width of the observation window. When NULL (default), event times equal current runtimes. When provided, failure times are sampled from the conditional Weibull distribution over (runtime, runtime + window], and suspension times are runtime + window.

beta

Positive numeric scalar. Weibull shape parameter used to model the age-dependent hazard. Defaults to 1, corresponding to an exponential-process assumption.

eta

NULL or a single positive numeric. Weibull scale parameter. When NULL and window is supplied, the scale is calibrated so that the expected number of failures across the fleet during the window matches n.

Value

A data frame with length(runtimes) rows sorted ascending by runtime, containing:

index

Integer index of the unit in runtimes.

runtime

Simulated event time.

type

Character; "Failure" for selected units, "Suspension" for the rest.

The returned object also carries attributes weibull_beta and weibull_eta describing the Weibull parameters used for the simulation.

Details

When window = NULL, the function returns the current fleet state at the supplied runtimes. In this case, failing units are selected using relative Weibull hazard weights implied by beta.

See also

Other data preparation: weibull_to_rga()

Examples

set.seed(42)
runtimes <- c(100, 500, 200, 800, 300)
result <- sim_failures(2, runtimes, beta = 1.5)
print(result)
#>   index runtime       type
#> 1     1     100    Failure
#> 2     3     200    Failure
#> 3     5     300 Suspension
#> 4     2     500 Suspension
#> 5     4     800 Suspension

# With an observation window
set.seed(42)
result_w <- sim_failures(2, runtimes, window = 50, beta = 1.5)
print(result_w)
#>   index  runtime       type
#> 1     1 113.8372    Failure
#> 2     3 240.3721    Failure
#> 3     5 350.0000 Suspension
#> 4     2 550.0000 Suspension
#> 5     4 850.0000 Suspension