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if type(failures) != np.ndarray:
raise TypeError('failures must be a list or array of failure data')
if type(right_censored) == list:
right_censored = np.array(right_censored)
if type(right_censored) != np.ndarray:
raise TypeError('right_censored must be a list or array of right censored failure data')
all_data = np.hstack([failures, right_censored])
# solve it
self.gamma = 0
sp = ss.weibull_min.fit(all_data, floc=0, optimizer='powell') # scipy's answer is used as an initial guess. Scipy is only correct when there is no censored data
warnings.filterwarnings('ignore') # necessary to supress the warning about the jacobian when using the nelder-mead optimizer
if force_beta is None:
guess = [sp[2], sp[0]]
result = minimize(value_and_grad(Fit_Weibull_2P.LL), guess, args=(failures, right_censored), jac=True, tol=1e-6, method='nelder-mead')
else:
guess = [sp[2]]
result = minimize(value_and_grad(Fit_Weibull_2P.LL_fb), guess, args=(failures, right_censored, force_beta), jac=True, tol=1e-6, method='nelder-mead')
if result.success is True:
params = result.x
self.success = True
if force_beta is None:
self.alpha = params[0]
self.beta = params[1]
else:
self.alpha = params * 1 # the *1 converts ndarray to float64
self.beta = force_beta
else:
self.success = False
print('WARNING: Fitting using Autograd FAILED for Weibull_2P. The fit from Scipy was used instead so results may not be accurate.')
right_censored = np.array(right_censored)
if type(right_censored) != np.ndarray:
raise TypeError('right_censored must be a list or array of right censored failure data')
all_data = np.hstack([failures, right_censored])
# solve it
self.gamma = 0
sp = ss.weibull_min.fit(all_data, floc=0, optimizer='powell') # scipy's answer is used as an initial guess. Scipy is only correct when there is no censored data
warnings.filterwarnings('ignore') # necessary to supress the warning about the jacobian when using the nelder-mead optimizer
if force_beta is None:
guess = [sp[2], sp[0]]
result = minimize(value_and_grad(Fit_Weibull_2P.LL), guess, args=(failures, right_censored), jac=True, tol=1e-6, method='nelder-mead')
else:
guess = [sp[2]]
result = minimize(value_and_grad(Fit_Weibull_2P.LL_fb), guess, args=(failures, right_censored, force_beta), jac=True, tol=1e-6, method='nelder-mead')
if result.success is True:
params = result.x
self.success = True
if force_beta is None:
self.alpha = params[0]
self.beta = params[1]
else:
self.alpha = params * 1 # the *1 converts ndarray to float64
self.beta = force_beta
else:
self.success = False
print('WARNING: Fitting using Autograd FAILED for Weibull_2P. The fit from Scipy was used instead so results may not be accurate.')
self.alpha = sp[2]
self.beta = sp[0]
# within this loop, each list of failures and right censored values will be unpacked for each unique stress and plotted as a probability plot as well as the CDF of the common beta plot
AICc_total = 0
BIC_total = 0
AICc = True
for i, stress in enumerate(unique_stresses_f):
failure_current_stress_df = f_df[f_df['stress'] == stress]
FAILURES = failure_current_stress_df['times'].values
if right_censored is not None:
if stress in unique_stresses_rc:
right_cens_current_stress_df = rc_df[rc_df['stress'] == stress]
RIGHT_CENSORED = right_cens_current_stress_df['times'].values
else:
RIGHT_CENSORED = None
else:
RIGHT_CENSORED = None
weibull_fit_common_shape = Fit_Weibull_2P(failures=FAILURES, right_censored=RIGHT_CENSORED, show_probability_plot=False, print_results=False, force_beta=common_shape)
weibull_fit_alpha_array_common_shape.append(weibull_fit_common_shape.alpha)
if type(weibull_fit_common_shape.AICc) == str:
AICc = False
else:
AICc_total += weibull_fit_common_shape.AICc
BIC_total += weibull_fit_common_shape.BIC
if show_plot is True:
weibull_fit_common_shape.distribution.CDF(linestyle='--', color=color_list[i], xvals=xvals, plot_CI=False) # plotting of the confidence intervals has been turned off
Probability_plotting.Weibull_probability_plot(failures=FAILURES, right_censored=RIGHT_CENSORED,plot_CI=False, color=color_list[i], label=str(stress))
plt.legend(title='Stress')
plt.xlim(10 ** (xmin + 1), 10 ** (xmax - 1))
if common_shape_method == 'BIC':
plt.title(str('ALT Weibull Probability Plot\nOptimal BIC ' + r'$\beta$ = ' + str(round(common_shape, 4))))
elif common_shape_method == 'weighted_average':
plt.title(str('ALT Weibull Probability Plot\nWeighted average ' + r'$\beta$ = ' + str(round(common_shape, 4))))
elif common_shape_method == 'average':
def LL_fb(params, T_f, T_rc, force_beta): # log likelihood function (2 parameter weibull) FORCED BETA
LL_f = 0
LL_rc = 0
LL_f += Fit_Weibull_2P.logf(T_f, params[0], force_beta).sum() # failure times
LL_rc += Fit_Weibull_2P.logR(T_rc, params[0], force_beta).sum() # right censored times
return -(LL_f + LL_rc)
self.__Normal_2P_params = Fit_Normal_2P(failures=failures, right_censored=right_censored, show_probability_plot=False, print_results=False)
self.Normal_2P_mu = self.__Normal_2P_params.mu
self.Normal_2P_sigma = self.__Normal_2P_params.sigma
self.Normal_2P_BIC = self.__Normal_2P_params.BIC
self.Normal_2P_AICc = self.__Normal_2P_params.AICc
self._parametric_CDF_Normal_2P = self.__Normal_2P_params.distribution.CDF(xvals=d, show_plot=False)
self.__Lognormal_2P_params = Fit_Lognormal_2P(failures=failures, right_censored=right_censored, show_probability_plot=False, print_results=False)
self.Lognormal_2P_mu = self.__Lognormal_2P_params.mu
self.Lognormal_2P_sigma = self.__Lognormal_2P_params.sigma
self.Lognormal_2P_BIC = self.__Lognormal_2P_params.BIC
self.Lognormal_2P_AICc = self.__Lognormal_2P_params.AICc
self._parametric_CDF_Lognormal_2P = self.__Lognormal_2P_params.distribution.CDF(xvals=d, show_plot=False)
self.__Weibull_2P_params = Fit_Weibull_2P(failures=failures, right_censored=right_censored, show_probability_plot=False, print_results=False)
self.Weibull_2P_alpha = self.__Weibull_2P_params.alpha
self.Weibull_2P_beta = self.__Weibull_2P_params.beta
self.Weibull_2P_BIC = self.__Weibull_2P_params.BIC
self.Weibull_2P_AICc = self.__Weibull_2P_params.AICc
self._parametric_CDF_Weibull_2P = self.__Weibull_2P_params.distribution.CDF(xvals=d, show_plot=False)
self.__Gamma_2P_params = Fit_Gamma_2P(failures=failures, right_censored=right_censored, show_probability_plot=False, print_results=False)
self.Gamma_2P_alpha = self.__Gamma_2P_params.alpha
self.Gamma_2P_beta = self.__Gamma_2P_params.beta
self.Gamma_2P_BIC = self.__Gamma_2P_params.BIC
self.Gamma_2P_AICc = self.__Gamma_2P_params.AICc
self._parametric_CDF_Gamma_2P = self.__Gamma_2P_params.distribution.CDF(xvals=d, show_plot=False)
self.__Expon_1P_params = Fit_Expon_1P(failures=failures, right_censored=right_censored, show_probability_plot=False, print_results=False)
self.Expon_1P_lambda = self.__Expon_1P_params.Lambda
self.Expon_1P_BIC = self.__Expon_1P_params.BIC
def LL(params, T_f, T_rc): # log likelihood function (2 parameter weibull)
LL_f = 0
LL_rc = 0
LL_f += Fit_Weibull_2P.logf(T_f, params[0], params[1]).sum() # failure times
LL_rc += Fit_Weibull_2P.logR(T_rc, params[0], params[1]).sum() # right censored times
return -(LL_f + LL_rc)
params = [self.alpha, self.beta]
k = len(params)
n = len(all_data)
LL2 = 2 * Fit_Weibull_2P.LL(params, failures, right_censored)
self.loglik2 = LL2
if n - k - 1 > 0:
self.AICc = 2 * k + LL2 + (2 * k ** 2 + 2 * k) / (n - k - 1)
else:
self.AICc = 'Insufficient data'
self.BIC = np.log(n) * k + LL2
self.distribution = Weibull_Distribution(alpha=self.alpha, beta=self.beta)
# confidence interval estimates of parameters
Z = -ss.norm.ppf((1 - CI) / 2)
if force_beta is None:
hessian_matrix = hessian(Fit_Weibull_2P.LL)(np.array(tuple(params)), np.array(tuple(failures)), np.array(tuple(right_censored)))
covariance_matrix = np.linalg.inv(hessian_matrix)
self.alpha_SE = abs(covariance_matrix[0][0]) ** 0.5
self.beta_SE = abs(covariance_matrix[1][1]) ** 0.5
self.Cov_alpha_beta = abs(covariance_matrix[0][1])
self.alpha_upper = self.alpha * (np.exp(Z * (self.alpha_SE / self.alpha)))
self.alpha_lower = self.alpha * (np.exp(-Z * (self.alpha_SE / self.alpha)))
self.beta_upper = self.beta * (np.exp(Z * (self.beta_SE / self.beta)))
self.beta_lower = self.beta * (np.exp(-Z * (self.beta_SE / self.beta)))
else: # this is for when force beta is specified
hessian_matrix = hessian(Fit_Weibull_2P.LL_fb)(np.array(tuple([self.alpha])), np.array(tuple(failures)), np.array(tuple(right_censored)), np.array(tuple([force_beta])))
covariance_matrix = np.linalg.inv(hessian_matrix)
self.alpha_SE = abs(covariance_matrix[0][0]) ** 0.5
self.beta_SE = ''
self.Cov_alpha_beta = ''
self.alpha_upper = self.alpha * (np.exp(Z * (self.alpha_SE / self.alpha)))
self.alpha_lower = self.alpha * (np.exp(-Z * (self.alpha_SE / self.alpha)))
xvals = np.logspace(-25, np.ceil(np.log10(max(failures))) + 6, 1000)
if __fitted_dist_params is not None:
if __fitted_dist_params.gamma > 0:
fit_gamma = True
if fit_gamma is False:
if __fitted_dist_params is not None:
alpha = __fitted_dist_params.alpha
beta = __fitted_dist_params.beta
alpha_SE = __fitted_dist_params.alpha_SE
beta_SE = __fitted_dist_params.beta_SE
Cov_alpha_beta = __fitted_dist_params.Cov_alpha_beta
else:
from reliability.Fitters import Fit_Weibull_2P
fit = Fit_Weibull_2P(failures=failures, right_censored=right_censored, CI=CI, show_probability_plot=False, print_results=False)
alpha = fit.alpha
beta = fit.beta
alpha_SE = fit.alpha_SE
beta_SE = fit.beta_SE
Cov_alpha_beta = fit.Cov_alpha_beta
if 'label' in kwargs:
label = kwargs.pop('label')
else:
label = str('Fitted Weibull_2P (α=' + str(round_to_decimals(alpha, dec)) + ', β=' + str(round_to_decimals(beta, dec)) + ')')
if 'color' in kwargs:
data_color = kwargs.get('color')
else:
data_color = 'k'
xlabel = 'Time'
elif fit_gamma is True:
if __fitted_dist_params is not None:
'''
__BIC_minimizer is used by the minimize function to get the shape which gives the lowest overall BIC
'''
BIC_tot = 0
for stress in unique_stresses_f:
failure_current_stress_df = f_df[f_df['stress'] == stress]
FAILURES = failure_current_stress_df['times'].values
if right_censored is not None:
if stress in unique_stresses_rc:
right_cens_current_stress_df = rc_df[rc_df['stress'] == stress]
RIGHT_CENSORED = right_cens_current_stress_df['times'].values
else:
RIGHT_CENSORED = None
else:
RIGHT_CENSORED = None
weibull_fit_common_shape = Fit_Weibull_2P(failures=FAILURES, right_censored=RIGHT_CENSORED, show_probability_plot=False, print_results=False, force_beta=common_shape_X)
BIC_tot += weibull_fit_common_shape.BIC
return BIC_tot
GROUP_2_failures = []
GROUP_1_right_cens = []
GROUP_2_right_cens = []
for item in failures:
if item < division_line:
GROUP_1_failures.append(item)
else:
GROUP_2_failures.append(item)
for item in right_censored:
if item < division_line:
GROUP_1_right_cens.append(item)
else:
GROUP_2_right_cens.append(item)
# get inputs for the guess by fitting a weibull to each of the groups with their respective censored data
group_1_estimates = Fit_Weibull_2P(failures=GROUP_1_failures, right_censored=GROUP_1_right_cens, show_probability_plot=False, print_results=False)
group_2_estimates = Fit_Weibull_2P(failures=GROUP_2_failures, right_censored=GROUP_2_right_cens, show_probability_plot=False, print_results=False)
p_guess = (len(GROUP_1_failures) + len(GROUP_1_right_cens)) / len(all_data) # proportion guess
guess = [group_1_estimates.alpha, group_1_estimates.beta, group_2_estimates.alpha, group_2_estimates.beta, p_guess] # A1,B1,A2,B2,P
# solve it
bnds = [(0.0001, None), (0.0001, None), (0.0001, None), (0.0001, None), (0.0001, 0.9999)] # bounds of solution
result = minimize(value_and_grad(Fit_Weibull_Mixture.LL), guess, args=(failures, right_censored), jac=True, bounds=bnds, tol=1e-6)
params = result.x
self.alpha_1 = params[0]
self.beta_1 = params[1]
self.alpha_2 = params[2]
self.beta_2 = params[3]
self.proportion_1 = params[4]
self.proportion_2 = 1 - params[4]
params = [self.alpha_1, self.beta_1, self.alpha_2, self.beta_2, self.proportion_1]