API

This section provides comprehensive details about the exposed ReLife API. ReLife is structured into different modules, each with a clear and specific role. We divided the API documentation close to the same logic.

ParametricModel

Base class of every parametric models in ReLife.

Lifetime models

Parametric lifetime models

ParametricLifetimeModel

Base class for parametric lifetime models in ReLife.

Lifetime distributions

Exponential	Exponential lifetime distribution.
Weibull	Weibull lifetime distribution.
Gompertz	Gompertz lifetime distribution.
Gamma	Gamma lifetime distribution.
LogLogistic	Log-logistic probability distribution.

Lifetime regression

ProportionalHazard	Proportional Hazard regression.
AcceleratedFailureTime	Accelerated failure time regression.

Conditional lifetime models

LeftTruncatedModel	Left truncated model.
AgeReplacementModel	Age replacement model.

Non parametric lifetime models

KaplanMeier	Kaplan-Meier estimator.
NelsonAalen	Nelson-Aalen estimator.
ECDF	Empirical Cumulative Distribution Function.

Stochastic processes

RenewalProcess	Renewal process.
RenewalRewardProcess	Renewal reward process.
NonHomogeneousPoissonProcess	Non-homogeneous Poisson process.

Maintenance policies

Convenient functions to instanciate a policy based on the given model and cost structure.

age_replacement_policy	Creates a preventive age replacement policy.
run_to_failure_policy	Creates a run-to-failure policy.

Lower-level policy classes that can be used in addition to the above functions.

AgeReplacementPolicy	Age replacement policy.
OneCycleAgeReplacementPolicy	One-cyle age replacement policy.
RunToFailurePolicy	Run-to-failure renewal policy.
OneCycleRunToFailurePolicy	One cyle run-to-failure policy.
NonHomogeneousPoissonAgeReplacementPolicy	Age replacement policy for non-Homogeneous Poisson process.

Economy

RunToFailureReward	Run-to-failure reward.
AgeReplacementReward	Age replacement reward.
ExponentialDiscounting	Exponential discounting.

Built-in dataset

load_circuit_breaker	Load example dataset of circuit breaker lifetimes.
load_insulator_string	Load example dataset of insulator string lifetimes with covariates.
load_power_transformer	Load example dataset of power transformers lifetimes.

Utils

Various utilities to help with development.

reshape_1d_arg	Reshapes ReLife arguments that are expected to be 0d or 1d.
get_args_nb_assets	Gets the number of assets encoded in args.
is_frozen	Checks if model is frozen.
is_lifetime_model	Checks if model is a lifetime model.
is_non_homogeneous_poisson_process	Checks if model is a non-homogeneous Poisson process.

Quadrature utilities used a many computations. We don’t use Scipy quadrature implementations as, to our knowledge, they don’t support automatic broadcasting of 2D bounds.

legendre_quadrature	Numerical integration of \(f(x)\) over the interval \([a,b]\)
laguerre_quadrature	Numerical integration of \(f(x) * exp(-x)\) over the interval \([a, \infty]\)
unweighted_laguerre_quadrature	Numerical integration of \(f(x)\) over the interval \([a, \infty]\)