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Reliability analysis for complex repairable systems - An Nonparametric Bayesian approach

The purpose is to study reliability of multiple repairable systems. Complex repairable systems arranged in series were considered. Furthermore, a hybrid MCMC sampler algorithm composed by Hamiltonian Monte Carlo and Gibbs sampling was built.

This code was developed to solve the problem published in the Journal Reliability Engineering & System Safety entitled Bayesian non-parametric frailty model for dependent competing risks in a repairable systems framework.