TruncatedWiener

Requirement

  • MATLAB R2020a

Notes

  • GaAs_Laser.xlsx is an open-source laser degradation data set provided by William Q. Meeker
  • EM_main.m is the main function for the EM algorithm. See technical details in Section 3.2 and Supplementary S.1 of the paper
  • guess_EM.m provides the educated initial values of model parameters in the EM algorithm. See technical details in Supplementary S.1 of the paper
  • ig_likeli.m calculates the log-likelihood function of the Inverse Gaussian distribution
  • partial_likeli_tau.m calculates the partial log-likelihood function of the truncation time parameter $\tau$. See details in Equation (12) of the paper
  • subplots.m fills the figure with axes subplots with easily adjustable margins and gaps between the axes. This is an open-source code provided by Pekka Kumpulainen
  • Email me if you have any questions: yanbingxin124@163.com