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serieshaz 0.1.1

Improvements

• Decomposed system score and Hessian: instead of numDeriv on the full system log-likelihood, both are computed per-component. When components provide analytical score_fn/hess_fn, the cumulative hazard derivatives are extracted analytically (via the all-censored trick); the hazard derivatives use numDeriv::jacobian/numDeriv::hessian per-component (lower-dimensional). The Hessian exploits block structure: cross-component blocks reuse rate Jacobians from the score. Roughly m-fold speedup for systems with m components.

• Input validation for component() and component_hazard(): the j parameter now rejects non-integer, NA, and vector inputs (previously j = 1.5 silently truncated to j = 1).

• component_hazard() closure now reads the system parameter vector lazily, so it reflects updates to sys$par after construction (e.g., after fitting).

• Guard against zero-parameter components: the constructor now rejects n_par entries less than 1.

• Aligned sys_cum_haz initialization to numeric(length(t)) for explicit vectorization consistency with sys_rate.

• Added numDeriv to Imports (previously an undeclared transitive dependency through flexhaz).

• Removed Remotes field from DESCRIPTION (CRAN submission blocker).

Bug Fixes

• Fixed stale parameter capture in component_hazard() closure: default parameters were eagerly captured at closure-creation time, causing the closure to use outdated values if sys$par was updated post-construction.

Tests

• Added tests for left-censored data (delta = -1), boundary conditions (t = 0), j parameter validation, sample_components error path, and decomposed score accuracy.

Known Limitations

• Exponential series systems are not identifiable from system-level data alone (only the sum of rates is identifiable).

serieshaz 0.1.0

Initial release.

Features

• dfr_dist_series() constructor composes multiple dfr_dist components into a series system distribution where the system hazard is the sum of component hazards.
• Full inheritance from dfr_dist: hazard, survival, CDF, density, quantile, sampling, log-likelihood, score, Hessian, and MLE fitting all work automatically.
• Analytical cumulative hazard when all components provide cum_haz_rate; numerical integration fallback otherwise.
• Series-specific introspection: ncomponents(), component(), param_layout(), component_hazard(), sample_components().
• Nested series system support (a dfr_dist_series can be a component in another series system).
• Four vignettes: overview, mathematical foundations, MLE fitting workflows, and advanced composition.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.