This is the code I use for my mastes thesis, still a work in progress.
A gamma process is a stochastic process if its increments are independent and have a gamma distribution. It can be used to approximate the degradation of objects. This code can import data from a dataset (two are given here) and compute the parameters, or generate random samples from arbitrary parameters.
- Formulas that can compute the parameters from a dataset are described by J.M. van Noortwijk in "A Survey of the application of Gamma processes in maintenance".
- Laser GaAs degradation dataset is described by W.Q. Meeker, L.A. Escobar in "Statistical Methods for Reliability Data".
- Fatigue-crack dataset is described by L.A. Rodriguéz-Picon et al. in "Degradation modeling based on gamma process models with random effects".