getCC.ARMA: get Phase I corrected charting constant with an ARMA model

In PH1XBAR: Phase I Shewhart X-Bar Chart

get Phase I corrected charting constant with an ARMA model

Description

get Phase I corrected charting constant with an ARMA model

Usage

getCC.ARMA(
  fap0 = 0.05,
  interval = c(1, 4),
  n = 50,
  order = c(1, 0, 0),
  phi.vec = 0.5,
  theta.vec = NULL,
  case = "U",
  method = "MLE+MOM",
  nsim.coefs = 100,
  nsim.process = 1000,
  burn.in = 50,
  sim.type = "Matrix",
  verbose = FALSE
)

Arguments

fap0	nominal false Alarm Probabilty in Phase 1
interval	searching range of charting constants for the exact method
n	number of observations
order	order for ARMA model
phi.vec	given vectors of autoregressive parameters for ARMA models
theta.vec	given vectors of moving-average parameters for ARMA models
case	known or unknown case. When case = 'U', the parameters are unknown and the charting constant is calculated based on a bootstrapping method. When case = 'K', the parameters are known and the charting constant is found using the quantile function of multivariate normal distribution
method	estimation method for the control chart. When method = 'Method 3' is maximum likehood estimations plus method of moments. Other options are 'Method 1' which is pure MLE and 'Method 2' which is pure CSS.
nsim.coefs	number of simulation for coeficients. It is functional when double.sim = TRUE.
nsim.process	number of simulation for ARMA processes
burn.in	number of burn-ins. When burn.in = 0, the ECM gets involved. When burn.in is large enough, the ACM gets involved.
sim.type	type of simulation. When sim.type = 'Matrix', the simulation is generated using matrix computation. When sim.type = 'Recursive', the simulation is based on a recursion.
verbose	print diagnostic information about fap0 and the charting constant during the simulations for the exact method
phi	vector of autoregressive coefficient(s). When case = 'K', it must be provided. The length must be the same as the first value in the order. It needs to be NULL if no autoregressor presents
theta	vector of moving-average coefficient(s). When case = 'K', it must be provided. The length must be the same as the third value in the order. It needs to be NULL if no moving average presents

Value

Object type double. The corrected charting constant.

Examples

# load the data in the package as an example
set.seed(12345)

# Calculate the charting constant using fap0 of 0.05, and 50 observations
getCC.ARMA(fap0=0.05, n=50, nsim.coefs=10, nsim.process=10)

PH1XBAR documentation built on May 29, 2024, 1:35 a.m.