mcalibrateControlLimit: Calibration of the control limit for the selected chart

In SNSchart: Sequential Normal Scores in Statistical Process Management

Description

The methodology used to calibrate the control limit for the SNS chart depending on the selected chart

Usage

mcalibrateControlLimit(
  targetARL = NULL,
  targetMRL = NULL,
  n,
  m,
  nv,
  theta = NULL,
  Ftheta = NULL,
  dists = c("Normal", "Normal"),
  mu = c(0, 0),
  sigma = NULL,
  dists.par = matrix(c(0, 1, 1, 0, 1, 1), ncol = 2),
  correlation = 0,
  chart = "T2",
  chart.par = c(10),
  replicates = 50000,
  isParallel = FALSE,
  maxIter = 20,
  progress = TRUE,
  alignment = "unadjusted",
  constant = NULL,
  absolute = FALSE
)

Arguments

targetARL	scalar. is the target ARL to calibrate. By default is set to NULL
targetMRL	scalar. is the target ARL to calibrate. By default is set to NULL
n	scalar. Subroup size
m	scalar. Reference sample size
nv	scalar. Number of variables to be generated.
theta	vector. Value corresponding with the Ftheta quantile.
Ftheta	vector. Quantile of the data distribution. The values that take are between (0,1).
dists	list. Select the
mu	vector. Two elements of the vector the first one is the mean of the reference sample and the second one is the mean of the monitoring sample.
sigma	scalar. Standard deviation of the desired distribution.
dists.par	matrix For each variable (column), specify par.location: Location parameter of the desired distribution. Default 0. par.scale: Scale parameter of the desired distribution. Default 1. par.shape: Shape parameter of the desired distribution, Default 1. The number of columns must be the same as the number of variables.
correlation	scalar. Corralation between variables.
chart	character string. Selected type of chart. One option available: "T2". T2 scheme: is c(k), where k comes from UCL = mu + kσ, LCL = mu - kσ.
chart.par	vector. Control limit and other parameters of the selected chart.
replicates	scalar. Number of replicates to get the ARL
isParallel	logical. If TRUE the code runs in parallel according to the number of cores in the computer,otherwise the code runs sequentially. Default TRUE.
maxIter	scalar. is a numeric. The maximum number of iteration to take the calibration before stops
progress	logical. If TRUE it shows the progress in the console.
alignment	character string. Aligment of the data X and Y. Select from "unadjusted": nothing is sustracte from X and Y (default). "overallmean": overall mean is sustracted from X and Y. "overallmedian": overall median is sustracted from X and Y. "samplemean": mean from corresponding group (X and Y) is sustracted from its corresponing vector. "samplemedian": median from corresponding group (X and Y) is sustracted from its corresponing vector. "referencemean": mean from Y is subtracted from X and Y. "referencemedian": median from Y is subtracted from X and Y. "constantvalue": a constant value is subtracted from X and Y.
constant	scalar. Only used when the alignment is selected "constantvalue". Default NULL.
absolute	logical. If TRUE, the absolute aligned values are obtained. (Default FALSE)

Value

Multiple output. Select by output$

• objective.function: scalar. The best solution obtained, in terms of the target ARL or MRL

• par.value: scalar. Which parameter of the chart reach this best solution

• found: boolean. Is TRUE if in the maxIter is reached the desired +-5

Note

The argument chart.par in this function correspond to the initial parameters to start the calibration.

Examples

n <- 5 # subgroup size
m <- 10 # reference-sample size
dists <- c("Normal", "Normal") # distribution
mu <- c(0, 0) # c(reference sample mean, monitoring sample mean)
nv <- 2 # number of variables
#### Other Parameters
replicates <- 2
targetARL <- 200
isParallel = FALSE
maxIter <- 2
#### Control chart parameters
chart <- "T2"
chart.par <- c(0.005)
t2 <- mcalibrateControlLimit(targetARL = targetARL,n = n, m = m, nv = nv, theta = NULL,
  Ftheta = NULL, dists = dists, mu = mu, chart.par = chart.par,
  replicates = replicates, chart = chart, isParallel = isParallel,
  maxIter = maxIter
)

SNSchart documentation built on April 7, 2021, 9:07 a.m.