mgetRL: Multivariate Run Length

In SNSchart: Sequential Normal Scores in Statistical Process Management

Description

Get the run length

Usage

mgetRL(
  replica = 1,
  n,
  m,
  nv,
  theta = NULL,
  Ftheta = NULL,
  dists,
  mu,
  sigma = NULL,
  dists.par = NULL,
  correlation = 0,
  s = NULL,
  chart = "T2",
  chart.par = c(0.005),
  null.dist = "Chi",
  alignment = "unadjusted",
  constant = NULL,
  absolute = FALSE,
  calibrate = FALSE,
  arl0 = 370
)

Arguments

replica	scalar. It is used for the parallel version of the function (parallel=TRUE). Default 1.
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.
s	matrix. Correlation matrix of the 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.
null.dist	character string. It is the null distribution choose from "Chi" or "F".
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)
calibrate	logical. If TRUE the RL is limit to 10 times the target ARL.
arl0	scalar. Expected value of the RL. It is only used for stop the RL if exceeds 10 times its value. Default 370.

Value

RL vector. The run length of the chart for the parameter setting.

Examples

mgetRL(n=5, m=10, nv=2, mu=c(0,0), dists = c("Normal", "Normal"),
dists.par = matrix(c(0,1,1,0,1,1), ncol=2))

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