cusumArl: Cumulative Sum Control Charts Average Run Length

In mistat: Data Sets, Functions and Examples from the Book: "Modern Industrial Statistics" by Kenett, Zacks and Amberti

Cumulative Sum Control Charts Average Run Length

Description

Computes the ARL function by simulation

Usage

cusumArl(..., randFunc = rnorm, N = 100, limit = 10000, seed = NA, 
         kp = 1, km = -1, hp = 3, hm = -3, side = "both", 
         printSummary = TRUE)

Arguments

...	arguments such as mean, lambda or sd to be passed to the appropriate random genneration function
randFunc	a random generation function
N	the number of replicates
limit	safety parameter, stop rule for procedures with very long ARL
seed	a single value, interpreted as an integer. If specified make the simulation replicable.
kp	K^+ parameter of the control scheme
km	K^- parameter of the control scheme
hp	h^+ parameter of the control scheme
hm	h^- parameter of the control scheme
side	a character string specifying the side of the control scheme, must be one of "both" (default), "upper" or "lower"
printSummary	logical, if TRUE print a summary of the cusum ARL

Value

a list with elements:

rls	a numeric vector representing the Run Length of the simulation
statistics	a numeric vector with summary statistics
run	a list of length N elements each of which has single numeric elements violationLower, violationUpper and rl

Author(s)

Daniele Amberti

References

Kenett, R., Zacks, S. with contributions by Amberti, D. Modern Industrial Statistics: with applications in R, MINITAB and JMP. Wiley.

Examples

cusumArl(mean=1, seed=123, N=100, limit=1000)

cusumArl(size=100, prob=0.05, kp=5.95, km=3.92, hp=12.87, hm=-8.66, 
  randFunc=rbinom, seed=123, N=100, limit=2000)
  
cusumArl(lambda=10, kp=12.33, km=8.41, hp=11.36, hm=-12.91, 
  randFunc=rpois, seed=123, N=100, limit=2000)

mistat documentation built on March 7, 2023, 6:43 p.m.