cusumArl: Cumulative Sum Control Charts Average Run Length

Description Usage Arguments Value Author(s) References Examples

Description

Computes the ARL function by simulation

Usage

1
2
3
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

1
2
3
4
5
6
7
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)

Example output

       ARL Std. Error 
 18.190000   2.313439 
       ARL Std. Error 
  347.6700    47.0467 
       ARL Std. Error 
 300.92000   40.54301 

mistat documentation built on April 18, 2021, 5:07 p.m.