cusumPfaCed: Cusum Probability of False Alarm and Conditional Expected...

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

Cusum Probability of False Alarm and Conditional Expected Delay

Description

Compute the Probability of False Alarm, PFA, and the Conditional Expected Delay, CED, for the Normal, Binomial and Poisson distributions

Usage

cusumPfaCedBinom(size0 = 0, prob0 = 1, size1 = 0, prob1 = 1, 
                 tau = 10, N = 100, limit = 10000, seed = NA, 
                 kp = 1, km = -1, hp = 3, hm = -3, side = "both", 
                 printSummary = TRUE)

cusumPfaCedNorm(mean0 = 0, sd0=1, mean1=0, sd1=1, 
                tau=10, N=100, limit=10000, seed=NA, 
                kp=1, km=-1, hp=3, hm=-3, side="both", 
                printSummary = TRUE) 

cusumPfaCedPois(lambda0 = 0, lambda1=1, 
                tau=10, N=100, limit=10000, seed=NA, 
                kp=1, km=-1, hp=3, hm=-3, side="both", 
                printSummary = TRUE) 

Arguments

size0	number of trials (zero or more)
prob0	probability of success on each trial
size1	number of trials (zero or more) after a process level change
prob1	probability of success on each trial after a process level change
mean0	distribution mean
sd0	distribution standard deviation
mean1	distribution mean after a process level change
sd1	distribution standard deviation after a process level change
lambda0	(non-negative) mean
lambda1	(non-negative) mean after a process level change
tau	time on which the process level change occurs
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 PFA and CED

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

cusumPfaCedNorm(mean1=1.5, 
                tau=100, 
                N=100, 
                limit=1000,
                seed=123)

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