R/rbcusumcc_opt.R

In rbcc: Risk-Based Control Charts

#-----------------------------------------------------------------------------#
#                                                                             #
#                RISK-BASED CONTROL CHARTS                                    #
#                                                                             #
#  Written by: Aamir Saghir, Attila I. Katona, Zsolt T. Kosztyan              #
#              Department of Quantitative Methods                             #
#              University of Pannonia, Hungary                                #
#              kzst@gtk.uni-pannon.hu                                         #
#                                                                             #
# Last modified: January 2025                                                 #
#-----------------------------------------------------------------------------#

#' @export
rbcusumcc_opt <- function(X, UC, C, n=1, T=5, se.shift=1, K_init=0, LKL=0, UKL=6)
{
  if(missing(n))
  {n <- 1}
  if(missing(T))
  {T <- 5 }
  if(missing(se.shift))
  {se.shift <- 1 }
  if(missing(K_init))
  {K_init <- T}
  
  fcn=function(K_init)rbcusumcc(X, UC, C, n, T, se.shift, K_init)[[1]]
  Q<- stats::optimize(fcn, c(LKL, UKL))
  Kopt<-Q[[1]]
  H_opt<-rbcusumcc(X, UC, C, n, T, se.shift, K=Kopt)
  H_opt$par<-Kopt
  class(H_opt)<-"rbcusumcc"
  return(H_opt)
}