spc: Statistical Process Control -- Collection of Some Useful Functions

Evaluation of control charts by means of the zero-state, steady-state ARL (Average Run Length) and RL quantiles. Setting up control charts for given in-control ARL. The control charts under consideration are one- and two-sided EWMA, CUSUM, and Shiryaev-Roberts schemes for monitoring the mean of normally distributed independent data. ARL calculation of the same set of schemes under drift are added. Other charts and parameters are in preparation. Further SPC areas will be covered as well (sampling plans, capability indices ...).

AuthorSven Knoth
Date of publication2016-02-08 13:37:59
MaintainerSven Knoth <Sven.Knoth@gmx.de>
LicenseGPL (>= 2)
Version0.5.3
http://www.r-project.org

View on CRAN

Man pages

dphat: Percent defective for normal samples

lns2ewma.crit: Compute critical values of EWMA ln S^2 control charts...

lns2sewma.arl: Compute ARLs of EWMA ln S^2 control charts (variance charts)

mewma.arl: Compute ARLs of MEWMA control charts

mewma.crit: Compute alarm threshold of MEWMA control charts

mewma.psi: Compute steady-state density of the MEWMA statistic

p.ewma.arl: Compute ARLs of binomial EWMA p control charts

phat.ewma.arl: Compute ARLs of EWMA phat control charts

quadrature.nodes.weights: Calculate quadrature nodes and weights

scusum.arl: Compute ARLs of CUSUM control charts (variance charts)

scusum.crit: Compute decision intervals of CUSUM control charts (variance...

sewma.arl: Compute ARLs of EWMA control charts (variance charts)

sewma.arl.prerun: Compute ARLs of EWMA control charts (variance charts) in case...

sewma.crit: Compute critical values of EWMA control charts (variance...

sewma.crit.prerun: Compute critical values of of EWMA (variance charts) control...

sewma.q: Compute RL quantiles of EWMA (variance charts) control charts

sewma.q.prerun: Compute RL quantiles of EWMA (variance charts) control charts...

sewma.sf: Compute the survival function of EWMA run length

sewma.sf.prerun: Compute the survival function of EWMA run length

tol.lim.fact: Two-sided tolerance limit factors

xcusum.ad: Compute steady-state ARLs of CUSUM control charts

xcusum.arl: Compute ARLs of CUSUM control charts

xcusum.crit: Compute decision intervals of CUSUM control charts

xcusum.crit.L0h: Compute the CUSUM reference value k for given in-control ARL...

xcusum.crit.L0L1: Compute the CUSUM k and h for given in-control ARL L0 and...

xcusum.q: Compute RL quantiles of CUSUM control charts

xcusum.sf: Compute the survival function of CUSUM run length

xDcusum.arl: Compute ARLs of CUSUM control charts under drift

xDewma.arl: Compute ARLs of EWMA control charts under drift

xDgrsr.arl: Compute ARLs of Shiryaev-Roberts schemes under drift

xDshewhartrunsrules.arl: Compute ARLs of Shewhart control charts with and without runs...

xewma.ad: Compute steady-state ARLs of EWMA control charts

xewma.arl: Compute ARLs of EWMA control charts

xewma.arl.prerun: Compute ARLs of EWMA control charts in case of estimated...

xewma.crit: Compute critical values of EWMA control charts

xewma.q: Compute RL quantiles of EWMA control charts

xewma.q.prerun: Compute RL quantiles of EWMA control charts in case of...

xewma.sf: Compute the survival function of EWMA run length

xewma.sf.prerun: Compute the survival function of EWMA run length in case of...

xgrsr.ad: Compute steady-state ARLs of Shiryaev-Roberts schemes

xgrsr.arl: Compute (zero-state) ARLs of Shiryaev-Roberts schemes

xgrsr.crit: Compute alarm thresholds for Shiryaev-Roberts schemes

xsewma.arl: Compute ARLs of simultaneous EWMA control charts (mean and...

xsewma.crit: Compute critical values of simultaneous EWMA control charts...

xsewma.q: Compute critical values of simultaneous EWMA control charts...

xsewma.sf: Compute the survival function of simultaneous EWMA control...

xshewhart.ar1.arl: Compute ARLs of modified Shewhart control charts for AR(1)...

xshewhartrunsrules.arl: Compute ARLs of Shewhart control charts with and without runs...

xsresewma.arl: Compute ARLs of EWMA residual control charts

xtcusum.arl: Compute ARLs of CUSUM control charts

xtewma.ad: Compute steady-state ARLs of EWMA control charts, t...

xtewma.arl: Compute ARLs of EWMA control charts, t distributed data

xtewma.q: Compute RL quantiles of EWMA control charts

xtewma.sf: Compute the survival function of EWMA run length

Functions

dphat Man page
lns2ewma.arl Man page
lns2ewma.crit Man page
mewma.ad Man page
mewma.arl Man page
mewma.arl.f Man page
mewma.crit Man page
mewma.psi Man page
p.ewma.arl Man page
phat.ewma.arl Man page
phat.ewma.crit Man page
phat.ewma.lambda Man page
pphat Man page
qphat Man page
quadrature.nodes.weights Man page
scusum.arl Man page
scusum.crit Man page
sewma.arl Man page
sewma.arl.prerun Man page
sewma.crit Man page
sewma.crit.prerun Man page
sewma.q Man page
sewma.q.crit Man page
sewma.q.crit.prerun Man page
sewma.q.prerun Man page
sewma.sf Man page
sewma.sf.prerun Man page
s.res.ewma.arl Man page
tol.lim.fac Man page
xcusum.ad Man page
xcusum.arl Man page
xcusum.crit Man page
xcusum.crit.L0h Man page
xcusum.crit.L0L1 Man page
xcusum.q Man page
xcusum.sf Man page
xDcusum.arl Man page
xDewma.arl Man page
xDgrsr.arl Man page
xDshewhartrunsrules.arl Man page
xDshewhartrunsrulesFixedm.arl Man page
xewma.ad Man page
xewma.arl Man page
xewma.arl.prerun Man page
xewma.crit Man page
xewma.crit.prerun Man page
xewma.q Man page
xewma.q.crit Man page
xewma.q.crit.prerun Man page
xewma.q.prerun Man page
xewma.sf Man page
xewma.sf.prerun Man page
xgrsr.ad Man page
xgrsr.arl Man page
xgrsr.crit Man page
x.res.ewma.arl Man page
xsewma.arl Man page
xsewma.crit Man page
xsewma.q Man page
xsewma.q.crit Man page
xsewma.sf Man page
xshewhart.ar1.arl Man page
xshewhartrunsrules.ad Man page
xshewhartrunsrules.arl Man page
xshewhartrunsrules.crit Man page
xshewhartrunsrules.matrix Man page
xs.res.ewma.arl Man page
xs.res.ewma.pms Man page
xtcusum.arl Man page
xtewma.ad Man page
xtewma.arl Man page
xtewma.q Man page
xtewma.q.crit Man page
xtewma.sf Man page

Files

spc
spc/src
spc/src/sewma_crit_prerun.c
spc/src/sewma_q_crit_prerun.c
spc/src/sewma_res_arl.c
spc/src/xgrsr_crit.c
spc/src/xcusum_sf.c
spc/src/sewma_arl.c
spc/src/quadrature_nodes_weights.c
spc/src/xtewma_arl.c
spc/src/xewma_sf.c
spc/src/xgrsr_ad.c
spc/src/allspc.c
spc/src/xtcusum_arl.c
spc/src/ewma_phat_arl_coll.c
spc/src/xsewma_q_crit.c
spc/src/xsewma_res_arl.c
spc/src/xcusum_crit.c
spc/src/xewma_arl.c
spc/src/xewma_q.c
spc/src/xtewma_sf.c
spc/src/xDcusum_arl.c
spc/src/xewma_q_prerun.c
spc/src/sewma_crit.c
spc/src/xsewma_res_pms.c
spc/src/phat_cdf.c
spc/src/sewma_arl_prerun.c
spc/src/ewma_phat_lambda_coll.c
spc/src/sewma_q.c
spc/src/xsewma_sf.c
spc/src/xDewma_arl.c
spc/src/mewma_arl.c
spc/src/xsewma_q.c
spc/src/xewma_ad.c
spc/src/phat_pdf.c
spc/src/xsewma_crit.c
spc/src/phat_qf.c
spc/src/mewma_crit.c
spc/src/scusum_arl.c
spc/src/lns2ewma_arl.c
spc/src/xgrsr_arl.c
spc/src/scusum_crit.c
spc/src/lns2ewma_crit.c
spc/src/sewma_q_crit.c
spc/src/xewma_sf_prerun.c
spc/src/xcusum_ad.c
spc/src/xtewma_ad.c
spc/src/xtewma_q.c
spc/src/xcusum_arl.c
spc/src/ewma_phat_crit_coll.c
spc/src/tol_lim_fac.c
spc/src/ewma_p_arl_be.c
spc/src/xewma_arl_prerun.c
spc/src/mewma_psi.c
spc/src/mewma_arl_f.c
spc/src/xewma_res_arl.c
spc/src/xshewhart_ar1_arl.c
spc/src/xcusum_q.c
spc/src/sewma_sf_prerun.c
spc/src/xewma_crit.c
spc/src/xsewma_arl.c
spc/src/sewma_sf.c
spc/src/xDgrsr_arl.c
spc/src/sewma_q_prerun.c
spc/src/mewma_ad.c
spc/NAMESPACE
spc/R
spc/R/sewma.q.crit.prerun.R spc/R/xshewhartrunsrules.matrix.R spc/R/xewma.crit.R spc/R/lns2ewma.crit.R spc/R/dphat.R spc/R/xewma.sf.R spc/R/sewma.sf.R spc/R/qphat.R spc/R/phat.ewma.lambda.R spc/R/xewma.arl.R spc/R/xDshewhartrunsrules.arl.R spc/R/xewma.arl.prerun.R spc/R/xtewma.sf.R spc/R/phat.ewma.crit.R spc/R/xcusum.ad.R spc/R/xshewhartrunsrules.crit.R spc/R/xsewma.crit.R spc/R/xewma.sf.prerun.R spc/R/xewma.q.prerun.R spc/R/xtewma.ad.R spc/R/xsewma.q.crit.R spc/R/xewma.q.crit.prerun.R spc/R/xDewma.arl.R spc/R/mewma.crit.R spc/R/xcusum.crit.L0h.R spc/R/sewma.crit.prerun.R spc/R/sewma.q.R spc/R/xs.res.ewma.arl.R spc/R/xewma.q.crit.R spc/R/xtewma.arl.R spc/R/xcusum.crit.L0L1.R spc/R/sewma.arl.R spc/R/mewma.arl.f.R spc/R/xewma.crit.prerun.R spc/R/quadrature.nodes.weights.R spc/R/xtcusum.arl.R spc/R/xtewma.q.crit.R spc/R/xtewma.q.R spc/R/xDshewhartrunsrulesFixedm.arl.R spc/R/mewma.arl.R spc/R/xsewma.sf.R spc/R/xgrsr.crit.R spc/R/xshewhartrunsrules.arl.R spc/R/xs.res.ewma.pms.R spc/R/mewma.psi.R spc/R/phat.ewma.arl.R spc/R/scusum.arl.R spc/R/xsewma.arl.R spc/R/xewma.ad.R spc/R/sewma.sf.prerun.R spc/R/mewma.ad.R spc/R/sewma.q.prerun.R spc/R/xcusum.arl.R spc/R/tol.lim.fac.R spc/R/xewma.q.R spc/R/xsewma.q.R spc/R/pphat.R spc/R/xshewhartrunsrules.ad.R spc/R/xgrsr.arl.R spc/R/scusum.crit.R spc/R/xDcusum.arl.R spc/R/lns2ewma.arl.R spc/R/s.res.ewma.arl.R spc/R/xcusum.sf.R spc/R/xDgrsr.arl.R spc/R/xgrsr.ad.R spc/R/p.ewma.arl.R spc/R/sewma.crit.R spc/R/sewma.q.crit.R spc/R/xcusum.crit.R spc/R/xshewhart.ar1.arl.R spc/R/xcusum.q.R spc/R/x.res.ewma.arl.R spc/R/sewma.arl.prerun.R
spc/MD5
spc/DESCRIPTION
spc/man
spc/man/xsewma.arl.Rd spc/man/lns2sewma.arl.Rd spc/man/xcusum.ad.Rd spc/man/sewma.sf.prerun.Rd spc/man/xDcusum.arl.Rd spc/man/xgrsr.crit.Rd spc/man/quadrature.nodes.weights.Rd spc/man/sewma.crit.prerun.Rd spc/man/xcusum.sf.Rd spc/man/xtewma.q.Rd spc/man/xewma.ad.Rd spc/man/mewma.arl.Rd spc/man/xewma.q.Rd spc/man/sewma.q.prerun.Rd spc/man/sewma.q.Rd spc/man/xcusum.q.Rd spc/man/xshewhartrunsrules.arl.Rd spc/man/mewma.psi.Rd spc/man/sewma.crit.Rd spc/man/xshewhart.ar1.arl.Rd spc/man/phat.ewma.arl.Rd spc/man/xDshewhartrunsrules.arl.Rd spc/man/xsewma.sf.Rd spc/man/xewma.arl.Rd spc/man/xewma.sf.prerun.Rd spc/man/lns2ewma.crit.Rd spc/man/xgrsr.ad.Rd spc/man/sewma.arl.prerun.Rd spc/man/xtewma.sf.Rd spc/man/xewma.crit.Rd spc/man/xsewma.q.Rd spc/man/dphat.Rd spc/man/xewma.sf.Rd spc/man/xtewma.ad.Rd spc/man/xcusum.crit.L0L1.Rd spc/man/xewma.q.prerun.Rd spc/man/mewma.crit.Rd spc/man/xewma.arl.prerun.Rd spc/man/xDgrsr.arl.Rd spc/man/xcusum.crit.Rd spc/man/xsresewma.arl.Rd spc/man/xcusum.arl.Rd spc/man/xgrsr.arl.Rd spc/man/scusum.crit.Rd spc/man/sewma.arl.Rd spc/man/xDewma.arl.Rd spc/man/scusum.arl.Rd spc/man/xtewma.arl.Rd spc/man/p.ewma.arl.Rd spc/man/sewma.sf.Rd spc/man/xsewma.crit.Rd spc/man/xtcusum.arl.Rd spc/man/xcusum.crit.L0h.Rd spc/man/tol.lim.fact.Rd

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