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

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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 ...).

Author
Sven Knoth
Date of publication
2016-02-08 13:37:59
Maintainer
Sven Knoth <Sven.Knoth@gmx.de>
License
GPL (>= 2)
Version
0.5.3
URLs

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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

Files in this package

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