spc: Statistical Process Control -- Collection of Some Useful Functions
Version 0.5.3

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 ...).

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AuthorSven Knoth
Date of publication2016-02-08 13:37:59
MaintainerSven Knoth <Sven.Knoth@gmx.de>
LicenseGPL (>= 2)
Version0.5.3
URL http://www.r-project.org
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("spc")

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

Files

src
src/sewma_crit_prerun.c
src/sewma_q_crit_prerun.c
src/sewma_res_arl.c
src/xgrsr_crit.c
src/xcusum_sf.c
src/sewma_arl.c
src/quadrature_nodes_weights.c
src/xtewma_arl.c
src/xewma_sf.c
src/xgrsr_ad.c
src/allspc.c
src/xtcusum_arl.c
src/ewma_phat_arl_coll.c
src/xsewma_q_crit.c
src/xsewma_res_arl.c
src/xcusum_crit.c
src/xewma_arl.c
src/xewma_q.c
src/xtewma_sf.c
src/xDcusum_arl.c
src/xewma_q_prerun.c
src/sewma_crit.c
src/xsewma_res_pms.c
src/phat_cdf.c
src/sewma_arl_prerun.c
src/ewma_phat_lambda_coll.c
src/sewma_q.c
src/xsewma_sf.c
src/xDewma_arl.c
src/mewma_arl.c
src/xsewma_q.c
src/xewma_ad.c
src/phat_pdf.c
src/xsewma_crit.c
src/phat_qf.c
src/mewma_crit.c
src/scusum_arl.c
src/lns2ewma_arl.c
src/xgrsr_arl.c
src/scusum_crit.c
src/lns2ewma_crit.c
src/sewma_q_crit.c
src/xewma_sf_prerun.c
src/xcusum_ad.c
src/xtewma_ad.c
src/xtewma_q.c
src/xcusum_arl.c
src/ewma_phat_crit_coll.c
src/tol_lim_fac.c
src/ewma_p_arl_be.c
src/xewma_arl_prerun.c
src/mewma_psi.c
src/mewma_arl_f.c
src/xewma_res_arl.c
src/xshewhart_ar1_arl.c
src/xcusum_q.c
src/sewma_sf_prerun.c
src/xewma_crit.c
src/xsewma_arl.c
src/sewma_sf.c
src/xDgrsr_arl.c
src/sewma_q_prerun.c
src/mewma_ad.c
NAMESPACE
R
R/sewma.q.crit.prerun.R
R/xshewhartrunsrules.matrix.R
R/xewma.crit.R
R/lns2ewma.crit.R
R/dphat.R
R/xewma.sf.R
R/sewma.sf.R
R/qphat.R
R/phat.ewma.lambda.R
R/xewma.arl.R
R/xDshewhartrunsrules.arl.R
R/xewma.arl.prerun.R
R/xtewma.sf.R
R/phat.ewma.crit.R
R/xcusum.ad.R
R/xshewhartrunsrules.crit.R
R/xsewma.crit.R
R/xewma.sf.prerun.R
R/xewma.q.prerun.R
R/xtewma.ad.R
R/xsewma.q.crit.R
R/xewma.q.crit.prerun.R
R/xDewma.arl.R
R/mewma.crit.R
R/xcusum.crit.L0h.R
R/sewma.crit.prerun.R
R/sewma.q.R
R/xs.res.ewma.arl.R
R/xewma.q.crit.R
R/xtewma.arl.R
R/xcusum.crit.L0L1.R
R/sewma.arl.R
R/mewma.arl.f.R
R/xewma.crit.prerun.R
R/quadrature.nodes.weights.R
R/xtcusum.arl.R
R/xtewma.q.crit.R
R/xtewma.q.R
R/xDshewhartrunsrulesFixedm.arl.R
R/mewma.arl.R
R/xsewma.sf.R
R/xgrsr.crit.R
R/xshewhartrunsrules.arl.R
R/xs.res.ewma.pms.R
R/mewma.psi.R
R/phat.ewma.arl.R
R/scusum.arl.R
R/xsewma.arl.R
R/xewma.ad.R
R/sewma.sf.prerun.R
R/mewma.ad.R
R/sewma.q.prerun.R
R/xcusum.arl.R
R/tol.lim.fac.R
R/xewma.q.R
R/xsewma.q.R
R/pphat.R
R/xshewhartrunsrules.ad.R
R/xgrsr.arl.R
R/scusum.crit.R
R/xDcusum.arl.R
R/lns2ewma.arl.R
R/s.res.ewma.arl.R
R/xcusum.sf.R
R/xDgrsr.arl.R
R/xgrsr.ad.R
R/p.ewma.arl.R
R/sewma.crit.R
R/sewma.q.crit.R
R/xcusum.crit.R
R/xshewhart.ar1.arl.R
R/xcusum.q.R
R/x.res.ewma.arl.R
R/sewma.arl.prerun.R
MD5
DESCRIPTION
man
man/xsewma.arl.Rd
man/lns2sewma.arl.Rd
man/xcusum.ad.Rd
man/sewma.sf.prerun.Rd
man/xDcusum.arl.Rd
man/xgrsr.crit.Rd
man/quadrature.nodes.weights.Rd
man/sewma.crit.prerun.Rd
man/xcusum.sf.Rd
man/xtewma.q.Rd
man/xewma.ad.Rd
man/mewma.arl.Rd
man/xewma.q.Rd
man/sewma.q.prerun.Rd
man/sewma.q.Rd
man/xcusum.q.Rd
man/xshewhartrunsrules.arl.Rd
man/mewma.psi.Rd
man/sewma.crit.Rd
man/xshewhart.ar1.arl.Rd
man/phat.ewma.arl.Rd
man/xDshewhartrunsrules.arl.Rd
man/xsewma.sf.Rd
man/xewma.arl.Rd
man/xewma.sf.prerun.Rd
man/lns2ewma.crit.Rd
man/xgrsr.ad.Rd
man/sewma.arl.prerun.Rd
man/xtewma.sf.Rd
man/xewma.crit.Rd
man/xsewma.q.Rd
man/dphat.Rd
man/xewma.sf.Rd
man/xtewma.ad.Rd
man/xcusum.crit.L0L1.Rd
man/xewma.q.prerun.Rd
man/mewma.crit.Rd
man/xewma.arl.prerun.Rd
man/xDgrsr.arl.Rd
man/xcusum.crit.Rd
man/xsresewma.arl.Rd
man/xcusum.arl.Rd
man/xgrsr.arl.Rd
man/scusum.crit.Rd
man/sewma.arl.Rd
man/xDewma.arl.Rd
man/scusum.arl.Rd
man/xtewma.arl.Rd
man/p.ewma.arl.Rd
man/sewma.sf.Rd
man/xsewma.crit.Rd
man/xtcusum.arl.Rd
man/xcusum.crit.L0h.Rd
man/tol.lim.fact.Rd
spc documentation built on May 19, 2017, 8:47 a.m.