Compute decision intervals of CUSUM control charts

Description

Computation of the decision intervals (alarm limits) for different types of CUSUM control charts monitoring normal mean.

Usage

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xcusum.crit(k, L0, mu0 = 0, hs = 0, sided = "one", r = 30)

Arguments

k

reference value of the CUSUM control chart.

L0

in-control ARL.

mu0

in-control mean.

hs

so-called headstart (enables fast initial response).

sided

distinguishes between one-, two-sided and Crosier's modified two-sided CUSUM scheme by choosing "one", "two", and "Crosier", respectively.

r

number of quadrature nodes, dimension of the resulting linear equation system is equal to r+1 (one-, two-sided) or 2r+1 (Crosier).

Details

xcusum.crit determines the decision interval (alarm limit) for given in-control ARL L0 by applying secant rule and using xcusum.arl().

Value

Returns a single value which resembles the decision interval h.

Author(s)

Sven Knoth

See Also

xcusum.arl for zero-state ARL computation.

Examples

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k <- .5
incontrolARL <- c(500,5000,50000)
sapply(incontrolARL,k=k,xcusum.crit,r=10) # accuracy with 10 nodes
sapply(incontrolARL,k=k,xcusum.crit,r=20) # accuracy with 20 nodes
sapply(incontrolARL,k=k,xcusum.crit)      # accuracy with 30 nodes

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