xcusum.crit | R Documentation |
Computation of the decision intervals (alarm limits) for different types of CUSUM control charts monitoring normal mean.
xcusum.crit(k, L0, mu0 = 0, hs = 0, sided = "one", r = 30)
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 |
r |
number of quadrature nodes, dimension of the resulting linear
equation system is equal to |
xcusum.crit
determines the decision interval (alarm limit)
for given in-control ARL L0
by applying secant rule and using xcusum.arl()
.
Returns a single value which resembles the decision interval
h
.
Sven Knoth
xcusum.arl
for zero-state ARL computation.
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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