xewma.arl.f: Compute ARL function of EWMA control charts

In spc: Statistical Process Control -- Calculation of ARL and Other Control Chart Performance Measures

Compute ARL function of EWMA control charts

Description

Computation of the (zero-state) Average Run Length (ARL) function for different types of EWMA control charts monitoring normal mean.

Usage

xewma.arl.f(l,c,mu,zr=0,sided="one",limits="fix",r=40)

Arguments

l	smoothing parameter lambda of the EWMA control chart.
c	critical value (similar to alarm limit) of the EWMA control chart.
mu	true mean.
zr	reflection border for the one-sided chart.
sided	distinguishes between one- and two-sided EWMA control chart by choosing "one" and "two", respectively.
limits	distinguishes between different control limits behavior.
r	number of quadrature nodes, dimension of the resulting linear equation system is equal to r+1 (one-sided) or r (two-sided).

Details

It is a convenience function to yield the ARL as function of the head start hs. For more details see xewma.arl.

Value

It returns a function of a single argument, hs=x which maps the head-start value hs to the ARL.

Author(s)

Sven Knoth

References

S. V. Crowder (1987), A simple method for studying run-length distributions of exponentially weighted moving average charts, Technometrics 29, 401-407.

See Also

xewma.arl for zero-state ARL for one specific head-start hs.

Examples

# will follow

spc documentation built on Oct. 24, 2022, 5:07 p.m.