R/xewma.crit.R

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

# Computation of EWMA critical values for given ARL (mean monitoring)
xewma.crit <- function(l,L0,mu0=0,zr=0,hs=0,sided="one",limits="fix",r=40,c0=NULL) {
  if ( l<=0 | l>2 ) 
    stop("l has to be between 0 and 2")
  if ( L0<1 ) 
    stop("L0 is too small")
  if ( r<4 )
    stop("r is too small")
  if ( sided=="one" & hs<zr )
    warning("unusual headstart")
  ctyp <- pmatch(sided, c("one", "two")) - 1
  if ( is.na(ctyp) ) 
    stop("invalid ewma type")
  ltyp <- pmatch(limits, c("fix","vacl","fir","both","Steiner","stat")) - 1
  if ( is.na(ltyp) ) 
    stop("invalid limits type")
  if ( (sided=="one") & !(limits %in% c("fix", "vacl", "stat")) )
    stop("not supported for one-sided EWMA (not reasonable or not implemented yet")
  if ( is.null(c0) ) {
    if ( sided=="one" ) c0 <- zr - 1
    if ( sided=="two" ) c0 <- -1
  }
  c <- .C("xewma_crit",as.integer(ctyp),as.double(l),
          as.double(L0),as.double(zr),as.double(hs),
          as.double(mu0),as.integer(ltyp),as.integer(r),
          as.double(c0),
          ans=double(length=1),PACKAGE="spc")$ans
  names(c) <- "c"
  return (c)
}