SPCCUSUM-class: CUSUM Charts

Description Details Examples

Description

Class extending SPCChart with a basic CUSUM charts implementation.

Details

The only slot this class contains is the data model. This data model should already incorporate the negative mean for in-control updates that is typical for CUSUM charts.

Let U_t, t=1,2,… be the updates from the data model. Then the CUSUM chart is given by S_0=0 and

S_t=max(S_{t-1}+U_t,0)

Examples

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X <-  rnorm(1000)
chart <- new("SPCCUSUM",model=SPCModelNormal(Delta=1))
## Not run: 
SPCproperty(data=X,nrep=10,chart=chart,
            property="calARL",params=list(target=100))
SPCproperty(data=X,nrep=10,chart=chart,
            property="calhitprob",params=list(target=0.05,nsteps=1e3))
SPCproperty(data=X,nrep=10,chart=chart,
            property="ARL",params=list(threshold=3))

## End(Not run)
SPCproperty(data=X,nrep=10,chart=chart,
            property="hitprob",params=list(threshold=3,nsteps=1e3))
#increase the number of repetitions nrep for real applications.

spcadjust documentation built on May 29, 2017, 10:05 a.m.