bernoulli_ARL_MC: Average run length for Bernoulli CUSUM using Markov Chain...
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View source: R/bernoulli_ARL.R
bernoulli_ARL_MC R Documentation
Average run length for Bernoulli CUSUM using Markov Chain methodology
Description
Internal function that discretizes grid and solves
matrix equation involving transition matrix for Markov Chain methodology
Usage
bernoulli_ARL_MC(n_grid, R, h)
Arguments
n_grid
Number of state spaces used to discretize the outcome space (when method = "MC")
or number of grid points used for trapezoidal integration (when method = "SPRT").
Increasing this number improves accuracy, but can also significantly increase computation time.
R
Transition probability matrix obtained from calc_MC_trans_matrix
h
Control limit for the Bernoulli CUSUM
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View source: R/bernoulli_ARL.R
| bernoulli_ARL_MC | R Documentation |
Average run length for Bernoulli CUSUM using Markov Chain methodology
Description
Internal function that discretizes grid and solves matrix equation involving transition matrix for Markov Chain methodology
Usage
bernoulli_ARL_MC(n_grid, R, h)
Arguments
n_grid |
Number of state spaces used to discretize the outcome space (when |
R |
Transition probability matrix obtained from |
h |
Control limit for the Bernoulli CUSUM |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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