bernoulli_cdf_MC: Average run length for Bernoulli CUSUM using Markov Chain...
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bernoulli_cdf_MC

R Documentation

Average run length for Bernoulli CUSUM using Markov Chain methodology

Internal function that discretizes grid and solves matrix equation involving transition matrix for Markov Chain methodology

bernoulli_cdf_MC(n_grid, R, r, h, exact = TRUE)

`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