Description Usage Arguments Value Source
View source: R/algo_rogerson.R
Calculates the average run length (ARL) for an upward CUSUM scheme for discrete distributions (i.e. Poisson and binomial) using the Markov chain approach.
1 2 
h 
decision interval 
k 
reference value 
theta 
distribution parameter for the cumulative distribution function (cdf) F, i.e. rate λ for Poisson variates or probability p for binomial variates 
distr 

W 
Winsorizing value 
digits 

... 
further arguments for the distribution function, i.e. number of trials 
Returns a list with the ARL of the regular (zerostart)
and the fast initial response (FIR)
CUSUM scheme with reference value k
, decision interval h
for
X \sim F(θ), where F is the Poisson or binomial CDF.
ARL 
onesided ARL of the regular (zerostart) CUSUM scheme 
FIR.ARL 
onesided ARL of the FIR CUSUM scheme with head start \frac{\code{h}}{2} 
Based on the FORTRAN code of
Hawkins, D. M. (1992). Evaluation of Average Run Lengths of Cumulative Sum Charts for an Arbitrary Data Distribution. Communications in Statistics  Simulation and Computation, 21(4), p. 10011020.
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