Description Usage Arguments Details Value
View source: R/algo_rogerson.R
Function to find a decision interval h
* for given reference value k
and desired ARL γ so that the
average run length for a Poisson or Binomial CUSUM with incontrol
parameter θ_0, reference value k
and is approximately γ,
i.e. \Big \frac{ARL(h^*) γ}{γ} \Big < ε,
or larger, i.e.
ARL(h^*) > γ .
1 2 3 4 5 
ARL0 
desired incontrol ARL γ 
theta0 
incontrol parameter θ_0 
s 
change to detect, see details 
distr 

rel.tol 
relative tolerance, i.e. the search for 
digits 
the reference value 
roundK 
passed to 
FIR 
if 
... 
further arguments for the distribution function, i.e. number
of trials 
The outofcontrol parameter used to determine the reference value k
is specified as:
θ_1 = λ_0 + s √{λ_0}
for a Poisson variate X \sim Po(λ)
θ_1 = \frac{s π_0}{1+(s1) π_0}
for a Binomial variate X \sim Bin(n, π)
findH
returns a vector and hValues
returns a matrix with elements
theta0 
incontrol parameter 
h 
decision interval 
k 
reference value 
ARL 
ARL for a CUSUM with parameters 
rel.tol 
corresponds to \Big \frac{ARL(h) γ}{γ} \Big 
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