mGetARL: Multivariate Average Run Length (ARL)

In LuisBenavides/SNS: Sequential Normal Scores in Statistical Process Management

Description

Get the ARL getRL

Usage

mgetARL(
  n,
  m,
  nv,
  theta = NULL,
  Ftheta = NULL,
  dists,
  dists.par = NULL,
  mu,
  sigma = NULL,
  chart = "T2",
  chart.par = c(0.005),
  correlation = 0,
  s = NULL,
  replicates = 10000,
  isParallel = TRUE,
  print.RL = FALSE,
  progress = FALSE,
  calibrate = FALSE,
  arl0 = 370,
  alignment = "unadjusted",
  constant = NULL,
  absolute = FALSE
)

Arguments

n	scalar. Subroup size
m	scalar. Reference sample size
nv	scalar. Number of variables to be generated.
theta	vector. Value corresponding with the Ftheta quantile.
Ftheta	vector. Quantile of the data distribution. The values that take are between (0,1).
dists	list. Select the
dists.par	matrix For each variable (column), specify par.location: Location parameter of the desired distribution. Default 0. par.scale: Scale parameter of the desired distribution. Default 1. par.shape: Shape parameter of the desired distribution, Default 1. The number of columns must be the same as the number of variables.
mu	vector. Two elements of the vector the first one is the mean of the reference sample and the second one is the mean of the monitoring sample.
sigma	scalar. Standard deviation of the desired distribution.
chart	character string. Selected type of chart. One option available: "T2". T2 scheme: is c(k), where k comes from UCL = mu + kσ, LCL = mu - kσ.
chart.par	vector. Control limit and other parameters of the selected chart.
correlation	scalar. Corralation between variables.
s	matrix. Correlation matrix of the variables
replicates	scalar. Number of replicates to get the ARL
isParallel	logical. If TRUE the code runs in parallel according to the number of cores in the computer,otherwise the code runs sequentially. Default TRUE.
print.RL	logical. If TRUE return the vectors of RL for each iteration.
progress	logical. If TRUE it shows the progress in the console.
calibrate	logical. If TRUE the RL is limit to 10 times the target ARL.
arl0	scalar. Expected value of the RL. It is only used for stop the RL if exceeds 10 times its value. Default 370.
alignment	character string. Aligment of the data X and Y. Select from "unadjusted": nothing is sustracte from X and Y (default). "overallmean": overall mean is sustracted from X and Y. "overallmedian": overall median is sustracted from X and Y. "samplemean": mean from corresponding group (X and Y) is sustracted from its corresponing vector. "samplemedian": median from corresponding group (X and Y) is sustracted from its corresponing vector. "referencemean": mean from Y is subtracted from X and Y. "referencemedian": median from Y is subtracted from X and Y. "constantvalue": a constant value is subtracted from X and Y.
constant	scalar. Only used when the alignment is selected "constantvalue". Default NULL.
absolute	logical. If TRUE, the absolute aligned values are obtained. (Default FALSE)

Value

Multiple output. Select by output$

• ARL: scalar. Average Run Length for the RLs of all the replicates.

• SDRL: scalar. Standard Deviation Run Length for the RL in all the replicates.

• MRL: bolean. Median Run Length for the RLs of all the replicates.

• QRL: vector. It retrieve the quantiles (0.05, 0.1, 0.2, 0.25, 0.5, 0.75, 0.8, 0.9, 0.95) for all the RLs.

Examples

mgetARL(replicates=5,n=5,m=100,nv=2,mu=c(0,0),
dists = c("Normal", "Normal"), dists.par = matrix(c(0,1,1,0,1,1), ncol=2),
isParallel=FALSE)

LuisBenavides/SNS documentation built on April 11, 2021, 3:50 p.m.