PH1ARMA: Build Phase I individual control chart with an ARMA model...

In bolus123/PH1ARMA: Phase I Individual Chart with ARMA

Build Phase I individual control chart with an ARMA model using a corrected charting constant

Description

Build a Phase I individual control chart with an ARMA model. The charting constant is correted by this approach.

Usage

PH1ARMA(
	X
	,cc = NULL
	,FAP0 = 0.1
	,order = NULL
	,method = 'Method 3'
	,plot.option = TRUE
	,interval = c(1, 4)
	,case = 'U'
	,nsimCoefs = 100
	,nsimProcess = 1000
	,burnIn = 50
	,simType = 'Matrix'
	,seed = 12345
)

Arguments

X	input and it must be a vector
cc	nominal Phase I charting constant. If this is given, the function will not re-compute the charting constant.
FAP0	nominal false Alarm Probabilty in Phase I
order	order for ARMA model
method	estimation method for the control chart. When method = 'Method 3' is maximum likehood estimations plus method of moments. Other options are 'Method 1' which is pure MLE and 'Method 2' which is pure CSS.
plot.option	TRUE - draw a plot for the process; FALSE - Not draw a plot for the process
interval	searching range of charting constants for the exact method
case	known or unknown case. When case = 'U', the parameters are estimated
nsimCoefs	number of simulation for coeficients. It is functional when double.sim = TRUE.
nsimProcess	number of simulation for ARMA processes
burnIn	number of burn-ins. When burnIn = 0, the ECM gets involved. When burnIn is large enough, the ACM gets involved.
simType	type of simulation. When simType = 'Matrix', the simulation is generated using matrix computation. When simType = 'Recursive', the simulation is based on a recursion.
seed	random seed

Examples

# load the data in the package as an example
data(chambers_data)
X <- chambers_data ^ (1/3)

# An example using the default setting whose FAP0 = 0.1
PH1ARMA(X, nsimCoefs = 100, nsimProcess = 100)

# An example using the default setting for FAP0 = 0.05
PH1ARMA(X, FAP0 = 0.05, nsimCoefs = 100, nsimProcess = 100)

# An example using known parameters with FAP0 = 0.1
PH1ARMA(X, case = 'K', nsimProcess = 100)

# An example using the single simualtion with FAP0 = 0.05
PH1ARMA(X, FAP0 = 0.05, case = 'K', nsimProcess = 100)

# When users get an error message about the size of matrix,
# the function needs to use the alternative simulation type as follows
PH1ARMA(X, FAP0 = 0.05, nsimCoefs = 100, nsimProcess = 100, simType = 'Recursive')

bolus123/PH1ARMA documentation built on Oct. 24, 2023, 7:54 a.m.