getCC: get a corrected charting constant for Phase I individual...

In bolus123/PH1ARMA: Phase I Individual Chart with ARMA

get a corrected charting constant for Phase I individual control chart with an ARMA model

Description

Obtain a corrected charting constant.

Usage

getCC(
	FAP0 = 0.1
	,interval = c(1, 4)
	,n = 50
	,order = c(1, 0, 0)
	,phiVec = 0.5
	,thetaVec = NULL
	,case = 'U'
	,method = 'Method 3'
	,nsimCoefs = 100
	,nsimProcess = 1000
	,burnIn = 50
	,simType = 'Matrix'
	,seed = 12345
)

Arguments

FAP0	nominal false Alarm Probabilty in Phase 1
interval	searching range of charting constants for the exact method
n	number of observations
order	order for ARMA model
phiVec	autoregressive coeficient vector
thetaVec	moving average coeficient vector
case	known or unknown case. When case = 'U', the parameters are estimated. When case = 'K', the parameters are not estimated.
method	estimation method for the ARMA model. Default is "CSS-ML". Other options are 'ML' and 'CSS'.
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

# get charting constant with AR(1) model with coeficient = 0.5 using known parameters
getCC(FAP0 = 0.1, order = c(1, 0, 0), phiVec = 0.5, thetaVec = NULL,
	case = 'K', nsimProcess = 100)

# get charting constant with MA(1) model with coeficient = 0.5 using known parameters
getCC(FAP0 = 0.1, order = c(0, 0, 1), phiVec = NULL, thetaVec = 0.5,
	case = 'K', nsimProcess = 100)

# get charting constant with AR(1) model with coeficient = 0.5 using estimates
getCC(FAP0 = 0.1, order = c(1, 0, 0), phiVec = 0.5, thetaVec = NULL,
	case = 'U', nsimCoefs = 100, nsimProcess = 100)

# get charting constant with MA(1) model with coeficient = 0.5 using estimates
getCC(FAP0 = 0.1, order = c(0, 0, 1), phiVec = NULL, thetaVec = 0.5,
	case = 'U', nsimCoefs = 100, nsimProcess = 100)

# get charting constant with ARMA(1, 1) model with coeficient = 0.5 using estimates
getCC(FAP0 = 0.1, order = c(1, 0, 1), phiVec = 0.5, thetaVec = 0.5,
	case = 'U', nsimCoefs = 100, nsimProcess = 100)

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