getCC.ARMA: get Phase I corrected charting constant with an ARMA model

In bolus123/PH1XBAR: Phase I Shewhart X-Bar Chart

get Phase I corrected charting constant with an ARMA model

Description

Obtain a corrected charting constant.

Usage

getCC.ARMA(
	fap0 = 0.1 
  	,interval = c(1, 4)
  	,n = 50 
  	,order = c(1, 0, 0)
  	,phi.vec = 0.5
  	,theta.vec = NULL
  	,case = 'U'
  	,method = 'Method 3'
  	,nsim.coefs = 100
  	,nsim.process = 1000
  	,burn.in = 50
  	,sim.type = 'Matrix'
  	,logliktol = 1e-2
	,verbose = FALSE
)

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
phi.vec	given vectors of autoregressive parameters for ARMA models
theta.vec	given vectors of moving-average parameters for ARMA models
case	known or unknown case. When case = 'U', the parameters are estimated
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.
nsim.coefs	number of simulation for coeficients. It is functional when double.sim = TRUE.
nsim.process	number of simulation for ARMA processes
burn.in	number of burn-ins. When burn.in = 0, the ECM gets involved. When burn.in is large enough, the ACM gets involved.
sim.type	type of simulation. When sim.type = 'Matrix', the simulation is generated using matrix computation. When sim.type = 'Recursive', the simulation is based on a recursion.
logliktol	convergence tolerance for the log likelihood
verbose	print diagnostic information about fap0 and the charting constant during the simulations for the exact method

Value

Object type double. The corrected charting constant.

Examples

set.seed(12345)

# Calculate the charting constant using fap0 of 0.05, and 50 observations
getCC.ARMA(fap0=0.05, n=50, nsim.coefs=10, nsim.process=10)

bolus123/PH1XBAR documentation built on Nov. 12, 2023, 6:21 a.m.