Description Usage Arguments Details Value
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 in-control
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 in-control ARL γ |
theta0 |
in-control 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 out-of-control 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+(s-1) π_0}
for a Binomial variate X \sim Bin(n, π)
findH
returns a vector and hValues
returns a matrix with elements
theta0 |
in-control 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| |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.