cusum: Calculates a sequence of Cusum statistics

In pnnl/Smisc: Sego Miscellaneous

Description

Calculates a sequence of one-sided upper Cusum statistics given the reference value and the control limit.

Usage

cusum(X, k, h, initial = 0, reset = TRUE)

## S3 method for class 'cusum'
print(x, ...)

## S3 method for class 'cusum'
plot(x, indexes = NULL, emphOOC = TRUE, ...)

## S3 method for class 'cusum'
signal(object, ...)

Arguments

X	A numeric vector.
k	The reference value.
h	The upper control limit.
initial	The starting value of the Cusum (C[0]).
reset	Logical indicating whether the Cusum is reset to 0 after crossing the control limit.
x	Object of class cusum
...	Additional arguments to print.default or plot.default. Ignored by the signal method.
indexes	A vector of indexes that select the elements of the cusum statistics that will be plotted.
emphOOC	A logical indicating whether out of control points should be emphasized in red.
object	Object of class cusum

Details

Cusum is assumed to be of the form: C[i] = max(0, C[i-1] + X[i] - k), where the signal occurs when C[i] > h. Note that X can be the Cusum scores, or weights, given by the log-likelihood ratio, in which case k = 0 would make sense.

Value

A object of class cusum, which is a vector of the Cusum statistics, along with the following attributes: X, k, h, initial, and reset (which correspond to the original arguments provided to the function) and resetCounter, a vector of integers corresponding to cusum that indicates when the Cusum resets.

Methods (by generic)

• print: Prints the cusum object by only showing the Cusum statistics and suppressing the attributes.

• plot: Plots the cusum object.

• signal: Prints the indexes in a cusum object that exceed the control limit

References

Hawkins DM and Olwell DH. (1998) Cumulative Sum Charts and Charting for Quality Improvement. Springer.

Examples

y <- cusum(rnorm(50), 0.2, 2)
y

# Plot the cusum
plot(y)

# Show the indexes where the chart signaled
signal(y)

# A look at the attributes
attributes(y)

pnnl/Smisc documentation built on Oct. 18, 2020, 6:18 p.m.