find.kh: Determine the k and h values in a standard normal setting

In surveillance: Temporal and Spatio-Temporal Modeling and Monitoring of Epidemic Phenomena

Determine the k and h values in a standard normal setting

Description

Given a specification of the average run length in the (a)cceptance and (r)ejected setting determine the k and h values in a standard normal setting.

Usage

  find.kh(ARLa = 500, ARLr = 7, sided = "one", method = "BFGS", verbose=FALSE)

Arguments

ARLa	average run length in acceptance setting, aka. in control state. Specifies the number of observations before false alarm.
ARLr	average run length in rejection state, aka. out of control state. Specifies the number of observations before an increase is detected (i.e. detection delay)
sided	one-sided cusum scheme
method	Which method to use in the function optim. Standard choice is BFGS, but in some situation Nelder-Mead can be advantageous.
verbose	gives extra information about the root finding process

Details

Functions from the spc package are used in a simple univariate root finding problem.

Value

Returns a list with reference value k and decision interval h.

Examples

if (requireNamespace("spc")) {
    find.kh(ARLa=500,ARLr=7,sided="one")
    find.kh(ARLa=500,ARLr=3,sided="one")
}

surveillance documentation built on Nov. 4, 2024, 3 a.m.