Library: | spc |
See also: | spccusum1arl spccusum2c spccusumCc |
Quantlet: | spccusum1c | |
Description: | Computes the critical value of a one-sided CUSUM chart for a given in-control Average Run Length. The data is normally distributed with variance 1. |
Usage: | c = spccusum1c (ARL, k, r) | |
Input: | ||
ARL | scalar, representing a user-defined in-control Average Run Length of a one-sided CUSUM chart | |
k | scalar, reference value. It must be positive and be expressed as a multiple of the standard error. | |
r | scalar, matrix dimension of the approximating one-dimensional Markov chain | |
Output: | ||
c | scalar, critical value of a one-sided CUSUM chart with user-defined in-control ARL |
; Computation of the critical value c of a one-sided CUSUM ; chart with in-control ARL = 100, reference value k = 0.5 ; and matrix dimension 50(of the approximating ; one-dimensional Markov chain): library("spc") c = spccusum1c(100, 0.5, 50) c
Contents of c [1,] 2.8496
library("spc") c = spccusum1c(100, 0.25, 50) c
Contents of c [1,] 4.4192