Library: | spc |
See also: | spccusum2c spccusum2arl |
Quantlet: | spccusum2 | |
Description: | graphical representation of a two-sided CUSUM chart for given data, critical value and reference value k |
Usage: | spccusum2(k, c, observed) | |
Input: | ||
k | scalar, reference value. It must be positive and be expressed as a multiple of the standard error. | |
c | scalar, critical value | |
observed | n x 1 vector of user-defined data |
; A two-sided CUSUM chart for 100 pseudorandom variables ; with normal distribution where the first 80 observations ; have mean = 0, the next 20 have mean = 1. The chart ; parameters are k = 0.5 and in-control ARL = 300: library("spc") mean = #(matrix(80) .* 0, matrix(20) .* 1) randomize(31) observed = normal(100) + mean c = spccusum2c(300,.5,50) spccusum2( .5, c, observed)
Display showing a two-sided CUSUM chart. An alarm is signaled at t = 88.