Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

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

Reference(s):

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

Note:

Example:
; 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)

Result:
Display showing a two-sided CUSUM chart. An alarm is signaled
at t = 88.



Author: S. Knoth, 20011008 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006