| 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.