Library: | spc |
See also: | spccusum2c spccusum1arl spccusumCarl spccusum2ad |
Quantlet: | spccusum2arl | |
Description: | Computes the Average Run Lengths of a two-sided CUSUM chart for a given critical value and for various expected values mu. The data is normally distributed with variance 1. |
Usage: | arl = spccusum2arl (mu, k, c, r) | |
Input: | ||
mu | vector containing the expected values of the user-defined random variable | |
k | scalar, reference value. It must be positive and be expressed as a multiple of the standard error. | |
c | scalar, critical value | |
r | scalar, matrix dimension approximating the two-dimensional Markov chain | |
Output: | ||
arl | n x 1 vector of scalars representing the Average Run Lengths of a two-sided CUSUM chart |
; ARLs of a two-sided CUSUM chart for different expected ; values mu, with reference value k = 0.5 and matrix dimension 50 ;(of the approximating two-dimensional Markov chain) library("spc") mu =(0:4)/4 c = spccusum2c(100,0.5,50) arl = spccusum2arl(mu,0.5,c,50) mu~arl
Contents of _tmp [1,] 0 99.999 [2,] 0.25 52.669 [3,] 0.5 21.701 [4,] 0.75 11.465 [5,] 1 7.3966