XploRe Help : spccusum2c

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:	spccusum2arl spccusum1c spccusumCc

Quantlet:		spccusum2c
Description:		Computes the critical value of a two-sided CUSUM chart for a given in-control Average Run Length. The data are normally distributed with variance 1.

Reference(s):

Page, E.S. (1954). Continuous inspection schemes. Biometrika 41: pp. 100-115. Lucas, J.M. (1976). The design and use of V-mask control schemes. Journal of Quality Technology 8: pp. 1-12. Lucas, J.M. and Crosier, R.B. (1982). Fast initial response for cusum quality-control schemes: Give your cusum a headstart. Technometrics 24: pp. 199-205.

Usage:	`c = spccusum2c (ARL, k, r)`
Input:
	`ARL`	scalar, representing a user-defined in-control Average Run Length of a two-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 two-dimensional Markov chain
Output:
	`c`	scalar, critical value of a two-sided CUSUM chart with user-defined in-control ARL

Note:

The algorithm is based on the Brook/Evans approach and on regula falsi.

Example:

; Compute the critical value c of a two-sided CUSUM chart with ; in-control ARL = 100, reference value k = 0.5 and matrix ; dimension 50(of the approximating two-dimensional Markov ; chain): library("spc") c = spccusum2c(100, 0.5, 50) c

Result:

Contents of c
 [1,]   3.5026

Example:

library("spc") c = spccusum2c(100, 0.25, 50) c

Result:

Contents of c
[1,]   5.6002

Author: S. Knoth, 20011010 license MD*Tech