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. |
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 |
; 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
Contents of c [1,] 3.5026
library("spc") c = spccusum2c(100, 0.25, 50) c
Contents of c [1,] 5.6002