Library: | spc |
See also: | spccusumCc spccusumCarl spccusum2ad |
Quantlet: | spccusumCad | |
Description: | Computes the Average Delays of the Crosier-CUSUM chart for a given critical value and for various expected values mu. The data are normally distributed with variance 1. |
Usage: | ad = spccusumCad (mu, k, c, r) | |
Input: | ||
mu | n x 1 vector representing 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 of the approximating two-dimensional Markov chain | |
Output: | ||
ad | n x 1 vector of scalars containing the average delays of a Crosier-CUSUM chart |
; ADs of the Crosier-CUSUM chart for different expected ; values mu, reference value k = 0.5 and matrix dimension 50 ;(of the approximating two-dimensional Markov chain): library("spc") mu =(0:4)/4 c = spccusumCc(100,0.5,50) ad = spccusumCad(mu,0.5,c,50) mu~ad
Contents of _tmp [1,] 0 97.405 [2,] 0.25 48.919 [3,] 0.5 19.748 [4,] 0.75 10.434 [5,] 1 6.755