| 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