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: spccusumCarl spccusum2c

Quantlet: spccusumCc
Description: Computes the critical value of the Crosier-CUSUM chart for given in-control Average Run Length. The data is normally distributed with variance 1.

Reference(s):

Usage: c = spccusumCc (ARL, k, r)
Input:
ARL scalar, representing a user-defined in-control Average Run Length of a Crosier-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 Crosier-CUSUM chart with user-defined in-control ARL

Note:

Example:
; critical value c of the Crosier-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 = spccusumCc(100, 0.5, 50)
c

Result:
Contents of c
[1,]   3.2435
Example:
library("spc")
c = spccusumCc(100, 0.25, 50)
c

Result:
Contents of c
[1,]   4.8922



Author: S. Knoth, 20011010 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006