Library: | spc |
See also: | spcewma1c spcewma2arl spcewma1ad |
Quantlet: | spcewma1arl | |
Description: | Computes the Average Run Lengths of a one-sided EWMA chart for a given critical value and for various expected values mu. The data is normally distributed with variance 1. |
Usage: | arl = spcewma2arl (mu, lambda, c, zreflect, r) | |
Input: | ||
mu | n x 1 vector representing the expected values of the user-defined random variable | |
lambda | scalar, containing the smoothing parameter | |
c | scalar, critical value | |
zreflect | scalar, representing a pre-defined border. It is usually less than zero. If zreflect is small enough ARL and AD of the bounded scheme are the same as of the unbounded one. | |
r | scalar, matrix dimension of the approximating one-dimensional Markov chain | |
Output: | ||
arl | n x 1 vector of scalars representing the Average Run Lengths of a one-sided EWMA chart |
; ARLs of a one-sided EWMA chart for different expected ; values mu, smoothing parameters lambda = 0.5 and matrix ; dimension 50(of the approximating one-dimensional Markov ; chain): library("spc") mu =(0:4)/4 c = spcewma1c(100,0.5,-4,50) arl = spcewma1arl(mu,0.5,c,-4,50) mu~arl
Contents of _tmp [1,] 0 99.999 [2,] 0.25 38.909 [3,] 0.5 18.238 [4,] 0.75 10.071 [5,] 1 6.3579