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: spcewma2c spcewma2arl spcewma2ad spcewma2pmf spcewma1

Quantlet: spcewma2
Description: graphical representation of a two-sided EWMA chart for given data, critical value and smoothing parameter lambda

Reference(s):

Usage: spcewma2(lambda, c, observed)
Input:
lambda scalar representing the smoothing parameter
c scalar representing the critical value. It is computed in order to provide an in-control ARL.
observed n x 1 vector of user-defined data

Note:

Example:
; Computation of a two-sided EWMA chart for 100 pseudorandom
; variables with normal distribution, where the first 80
; observations have mean = 0 and the next 20 have mean = 1.
; The chart parameters are: lambda = 0.1 and in-control ARL = 300:
library("spc")
mean = #(matrix(80) .* 0, matrix(20) .* 1)
randomize(31)
observed = normal(100) + mean
c = spcewma2c(300,.1,50)
spcewma2( .1, c, observed)

Result:
A display showing the two-sided EWMA chart. An alarm is
signaled at t = 94.



Author: S. Knoth, 20011008 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006