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 spcewma1arl

Quantlet: spcewma2arl
Description: Computes the Average Run Lengths of a two-sided EWMA chart for a given critical value and for various expected values mu. The data is normally distributed with variance 1.

Reference(s):

Link:
Usage: arl = spcewma2arl (mu, lambda, c, r)
Input:
mu n x 1 vector representing the expected values of the user-defined random variable
lambda scalar representing the smoothing parameter
c scalar, critical value
r scalar, matrix dimension of the approximating two-dimensional Markov chain
Output:
arl n x 1 vector of scalars representing the Average Run Lengths of a two-sided EWMA chart

Note:

Example:
; ARLs of a two-sided EWMA chart for different expected values
; mu, smoothing parameters lambda = 0.5 and matrix dimension 50
;(of the approximating two-dimensional Markov chain):
library("spc")
mu =(0:4)/4
c = spcewma2c(100,0.5,50)
arl = spcewma2arl(mu,0.5,c,50)
mu~arl

Result:
Contents of _tmp
[1,]        0   99.999
[2,]     0.25   63.156
[3,]      0.5    28.91
[4,]     0.75   14.664
[5,]        1   8.6018



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