XploRe Help : spcewma2c

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:	spcewma2arl spcewma1c

Quantlet:		spcewma2c
Description:		Computes the critical value of a two-sided EWMA chart for a given in-control Average Run Length. The data is normally distributed with variance 1.

Reference(s):

Lucas, J.M. and Saccucci, M.S. (1990). Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements. Technometrics: 32. pp. 1-12. Roberts, S.W. (1959). Control Chart Tests Based on Geometric Moving Averages. Technometrics: 1. pp. 239-250.

Usage:	`c = spcewma2c (ARL, lambda, r)`
Input:
	`ARL`	scalar representing a user-defined in-control Average Run Length of a one-sided EWMA chart
	`lambda`	scalar, smoothing parameter
	`r`	scalar, matrix dimension of the approximating two-dimensional Markov chain
Output:
	`c`	scalar, critical value of a two-sided EWMA chart with user-defined in-control ARL

Note:

The algorithm is based on the Brook/Evans approach and on regula falsi.

Example:

; Computation of the critical value c of a two-sided ; EWMA chart with in-control ARL = 100, smoothing parameter ; lambda = 0.5 and matrix dimension 50(of the approximating ; two-dimensional Markov chain): library("spc") c = spcewma2c(100, 0.5, 50) c

Result:

Contents of c
[1,]   2.5341

Example:

library("spc") c = spcewma2c(100, 0.25, 50) c

Result:

Contents of c
[1,]   2.414

Author: S. Knoth, 20011010 license MD*Tech