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. |
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 |
; 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
Contents of c [1,] 2.5341
library("spc") c = spcewma2c(100, 0.25, 50) c
Contents of c [1,] 2.414