SNSchart (version 1.4.0)

mgetRL: Multivariate Run Length

Description

Get the run length

Usage

mgetRL(
  replica = 1,
  n,
  m,
  nv,
  theta = NULL,
  Ftheta = NULL,
  dists,
  mu,
  sigma = NULL,
  dists.par = NULL,
  correlation = 0,
  s = NULL,
  chart = "T2",
  chart.par = c(0.005),
  null.dist = "Chi",
  alignment = "unadjusted",
  constant = NULL,
  absolute = FALSE,
  calibrate = FALSE,
  arl0 = 370
)

Arguments

replica

scalar. It is used for the parallel version of the function (parallel=TRUE). Default 1.

n

scalar. Subroup size

m

scalar. Reference sample size

nv

scalar. Number of variables to be generated.

theta

vector. Value corresponding with the Ftheta quantile.

Ftheta

vector. Quantile of the data distribution. The values that take are between (0,1).

dists

list. Select the

mu

vector. Two elements of the vector the first one is the mean of the reference sample and the second one is the mean of the monitoring sample.

sigma

scalar. Standard deviation of the desired distribution.

dists.par

matrix For each variable (column), specify

• par.location: Location parameter of the desired distribution. Default 0.

• par.scale: Scale parameter of the desired distribution. Default 1.

• par.shape: Shape parameter of the desired distribution, Default 1.

The number of columns must be the same as the number of variables.

correlation

scalar. Corralation between variables.

s

matrix. Correlation matrix of the variables

chart

character string. Selected type of chart. One option available: "T2".

T2 scheme:

is c(k), where k comes from \(UCL = mu + k\sigma, LCL = mu - k\sigma.\)

chart.par

vector. Control limit and other parameters of the selected chart.

null.dist

character string. It is the null distribution choose from "Chi" or "F".

alignment

character string. Aligment of the data X and Y. Select from

• "unadjusted": nothing is sustracte from X and Y (default).

• "overallmean": overall mean is sustracted from X and Y.

• "overallmedian": overall median is sustracted from X and Y.

• "samplemean": mean from corresponding group (X and Y) is sustracted from its corresponing vector.

• "samplemedian": median from corresponding group (X and Y) is sustracted from its corresponing vector.

• "referencemean": mean from Y is subtracted from X and Y.

• "referencemedian": median from Y is subtracted from X and Y.

• "constantvalue": a constant value is subtracted from X and Y.

constant

scalar. Only used when the alignment is selected "constantvalue". Default NULL.

absolute

logical. If TRUE, the absolute aligned values are obtained. (Default FALSE)

calibrate

logical. If TRUE the RL is limit to 10 times the target ARL.

arl0

scalar. Expected value of the RL. It is only used for stop the RL if exceeds 10 times its value. Default 370.

Value

RL vector. The run length of the chart for the parameter setting.

Examples

# NOT RUN {
mgetRL(n=5, m=10, nv=2, mu=c(0,0), dists = c("Normal", "Normal"),
dists.par = matrix(c(0,1,1,0,1,1), ncol=2))
# }