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cusum

The goal of cusum is to provide functions for constructing and evaluating CUSUM charts and RA-CUSUM charts with focus on false signal probability.

Installation

You can install the released version of cusum from CRAN with:

install.packages("cusum")

Or the pre-release version from github with:

devtools::install_github("lhubig/cusum")

Example

This is a basic example which shows you how to construct CUSUM charts with simulated control limits:

library(cusum)

limit <- cusum_limit_sim(failure_probability = 0.05,
                          n_patients = 100,
                          odds_multiplier = 2,
                          n_simulation = 1000,
                          alpha = 0.05,
                          seed = 2018)
print(limit)
#> [1] 2.696187
set.seed(2018)
patient_outcomes <- as.logical(rbinom(n = 100, size = 1, prob = 0.05))

cs <- cusum(failure_probability = 0.05,
            patient_outcomes,
            limit,
            odds_multiplier = 2)

plot(cs)

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Version

Install

install.packages('cusum')

Monthly Downloads

63

Version

0.4.1

License

GPL-2

Maintainer

Lena Hubig

Last Published

October 2nd, 2019

Functions in cusum (0.4.1)

racusum_limit_sim

Simulate control limit given false signal probability alpha for RA-CUSUM charts
ragscusum

RA-Grouped-CUSUM chart
racusum_limit_dpcl

Dynamic Probability Control Limits (DPCL)
racusum_example_data

Risk-adjusted Performance Data
cusum_limit_sim

Simulate control limit given false signal probability alpha for CUSUM charts
weights_t

Weights for observations
ragscusum_example_data

Group-sequential Risk-adjusted Performance Data with Block Identifier
racusum

Risk-adjusted CUSUM Charts
racusum_alpha_sim

Simulate false signal probability alpha given control limit for RA-CUSUM charts
make_all_outcomes

Make all outcomes
cusum

Non-risk-adjusted CUSUM Charts
cusum_example_data

Non-Risk-adjusted Performance Data
gscusum_example_data

Group-sequential Non-Risk-adjusted Performance Data with Block Identifier
calc_cusum

Calculate CUSUM
gscusum

Group-sequential CUSUM chart
plot.cusum

Plot CUSUM chart for a cusum Object
cusum_limit_exact

Calculate exact control limit given false signal probability alpha for CUSUM charts for very small sample sizes
cusum_alpha_sim

Simulate false signal probability alpha given control limit for CUSUM charts