mistat (version 0.999)

cusumPfaCed: Cusum Probability of False Alarm and Conditional Expected Delay

Description

Compute the Probability of False Alarm, PFA, and the Conditional Expected Delay, CED, for the Normal, Binomial and Poisson distributions

Usage

cusumPfaCedBinom(size0 = 0, prob0 = 1, size1 = 0, prob1 = 1, 
                 tau = 10, N = 100, limit = 10000, seed = NA, 
                 kp = 1, km = -1, hp = 3, hm = -3, side = "both", 
                 printSummary = TRUE)

cusumPfaCedNorm(mean0 = 0, sd0=1, mean1=0, sd1=1, 
                tau=10, N=100, limit=10000, seed=NA, 
                kp=1, km=-1, hp=3, hm=-3, side="both", 
                printSummary = TRUE) 

cusumPfaCedPois(lambda0 = 0, lambda1=1, 
                tau=10, N=100, limit=10000, seed=NA, 
                kp=1, km=-1, hp=3, hm=-3, side="both", 
                printSummary = TRUE)

Arguments

size0

number of trials (zero or more)

prob0

probability of success on each trial

size1

number of trials (zero or more) after a process level change

prob1

probability of success on each trial after a process level change

mean0

distribution mean

sd0

distribution standard deviation

mean1

distribution mean after a process level change

sd1

distribution standard deviation after a process level change

lambda0

(non-negative) mean

lambda1

(non-negative) mean after a process level change

tau

time on which the process level change occurs

N

the number of replicates

limit

safety parameter, stop rule for procedures with very long ARL

seed

a single value, interpreted as an integer. If specified make the simulation replicable.

kp

$K^+$ parameter of the control scheme

km

$K^-$ parameter of the control scheme

hp

$h^+$ parameter of the control scheme

hm

$h^-$ parameter of the control scheme

side

a character string specifying the side of the control scheme, must be one of "both" (default), "upper" or "lower"

printSummary

logical, if TRUE print a summary of the cusum PFA and CED

Value

• a list with elements:
• rls
  a numeric vector representing the Run Length of the simulation
• statistics
  a numeric vector with summary statistics
• run
  a list of length N elements each of which has single numeric elements violationLower, violationUpper and rl

References

Kenett, R., Zacks, S. with contributions by Amberti, D. Modern Industrial Statistics: with applications in R, MINITAB and JMP. Wiley.

Examples

cusumPfaCedNorm(mean1=1.5, 
                tau=100, 
                N=100, 
                limit=1000,
                seed=123)