cusumArl: Cumulative Sum Control Charts Average Run Length

Description

Computes the ARL function by simulation

Usage

cusumArl(..., randFunc = rnorm, N = 100, limit = 10000, seed = NA, 
         kp = 1, km = -1, hp = 3, hm = -3, side = "both", 
         printSummary = TRUE)

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

Arguments

...: arguments such as mean, lambda or sd to be passed to the appropriate random genneration function
randFunc: a random generation function
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 ARL

Author

Daniele Amberti

References

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

Examples

Run this code

cusumArl(mean=1, seed=123, N=100, limit=1000)

cusumArl(size=100, prob=0.05, kp=5.95, km=3.92, hp=12.87, hm=-8.66, 
  randFunc=rbinom, seed=123, N=100, limit=2000)
  
cusumArl(lambda=10, kp=12.33, km=8.41, hp=11.36, hm=-12.91, 
  randFunc=rpois, seed=123, N=100, limit=2000)

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