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)

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

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

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

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

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