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spc (version 0.5.2)

Statistical Process Control -- Collection of Some Useful Functions

Description

Evaluation of control charts by means of the zero-state, steady-state ARL (Average Run Length) and RL quantiles. Setting up control charts for given in-control ARL. The control charts under consideration are one- and two-sided EWMA, CUSUM, and Shiryaev-Roberts schemes for monitoring the mean of normally distributed independent data. ARL calculation of the same set of schemes under drift are added. Other charts and parameters are in preparation. Further SPC areas will be covered as well (sampling plans, capability indices ...).

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Version

Install

install.packages('spc')

Monthly Downloads

696

Version

0.5.2

License

GPL (>= 2)

Maintainer

Sven Knoth

Last Published

November 1st, 2015

Functions in spc (0.5.2)

sewma.arl.prerun

Compute ARLs of EWMA control charts (variance charts) in case of estimated parameters
xsewma.q

Compute critical values of simultaneous EWMA control charts (mean and variance charts) for given RL quantile
xcusum.q

Compute RL quantiles of CUSUM control charts
xcusum.crit

Compute decision intervals of CUSUM control charts
xtewma.sf

Compute the survival function of EWMA run length
xcusum.arl

Compute ARLs of CUSUM control charts
tol.lim.fac

Two-sided tolerance limit factors
mewma.crit

Compute alarm threshold of MEWMA control charts
xDewma.arl

Compute ARLs of EWMA control charts under drift
xcusum.crit.L0h

Compute the CUSUM reference value k for given in-control ARL and threshold h
lns2ewma.arl

Compute ARLs of EWMA ln $S^2$ control charts (variance charts)
dphat

Percent defective for normal samples
phat.ewma.arl

Compute ARLs of EWMA phat control charts
xewma.crit

Compute critical values of EWMA control charts
sewma.sf

Compute the survival function of EWMA run length
xcusum.crit.L0L1

Compute the CUSUM k and h for given in-control ARL L0 and out-of-control L1
xcusum.sf

Compute the survival function of CUSUM run length
xewma.arl

Compute ARLs of EWMA control charts
scusum.crit

Compute decision intervals of CUSUM control charts (variance charts)
x.res.ewma.arl

Compute ARLs of EWMA residual control charts
xgrsr.ad

Compute steady-state ARLs of Shiryaev-Roberts schemes
xgrsr.arl

Compute (zero-state) ARLs of Shiryaev-Roberts schemes
xtewma.ad

Compute steady-state ARLs of EWMA control charts, t distributed data
xgrsr.crit

Compute alarm thresholds for Shiryaev-Roberts schemes
quadrature.nodes.weights

Calculate quadrature nodes and weights
sewma.crit

Compute critical values of EWMA control charts (variance charts)
xewma.ad

Compute steady-state ARLs of EWMA control charts
xewma.q

Compute RL quantiles of EWMA control charts
xewma.sf.prerun

Compute the survival function of EWMA run length in case of estimated parameters
sewma.q

Compute RL quantiles of EWMA (variance charts) control charts
mewma.psi

Compute steady-state density of the MEWMA statistic
xewma.sf

Compute the survival function of EWMA run length
xewma.q.prerun

Compute RL quantiles of EWMA control charts in case of estimated parameters
xcusum.ad

Compute steady-state ARLs of CUSUM control charts
xDcusum.arl

Compute ARLs of CUSUM control charts under drift
sewma.sf.prerun

Compute the survival function of EWMA run length
xshewhartrunsrules.arl

Compute ARLs of Shewhart control charts with and without runs rules
mewma.arl

Compute ARLs of MEWMA control charts
xDshewhartrunsrules.arl

Compute ARLs of Shewhart control charts with and without runs rules under drift
xewma.arl.prerun

Compute ARLs of EWMA control charts in case of estimated parameters
scusum.arl

Compute ARLs of CUSUM control charts (variance charts)
xsewma.sf

Compute the survival function of simultaneous EWMA control charts (mean and variance charts)
lns2ewma.crit

Compute critical values of EWMA ln $S^2$ control charts (variance charts)
xDgrsr.arl

Compute ARLs of Shiryaev-Roberts schemes under drift
xtewma.arl

Compute ARLs of EWMA control charts, t distributed data
p.ewma.arl

Compute ARLs of binomial EWMA p control charts
sewma.q.prerun

Compute RL quantiles of EWMA (variance charts) control charts under pre-run uncertainty
xtcusum.arl

Compute ARLs of CUSUM control charts
sewma.arl

Compute ARLs of EWMA control charts (variance charts)
xsewma.arl

Compute ARLs of simultaneous EWMA control charts (mean and variance charts)
sewma.crit.prerun

Compute critical values of of EWMA (variance charts) control charts under pre-run uncertainty
xsewma.crit

Compute critical values of simultaneous EWMA control charts (mean and variance charts)
xtewma.q

Compute RL quantiles of EWMA control charts