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spcadjust (version 0.9)

SPC2sidedconfint: Computes a two-sided confidence interval for properties of a CUSUM chart.

Description

Computes a two-sided confidence interval for properties of a CUSUM chart.

Usage

SPC2sidedconfint(data, nrep = 500, property, covprob = 0.9)

Arguments

data
The observed data.
nrep
The number of bootstrap repetitions.
property
The property to be computed. Must be a descendant of SPCproperty.
covprob
The coverage probability of the adjustment.

Value

  • The desired confidence interval, a vector of length 2.

See Also

SPCproperty

Examples

Run this code
# compute 2-sided CI for the ARL of a CUSUM control chart assuming normality
 X <-  rnorm(100) #observed data
 chart <- new("SPCCUSUMNormal",Delta=1) # CUSUM chart with normal observations
 SPC2sidedconfint(data=X,nrep=100,covprob=0.95,
            property=new("ARLCUSUM",chart=chart,threshold=4))

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