spcadjust (version 1.0)

SPCEWMA-class: EWMA Charts

Description

Class extending SPCChart with a basic EWMA charts implementation.

Details

Let $Y_t, t=1,2,\dots$ be the updates from the data model. Then the EWMA chart is given by $Q_0=0$ and $$Q_t=lambda Y_t+(1-lambda) Q_{t-1}$$

Examples

X <-  rnorm(1000)
chart <- new("SPCEWMA",model=SPCModelNormal(Delta=0),lambda=0.8)
SPCproperty(data=X,nrep=10,chart=chart,
            property="calARL",params=list(target=100))
SPCproperty(data=X,nrep=10,chart=chart,
            property="calhitprob",params=list(target=0.05,nsteps=1e3))
SPCproperty(data=X,nrep=10,chart=chart,
            property="ARL",params=list(threshold=3))
SPCproperty(data=X,nrep=10,chart=chart,
            property="hitprob",params=list(threshold=3,nsteps=1e3))
#increase the number of repetitions nrep for real applications.