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success (version 1.0.1)

bernoulli_cdf_MC: Average run length for Bernoulli CUSUM using Markov Chain methodology

Description

Internal function that discretizes grid and solves matrix equation involving transition matrix for Markov Chain methodology

Usage

bernoulli_cdf_MC(n_grid, R, r, h, exact = TRUE)

Arguments

n_grid

Number of state spaces used to discretize the outcome space (when method = "MC") or number of grid points used for trapezoidal integration (when method = "SPRT"). Increasing this number improves accuracy, but can also significantly increase computation time.

R

Transition probability matrix obtained from calc_MC_trans_matrix

h

Control limit for the Bernoulli CUSUM