Determine the k and h values in a standard normal setting
find.kh.Rd
Given a specification of the average run length in the (a)cceptance and (r)ejected setting determine the k and h values in a standard normal setting.
Arguments
- ARLa
average run length in acceptance setting, aka. in control state. Specifies the number of observations before false alarm.
- ARLr
average run length in rejection state, aka. out of control state. Specifies the number of observations before an increase is detected (i.e. detection delay)
- sided
one-sided cusum scheme
- method
Which method to use in the function
optim
. Standard choice is BFGS, but in some situation Nelder-Mead can be advantageous.- verbose
gives extra information about the root finding process
Examples
if (requireNamespace("spc")) {
find.kh(ARLa=500,ARLr=7,sided="one")
find.kh(ARLa=500,ARLr=3,sided="one")
}