Determine the k and h values in a standard normal setting

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.

Usage

find.kh(ARLa = 500, ARLr = 7, sided = "one", method = "BFGS", verbose=FALSE)

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

Returns a list with reference value k and decision interval h.

Functions from the spc package are used in a simple univariate root finding problem.

if (requireNamespace("spc")) {
    find.kh(ARLa=500,ARLr=7,sided="one")
    find.kh(ARLa=500,ARLr=3,sided="one")
}