mgetARL {SNSchart} | R Documentation |
Multivariate Average Run Length (ARL)
Description
Get the ARL getRL
Usage
mgetARL(
n,
m,
nv,
theta = NULL,
Ftheta = NULL,
dists,
dists.par = NULL,
mu,
sigma = NULL,
chart = "T2",
chart.par = c(0.005),
correlation = 0,
s = NULL,
replicates = 10000,
isParallel = TRUE,
print.RL = FALSE,
progress = FALSE,
calibrate = FALSE,
arl0 = 370,
alignment = "unadjusted",
constant = NULL,
absolute = FALSE
)
Arguments
n |
scalar. Subroup size |
m |
scalar. Reference sample size |
nv |
scalar. Number of variables to be generated. |
theta |
vector. Value corresponding with the |
Ftheta |
vector. Quantile of the data distribution. The values that take are between (0,1). |
dists |
list. Select the |
dists.par |
matrix For each variable (column), specify
The number of columns must be the same as the number of variables. |
mu |
vector. Two elements of the vector the first one is the mean of the reference sample and the second one is the mean of the monitoring sample. |
sigma |
scalar. Standard deviation of the desired distribution. |
chart |
character string. Selected type of chart. One option available:
|
chart.par |
vector. Control limit and other parameters of the selected chart. |
correlation |
scalar. Corralation between variables. |
s |
matrix. Correlation matrix of the variables |
replicates |
scalar. Number of replicates to get the ARL |
isParallel |
logical. If |
print.RL |
logical. If |
progress |
logical. If |
calibrate |
logical. If |
arl0 |
scalar. Expected value of the RL. It is only used for stop the RL if exceeds 10 times its value. Default |
alignment |
character string. Aligment of the data
|
constant |
scalar. Only used when the |
absolute |
logical. If |
Value
Multiple output. Select by output$
-
ARL
: scalar. Average Run Length for theRL
s of all thereplicates
. -
SDRL
: scalar. Standard Deviation Run Length for theRL
in all thereplicates
. -
MRL
: bolean. Median Run Length for theRL
s of all thereplicates
. -
QRL
: vector. It retrieve the quantiles (0.05, 0.1, 0.2, 0.25, 0.5, 0.75, 0.8, 0.9, 0.95) for all theRL
s.
Examples
mgetARL(replicates=5,n=5,m=100,nv=2,mu=c(0,0),
dists = c("Normal", "Normal"), dists.par = matrix(c(0,1,1,0,1,1), ncol=2),
isParallel=FALSE)