fkde {gb} | R Documentation |
Estimate Asymptotic Joint Distribution of EWMA variables
Description
Estimate Asymptotic Joint Distribution of EWMA variables for control chart.
Usage
fkde(n=5, pm0=0.5, pI0=0.2, lambda=0.05,
gridsize=100,B=10000,T=10000)
Arguments
n |
sample size. |
lambda |
a parameter to compute EWMA |
pm0 , pI0 |
in-control parameters for the control chart. |
gridsize |
gridsize to evalue the joint PDF values |
B , T |
iteration times and maximum time of |
Author(s)
B. Wang bwang@southalabama.edu
References
Yang, S.F. and Wang, B. “Using A Kernel Control Region to Monitor Both the Process Location and Dispersion”.
[Package gb version 2.3.3 Index]