SPCEWMA-class {spcadjust} | R Documentation |
EWMA Charts
Description
Class extending SPCChart with a basic EWMA charts implementation.
Details
Let be the updates from the data model. Then
the EWMA chart is given by
and
Slots
model
The data model. The data model should center the in-control updates such that they have mean 0.
lambda
The smoothing constant,
.
Examples
X <- rnorm(1000)
chart <- new("SPCEWMA",model=SPCModelNormal(Delta=0),lambda=0.8)
## Not run:
SPCproperty(data=X,nrep=10,chart=chart,
property="calARL",params=list(target=100))
SPCproperty(data=X,nrep=10,chart=chart,
property="calhitprob",params=list(target=0.05,nsteps=1e3))
## End(Not run)
SPCproperty(data=X,nrep=10,chart=chart,
property="ARL",params=list(threshold=3))
SPCproperty(data=X,nrep=10,chart=chart,
property="hitprob",params=list(threshold=3,nsteps=1e3))
#increase the number of repetitions nrep for real applications.
[Package spcadjust version 1.1 Index]