arl_sacf

Notedocblock

arlsacf(lam, cl, spatialdgp::ICSP, d1::Int, d2::Int, reps=10_000)

Compute the in-control average run length (ARL), using the spatial autocorrelation function (SACF) for a delay (d1, d2) combination. The function returns the ARL for a given control limit cl and a given number of repetitions reps.

The input arguments are:

  • lam: The smoothing parameter for the exponentially weighted moving average (EWMA) control chart.
  • cl: The control limit for the EWMA control chart.
  • spatial_dgp: The in-control spatial data generating process (DGP) to use for the SACF function.
  • d1::Int: The first (row) delay for the spatial process.
  • d2::Int: The second (column) delay for the spatial process.
  • reps: The number of repetitions to compute the ARL.
Notedocblock 
arl_sacf(lam, cl, sp_dgp::SpatialDGP, d1::Int, d2::Int, reps=10_000)

Compute the in-control average run length (ARL) using the spatial autocorrelation function (SACF) for a delay (d1, d2) combination and an out-of-control process.

The input arguments are:

  • lam: The smoothing parameter for the exponentially weighted moving average (EWMA) control chart.

  • cl: The control limit for the EWMA control chart.

  • sp_dgp: The spatial data generating process (DGP) to use for the SACF function. This can be one of the following: SAR1, SAR11, SAR22, SINAR11, SQMA11, SQINMA11, or BSQMA11.

  • d1::Int: The first (row) delay for the spatial process.

  • d2::Int: The second (column) delay for the spatial process.

  • reps: The number of repetitions to compute the ARL.