arl_sop

Notedocblock 
arl_sop(lam, cl, sop_dgp::ICSP, d1::Int, d2::Int, reps=10_000; chart_choice=3)

Compute the average run length (ARL) for a given in-control spatial DGP.

The input parameters are:

  • lam::Float64: A scalar value for lambda for the EWMA chart.
  • cl::Float64: A scalar value for the control limit.
  • sop_dgp::ICSP: A struct for the in-control spatial DGP.
  • d1::Int: An integer value for the first delay (d₁).
  • d2::Int: An integer value for the second delay (d₂).
  • reps::Int: An integer value for the number of repetitions. The default value is 10,000.
  • chart_choice::Int: An integer value for the chart choice. The options are 1-4. The default value is 3.
Notedocblock 
arl_sop(lam, cl, p_mat::Array{Float64,2}, reps=10_000)

Compute the average run length (ARL) using a bootstrap approach for a particular delay (d₁-d₂) combination.

The input parameters are:

  • lam::Float64: A scalar value for lambda for the EWMA chart.

  • cl::Float64: A scalar value for the control limit.

  • p_mat::Array{Float64,2}: A matrix with the relative frequencies for a particular delay (d₁-d₂) combination. This matrix will be used for re-sampling. The matrix has to be computed by compute_p_array().

  • reps::Int: An integer value for the number of repetitions. The default value is 10,000.

Notedocblock 
arl_sop(lam, cl, p_array::Array{Float64,3}, reps=10_000; chart_choice=3)

Compute the average run length for the BP-EWMA-SOP for a given control limit using bootstraping instead of a theoretical in-control distribution.

The input parameters are:

  • lam::Float64: A scalar value for lambda for the EWMA chart.

  • cl::Float64: A scalar value for the control limit.

  • p_array::Array{Float64, 3}: A 3D array with the with the relative frequencies of each d1-d2 (delay) combination. The first dimension (rows) is the picture, the second dimension refers to the patterns group (s₁, s₂, or s₃) and the third dimension denotes each d₁-d₂ combination. This matrix will be used for re-sampling.

  • reps::Int: An integer value for the number of repetitions.

  • chart_choice::Int: An integer value for the chart choice. The options are 1-4.

Notedocblock 
 arl_sop(

lam, cl, spatialdgp::SpatialDGP, d1::Int, d2::Int, reps=10000; chart_choice=3 )

Compute the average run length (ARL) for a given out-of-control spatial DGP.

The input parameters are:

  • lam::Float64: A scalar value for lambda for the EWMA chart.
  • cl::Float64: A scalar value for the control limit.
  • spatial_dgp::SpatialDGP: A struct for the out-of-control spatial DGP.
  • d1::Int: An integer value for the first delay (d₁).
  • d2::Int: An integer value for the second delay (d₂).
  • reps::Int: An integer value for the number of repetitions. The default value is 10,000.
  • chart_choice::Int: An integer value for the chart choice. The options are 1-4. The default value is 3.