arl_gop_ic

Notedocblock 
arl_gop_ic(gop_dgp, lam, cl, reps; chart_choice, d=1, ced=false, ad=100,
  rl_max=typemax(Int))

Compute the in-control average run length (ARL) of the EWMA chart based on generalized ordinal patterns (GOPs) via simulation. The computation is multithreaded.

  • gop_dgp: in-control DGP (e.g. DiscreteDGPIC).
  • lam::Float64: smoothing parameter of the EWMA statistic.
  • cl::Float64: control limit of the chart.
  • reps::Int: number of replications.
  • chart_choice: D_Chart() or Persistence().
  • d=1: delay between observations of a pattern.
  • ced::Bool=false: use conditional expected delay initialization.
  • ad::Int=100: number of in-control iterations for ced.
  • rl_max::Int=typemax(Int): maximal run length after which a replication is stopped. Returns the tuple (ARL, standard error).