arl_sacf_oc

Notedocblock 
arl_sacf_oc(sp_dgp, lam, cl, d1, d2, reps=10_000; rl_max=typemax(Int))

Compute the out-of-control average run length (ARL) of the EWMA chart based on the spatial autocorrelation function (SACF) at lag (d1, d2) via simulation. The computation is multithreaded.

  • sp_dgp::SpatialDGP: out-of-control spatial data generating process, one of SAR1, SAR11, SAR22, SINAR11, SQMA11, SQINMA11 or BSQMA11.
  • lam: smoothing parameter of the EWMA statistic.
  • cl: control limit of the chart, typically obtained from cl_sacf.
  • d1::Int: row delay.
  • d2::Int: column delay.
  • reps=10_000: number of replications.
  • rl_max::Int=typemax(Int): maximal run length after which a replication is stopped. Returns the tuple (ARL, standard error).