arl_sop_oc

Notedocblock 
arl_sop_oc(spatial_dgp, lam, cl, d1, d2, reps=10_000; chart_choice=TauTilde(),
  refinement=OrdinaryType(), rl_max=typemax(Int))

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

  • spatial_dgp::SpatialDGP: out-of-control spatial DGP.
  • lam::Float64: smoothing parameter of the EWMA statistic.
  • cl::Float64: control limit of the chart.
  • d1::Int, d2::Int: row and column delays.
  • reps::Int=10_000: number of replications.
  • chart_choice: one of TauHat(), KappaHat(), TauTilde(), KappaTilde().
  • refinement: OrdinaryType() for the classical SOP classification, or one of RotationType(), DirectionType(), DiagonalType().
  • rl_max::Int=typemax(Int): maximal run length after which a replication is stopped. Returns the tuple (ARL, standard error).