spc: Statistical Process Control – Calculation of ARL and Other
Control Chart Performance Measures
Evaluation of control charts by means of
the zero-state, steady-state ARL (Average Run Length) and RL quantiles.
Setting up control charts for given in-control ARL. The control charts
under consideration are one- and two-sided EWMA, CUSUM, and
Shiryaev-Roberts schemes for monitoring the mean or variance of normally
distributed independent data. ARL calculation of the same set of schemes under drift (in the mean) are added.
Eventually, all ARL measures for the multivariate EWMA (MEWMA) are provided.
||R (≥ 1.8.0)
||Sven Knoth <Sven.Knoth at gmx.de>
||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
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