Package: spc 0.7.1

Sven Knoth

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.

Authors:Sven Knoth [aut, cre]

spc_0.7.1.tar.gz
spc_0.7.1.tar.gz(r-4.5-noble)spc_0.7.1.tar.gz(r-4.4-noble)
spc_0.7.1.tgz(r-4.4-emscripten)spc_0.7.1.tgz(r-4.3-emscripten)
spc.pdf |spc.html✨
spc/json (API)

# Install 'spc' in R:
install.packages('spc', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3.28 score 5 stars 1 packages 60 scripts 1.1k downloads 1 mentions 95 exports 0 dependencies

Last updated 2 months agofrom:589dfed973. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKOct 04 2024
R-4.5-linux-x86_64OKOct 04 2024

Exports:dphateuklid.ewma.arlimr.arlimr.MandRuimr.MandRuRlimr.Rl_Mgivenimr.Rl_Rugivenimr.Ru_Mgivenimr.Ru_Rlgivenimr.RuRl_aloneimr.RuRl_alone_s3imr.RuRl_alone_taillns2ewma.arllns2ewma.critmewma.admewma.arlmewma.arl.fmewma.critmewma.psip.ewma.arlphat.ewma.arlphat.ewma.critphat.ewma.lambdapois.cusum.arlpois.cusum.critpois.cusum.crit.L0L1pois.ewma.adpois.ewma.arlpois.ewma.critpphatqphatquadrature.nodes.weightss.res.ewma.arlscusum.arlscusum.critscusums.arlsewma.arlsewma.arl.prerunsewma.critsewma.crit.prerunsewma.qsewma.q.critsewma.q.crit.prerunsewma.q.prerunsewma.sfsewma.sf.preruntewma.arltol.lim.facx.res.ewma.arlxcusum.adxcusum.arlxcusum.critxcusum.crit.L0hxcusum.crit.L0L1xcusum.qxcusum.sfxDcusum.arlxDewma.arlxDgrsr.arlxDshewhartrunsrules.arlxDshewhartrunsrulesFixedm.arlxewma.adxewma.arlxewma.arl.fxewma.arl.prerunxewma.critxewma.crit.prerunxewma.qxewma.q.critxewma.q.crit.prerunxewma.q.prerunxewma.sfxewma.sf.prerunxgrsr.adxgrsr.arlxgrsr.critxs.res.ewma.arlxs.res.ewma.pmsxsewma.arlxsewma.critxsewma.qxsewma.q.critxsewma.sfxshewhart.ar1.arlxshewhartrunsrules.adxshewhartrunsrules.arlxshewhartrunsrules.critxshewhartrunsrules.matrixxtcusum.arlxtewma.adxtewma.arlxtewma.qxtewma.q.critxtewma.sfxtshewhart.ar1.arl

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Percent defective for normal samplesdphat pphat qphat
Compute ARLs of Poisson NCS-EWMA control chartseuklid.ewma.arl
Compute ARLs and control limit factors for I-MR combos in case of normal dataimr.arl imr.MandRu imr.MandRuRl imr.Rl_Mgiven imr.Ru_Mgiven
Compute control limits of MR charts for normal dataimr.Rl_Rugiven imr.RuRl_alone imr.RuRl_alone_s3 imr.RuRl_alone_tail imr.Ru_Rlgiven
Compute ARLs of EWMA ln S^2 control charts (variance charts)lns2ewma.arl
Compute critical values of EWMA ln S^2 control charts (variance charts)lns2ewma.crit
Compute ARLs of MEWMA control chartsmewma.ad mewma.arl mewma.arl.f
Compute alarm threshold of MEWMA control chartsmewma.crit
Compute steady-state density of the MEWMA statisticmewma.psi
Compute ARLs of binomial EWMA p control chartsp.ewma.arl
Compute ARLs of EWMA phat control chartsphat.ewma.arl phat.ewma.crit phat.ewma.lambda
Compute ARLs of Poisson CUSUM control chartspois.cusum.arl
Compute alarm thresholds and randomization constants of Poisson CUSUM control chartspois.cusum.crit
Compute the CUSUM k and h for given in-control ARL L0 and out-of-control ARL L1, Poisson casepois.cusum.crit.L0L1
Compute steady-state ARLs of Poisson EWMA control chartspois.ewma.ad
Compute ARLs of Poisson EWMA control chartspois.ewma.arl
Compute ARLs of Poisson EWMA control chartspois.ewma.crit
Calculate quadrature nodes and weightsquadrature.nodes.weights
Compute ARLs of CUSUM control charts (variance charts)scusum.arl
Compute decision intervals of CUSUM control charts (variance charts)scusum.crit
Compute ARLs of CUSUM-Shewhart control charts (variance charts)scusums.arl
Compute ARLs of EWMA control charts (variance charts)sewma.arl
Compute ARLs of EWMA control charts (variance charts) in case of estimated parameterssewma.arl.prerun
Compute critical values of EWMA control charts (variance charts)sewma.crit
Compute critical values of of EWMA (variance charts) control charts under pre-run uncertaintysewma.crit.prerun
Compute RL quantiles of EWMA (variance charts) control chartssewma.q sewma.q.crit
Compute RL quantiles of EWMA (variance charts) control charts under pre-run uncertaintysewma.q.crit.prerun sewma.q.prerun
Compute the survival function of EWMA run lengthsewma.sf
Compute the survival function of EWMA run lengthsewma.sf.prerun
Compute ARLs of Poisson TEWMA control chartstewma.arl
Two-sided tolerance limit factorstol.lim.fac
Compute ARLs of EWMA residual control chartss.res.ewma.arl x.res.ewma.arl xs.res.ewma.arl xs.res.ewma.pms
Compute steady-state ARLs of CUSUM control chartsxcusum.ad
Compute ARLs of CUSUM control chartsxcusum.arl
Compute decision intervals of CUSUM control chartsxcusum.crit
Compute the CUSUM reference value k for given in-control ARL and threshold hxcusum.crit.L0h
Compute the CUSUM k and h for given in-control ARL L0 and out-of-control L1xcusum.crit.L0L1
Compute RL quantiles of CUSUM control chartsxcusum.q
Compute the survival function of CUSUM run lengthxcusum.sf
Compute ARLs of CUSUM control charts under driftxDcusum.arl
Compute ARLs of EWMA control charts under driftxDewma.arl
Compute ARLs of Shiryaev-Roberts schemes under driftxDgrsr.arl
Compute ARLs of Shewhart control charts with and without runs rules under driftxDshewhartrunsrules.arl xDshewhartrunsrulesFixedm.arl
Compute steady-state ARLs of EWMA control chartsxewma.ad
Compute ARLs of EWMA control chartsxewma.arl
Compute ARL function of EWMA control chartsxewma.arl.f
Compute ARLs of EWMA control charts in case of estimated parametersxewma.arl.prerun xewma.crit.prerun
Compute critical values of EWMA control chartsxewma.crit
Compute RL quantiles of EWMA control chartsxewma.q xewma.q.crit
Compute RL quantiles of EWMA control charts in case of estimated parametersxewma.q.crit.prerun xewma.q.prerun
Compute the survival function of EWMA run lengthxewma.sf
Compute the survival function of EWMA run length in case of estimated parametersxewma.sf.prerun
Compute steady-state ARLs of Shiryaev-Roberts schemesxgrsr.ad
Compute (zero-state) ARLs of Shiryaev-Roberts schemesxgrsr.arl
Compute alarm thresholds for Shiryaev-Roberts schemesxgrsr.crit
Compute ARLs of simultaneous EWMA control charts (mean and variance charts)xsewma.arl
Compute critical values of simultaneous EWMA control charts (mean and variance charts)xsewma.crit
Compute critical values of simultaneous EWMA control charts (mean and variance charts) for given RL quantilexsewma.q xsewma.q.crit
Compute the survival function of simultaneous EWMA control charts (mean and variance charts)xsewma.sf
Compute ARLs of modified Shewhart control charts for AR(1) dataxshewhart.ar1.arl
Compute ARLs of Shewhart control charts with and without runs rulesxshewhartrunsrules.ad xshewhartrunsrules.arl xshewhartrunsrules.crit xshewhartrunsrules.matrix
Compute ARLs of CUSUM control chartsxtcusum.arl
Compute steady-state ARLs of EWMA control charts, t distributed dataxtewma.ad
Compute ARLs of EWMA control charts, t distributed dataxtewma.arl
Compute RL quantiles of EWMA control chartsxtewma.q xtewma.q.crit
Compute the survival function of EWMA run lengthxtewma.sf
Compute ARLs of modified Shewhart control charts for AR(1) data with Student t residualsxtshewhart.ar1.arl