eocusum_arl_h_sim {vlad} | R Documentation |
Compute alarm threshold of EO-CUSUM control charts using simulation.
eocusum_arl_h_sim(L0, k, df, coeff, m = 100, yemp = TRUE, side = "low", nc = 1, jmax = 4, verbose = FALSE)
L0 |
Double. Prespecified in-control Average Run Length. |
k |
Double. Reference value of the CUSUM control chart. Either |
df |
Data Frame. First column are Parsonnet Score values within a range of |
coeff |
Numeric Vector. Estimated coefficients alpha and beta from the binary logistic regression model. For more information see details. |
m |
Integer. Number of simulation runs. |
yemp |
Logical. If |
side |
Character. Default is |
nc |
Integer. Number of cores. |
jmax |
Integer. Number of digits for grid search. |
verbose |
Logical. If |
The function eocusum_arl_h_sim
determines the control limit for given in-control
ARL (L0
) by applying a multi-stage search procedure which includes secant rule and the
parallel version of eocusum_arl_sim
using mclapply
.
Returns a single value which is the control limit h
for a given ARL.
Philipp Wittenberg
# This function is deprecated. See eocusum_crit_sim() instead.