wChisq.CLim {CTxCC} | R Documentation |
Compute control limit of Weighted Chi-Squared control charts for monitoring multivariate normal mean.
Description
Computation of a control limit of the Weighted Chi-Squared control chart for a given vector of weights, w, correlation matrix, R, and the false alarm rate, alpha.
Usage
wChisq.CLim(w,R,alpha)
Arguments
w |
vector of weigths, 1xk |
R |
correlation matrix, kxk |
alpha |
false alarm rate |
Value
ContLim |
control limit of the Weighted Chi-Squared control chart |
Author(s)
Dr. Burcu Aytaçoğlu (burcuaytacoglu@gmail.com) Dr. Diana Barraza-Barraza (diana.barraza@ujed.mx), Dr. Víctor G. Tercero-Gómez (victor.tercero@tec.mx), Dr. A. Eduardo Cordero-Franco (lalo.cordero@gmail.com),
References
Paper
Examples
# Table 1 in the Paper Criticality Assessment for Enhanced Multivariate Process Monitoring.
w <- c(0.29836,0.70164) #vector of weights
R <- diag(2)
alpha <- 0.005
wChisq.CLim(w,R,alpha)
w <- c(0.23912,0.76088) #vector of weights
R <- diag(2)
R[1,2] <- R[2,1] <- 0.25
alpha <- 0.005
wChisq.CLim(w,R,alpha)
[Package CTxCC version 0.2.0 Index]