bernoulli_cdf_MC {success} | R Documentation |
Average run length for Bernoulli CUSUM using Markov Chain methodology
Description
Internal function that discretizes grid and solves matrix equation involving transition matrix for Markov Chain methodology
Usage
bernoulli_cdf_MC(n_grid, R, r, h, exact = TRUE)
Arguments
n_grid |
Number of state spaces used to discretize the outcome space (when |
R |
Transition probability matrix obtained from |
h |
Control limit for the Bernoulli CUSUM |
[Package success version 1.1.1 Index]