bernoulli_ARL_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_ARL_MC(n_grid, R, h)

Arguments

n_grid

Number of state spaces used to discretize the outcome space (when method = "MC") or number of grid points used for trapezoidal integration (when method = "SPRT"). Increasing this number improves accuracy, but can also significantly increase computation time.

R

Transition probability matrix obtained from calc_MC_trans_matrix

h

Control limit for the Bernoulli CUSUM


[Package success version 1.1.1 Index]