bernoulli_ARL_MC {success} | R Documentation |
Internal function that discretizes grid and solves matrix equation involving transition matrix for Markov Chain methodology
bernoulli_ARL_MC(n_grid, R, h)
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 |