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]