## ----echo=FALSE---------------------------------------------------------- set.seed(12381900) ## ------------------------------------------------------------------------ n <- 1000 Xlinreg <- data.frame(x1= rbinom(n,1,0.4), x2= runif(n,0,1), x3= rnorm(n)) Xlinreg$y <- 2 + Xlinreg$x1 + Xlinreg$x2 + Xlinreg$x3 + rnorm(n) ## ------------------------------------------------------------------------ library(spcadjust) chartlinreg <- new("SPCCUSUM",model=SPCModellm(Delta=1,formula="y~x1+x2+x3")) xihat <- xiofdata(chartlinreg,Xlinreg) xihat ## ------------------------------------------------------------------------ cal <- SPCproperty(data=Xlinreg, nrep=100, property="calARL",chart=chartlinreg,params=list(target=100),quiet=TRUE) cal ## ----echo=FALSE---------------------------------------------------------- set.seed(12381903) ## ------------------------------------------------------------------------ n <- 100 newXlinreg <- data.frame(x1= rbinom(n,1,0.4), x2= runif(n,0,1), x3=rnorm(n)) newXlinreg$y <- 2 + newXlinreg$x1 + newXlinreg$x2 + newXlinreg$x3 + rnorm(n) S <- runchart(chartlinreg, newdata=newXlinreg,xi=xihat) ## ----fig=TRUE,fig.width=10,fig.height=4,echo=FALSE----------------------- par(mfrow=c(1,1),mar=c(4,5,0,0)) plot(S,ylab=expression(S[t]),xlab="t",type="b",ylim=range(S,cal@res+1,cal@raw)) lines(c(0,100),rep(cal@res,2),col="red") lines(c(0,100),rep(cal@raw,2),col="blue") legend("topleft",c("Adjusted Threshold","Unadjusted Threshold"),col=c("red","blue"),lty=1) ## ------------------------------------------------------------------------ n <- 100 newXlinreg <- data.frame(x1= rbinom(n,1,0.4), x2= runif(n,0,1),x3=rnorm(n)) outind <- c(rep(0,50),rep(1,50)) newXlinreg$y <- 2 + newXlinreg$x1 + newXlinreg$x2 + newXlinreg$x3 + rnorm(n)+outind S <- runchart(chartlinreg, newdata=newXlinreg,xi=xihat) ## ----fig=TRUE,fig.width=10,fig.height=4,echo=FALSE----------------------- par(mfrow=c(1,1),mar=c(4,5,0,0)) plot(S,ylab=expression(S[t]),xlab="t",type="b",ylim=range(S,cal@res+1,cal@raw)) lines(c(0,100),rep(cal@res,2),col="red") lines(c(0,100),rep(cal@raw,2),col="blue") legend("topleft",c("Adjusted Threshold","Unadjusted Threshold"),col=c("red","blue"),lty=1)