## ----echo=FALSE---------------------------------------------------------- set.seed(12381900) ## ------------------------------------------------------------------------ X <- rnorm(250) ## ----fig=TRUE,fig.width=8,fig.height=3,echo=FALSE------------------------ par(mar=c(4,5,0,0)) plot(-(250:1),X,xlab="t",ylab=expression(X[t])) ## ------------------------------------------------------------------------ library(spcadjust) chart <- new("SPCCUSUM",model=SPCModelNormal(Delta=1)); xihat <- xiofdata(chart,X) str(xihat) ## ------------------------------------------------------------------------ cal <- SPCproperty(data=X,nrep=50, property="calARL",chart=chart,params=list(target=100),quiet=TRUE) cal ## ------------------------------------------------------------------------ newX <- rnorm(100) S <- runchart(chart, newdata=newX,xi=xihat) ## ----fig=TRUE,fig.width=10,fig.height=4---------------------------------- par(mfrow=c(1,2),mar=c(4,5,0.1,0.1)) plot(newX,xlab="t") 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) ## ------------------------------------------------------------------------ newX <- rnorm(100,mean=c(rep(0,50),rep(1,50))) S <- runchart(chart, newdata=newX,xi=xihat) ## ----fig=TRUE,fig.width=10,fig.height=4,echo=FALSE----------------------- par(mfrow=c(1,2),mar=c(4,5,0.1,0.1)) plot(newX,xlab="t") plot(S,ylab=expression(S[t]),xlab="t",type="b",ylim=pmin(range(S,cal@res,cal@raw),15)) 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)