spcadjust: an R package for adjusting for estimation error in control charts
File(s)RJ-2017-014.pdf (289.64 KB)
Published version
Author(s)
Gandy, A
Kvaløy, JT
Type
Journal Article
Abstract
In practical applications of control charts the in-control state and the corresponding chart
parameters are usually estimated based on some past in-control data. The estimation error then
needs to be accounted for. In this paper we present an R package,
spcadjust
, which implements a
bootstrap based method for adjusting monitoring schemes to take into account the estimation error.
By bootstrapping the past data this method guarantees, with a certain probability, a conditional
performance of the chart. In
spcadjust
the method is implement for various types of Shewhart,
CUSUM and EWMA charts, various performance criteria, and both parametric and non-parametric
bootstrap schemes. In addition to the basic charts, charts based on linear and logistic regression
models for risk adjusted monitoring are included, and it is easy for the user to add further charts. Use
of the package is demonstrated by examples.
parameters are usually estimated based on some past in-control data. The estimation error then
needs to be accounted for. In this paper we present an R package,
spcadjust
, which implements a
bootstrap based method for adjusting monitoring schemes to take into account the estimation error.
By bootstrapping the past data this method guarantees, with a certain probability, a conditional
performance of the chart. In
spcadjust
the method is implement for various types of Shewhart,
CUSUM and EWMA charts, various performance criteria, and both parametric and non-parametric
bootstrap schemes. In addition to the basic charts, charts based on linear and logistic regression
models for risk adjusted monitoring are included, and it is easy for the user to add further charts. Use
of the package is demonstrated by examples.
Date Issued
2017-05-10
Date Acceptance
2017-02-09
Citation
The R Journal, 2017, 9 (1), pp.458-476
ISSN
2073-4859
Publisher
R Foundation
Start Page
458
End Page
476
Journal / Book Title
The R Journal
Volume
9
Issue
1
Copyright Statement
© 2017 The Authors. This article is licensed under a Creative Commons Attribution 4.0 International license (https://creativecommons.org/licenses/by/4.0/)
Identifier
https://journal.r-project.org/archive/2017/RJ-2017-014/index.html
Subjects
Science & Technology
Technology
Physical Sciences
Computer Science, Interdisciplinary Applications
Statistics & Probability
Computer Science
Mathematics
PUBLIC-HEALTH SURVEILLANCE
ESTIMATED PARAMETERS
CONTROL LIMITS
CUSUM
TIME
(X)OVER-BAR
PERFORMANCE
DESIGN
0104 Statistics
Publication Status
Published