Control charts

get_design(CH::AbstractChart)

Get the designs of the control chart statistic.

get_limit(CH::AbstractChart)

Get the control limit of a control chart.

get_limit_value(CH::AbstractChart)

Get the control limit value of a control chart.

get_maxrl(CH::AbstractChart)

Get the maximum run length of the control chart.

get_nominal(CH::AbstractChart)

Get the nominal properties of a control chart.

get_nominal(CH::AbstractChart)

Get the nominal value of a control chart.

get_phase2(CH::AbstractChart)

Get the phase 2 information of a control chart.

get_statistic(CH::AbstractChart)

Get the statistic of a control chart.

get_t(CH::AbstractChart)

Get the current time point of a control chart.

get_value(CH::AbstractChart)

Get the current value of the control chart statistic.

is_IC(CH::AbstractChart)
is_OC(CH::AbstractChart)

Check whether the control chart is in control or out of control.

is_IC_vec(CH::MultipleControlChart)
is_OC_vec(CH::MultipleControlChart)

Check whether each individual control chart that makes up a multiple control chart is in control or out of control.

Returns

A vector of Bool, whose length is equal to the number of individual statistics.

new_data(CH::AbstractChart)

Simulate a new observation for the control chart from the phase 2 data, eventually modifying the underlying phase 2 object.

new_data(CH::AbstractChart)

Simulate a new observation based on the control chart's Phase II object.

get_design(CH::AbstractChart)

Set the designs of the control chart statistic.

function set_limit!(CH::AbstractChart, limit::AbstractLimit)
function set_limit!(CH::AbstractChart, h::Float64)
function set_limit!(CH::MultipleControlChart, h::Vector{Float64})
function set_limit!(CH::MultipleControlChart, h::Float64)
function set_limit!(CH::MultipleControlChart, h::Float64, j::Int)

Set the control limit of a control chart.

Returns

The new control limit.

set_nominal!(CH::AbstractChart, nominal::NominalProperties)

Set the nominal properties of a control chart.

set_phase2!(CH::AbstractChart, phase2::AbstractPhase2)

Set the Phase 2 information of a control chart to simulate run lenghts.

function set_statistic!(CH::AbstractChart, statistic::AbstractStatistic)

Set the statistic of a control chart.

Returns

The new value of the statistic.

function set_t!(CH::AbstractChart, t)

Set the current time value of a control chart.

Returns

The new time value of the control chart.

function set_value!(CH::AbstractChart, value)

Set the value of the statistic of a control chart.

Returns

The new value of the control chart's statistic.

shallow_copy_sim(CH::ControlChart)

Create a shallow copy of a control chart, so that only the statistic and the control limit are copied. This is done to prevent copying eventual Phase 2 data multiple times and thus reduce computational effort when optimizing the control limit and the chart tuning parameters.

update_chart!(CH::AbstractChart, x)

Update the control chart inplace using a new observation x.

update_chart(CH::AbstractChart, x)

Update the control chart without modifying it using a new observation x.

update_limit!(CH::AbstractChart, x)

Update the dynamic control limit of a control chart inplace.

run_path_sim(CH::AbstractChart; maxiter)
run_path_sim(CH::MultipleControlChart; maxiter)

Simulates a run length path for the control chart CH by sampling new data from its Phase II object.

Inputs

• CH::AbstractChart - A control chart.
• maxiter::Real - The maximum value of the run length. Defaults to min(maxrl(CH), 10*get_nominal_value(CH))

Returns

• A vector containing the simulated values of the control chart.

run_sim(CH::AbstractChart, DGP::AbstractPhase2)

Simulates a run length for the control chart CH by sampling new data from the provided data-generating process DGP.

Inputs

• CH - A control chart.
• DGP - An AbstractPhase2 object.

Returns

• An Int representing the simulated run length.

run_sim(CH::AbstractChart)

Simulates a run length for the control chart CH by sampling new data from its Phase II object.

Inputs

• CH - A control chart.

Returns

• An Int representing the simulated run length.

run_sim_oc(CH::AbstractChart; shift = 0.0)

Simulates a run length under location shift for the control chart CH by sampling new data from its Phase II object.

Inputs

• CH::AbstractChart: A control chart.
• shift::Float64 - The magnitude of location shift.

Returns

• An Int representing the simulated run length.

run_sim_sa(CH::AbstractChart, maxiter::Real, delta::Real)

Simulates a run length for the control chart CH by sampling new data from the Phase II object, to be used by the stochastic approximation algorithm implemented in the saCL! function.

Inputs

• CH - A control chart.
• maxiter - The maximum value of the run length.
• delta - A value controlling how much the control limit must be shifted for the gain estimation during the first stage.

Returns

• A NamedTuple containing the simulated run length, rl, the simulated run length with control limit shifted by delta, rlPlus, and the simulated run length with control limit shifted by -delta, rlMinus.

apply_chart(CH::AbstractChart, x::AbstractVecOrMat)
apply_chart!(CH::AbstractChart, x::AbstractVector)
apply_chart!(CH::AbstractChart, x::AbstractMatrix)

Apply a control chart to a data vector or data matrix x.