quadrature.nodes.weights

Computation of the nodes and weights to enable numerical quadrature.

Evaluation of control charts by means of
the zero-state, steady-state ARL (Average Run Length) and RL quantiles.
Setting up control charts for given in-control ARL. The control charts
under consideration are one- and two-sided EWMA, CUSUM, and
Shiryaev-Roberts schemes for monitoring the mean or variance of normally
distributed independent data. ARL calculation of the same set of schemes under drift (in the mean) are added.
Eventually, all ARL measures for the multivariate EWMA (MEWMA) are provided.

Sven Knoth

Statistical Process Control -- Calculation of ARL and Other
Control Chart Performance Measures

quadrature.nodes.weights function

<dl><dt>n</dt>
<dd>number of nodes (and weights).</dd><dt>type</dt>
<dd>quadrature type -- currently Gauss-Legendre, <code>"GL"</code>, and Radau, <code>"Ra"</code>, are supported.</dd><dt>x1</dt>
<dd>lower limit of the integration interval.</dd><dt>x2</dt>
<dd>upper limit of the integration interval.</dd></dl>

Arguments

Author

Calculate quadrature nodes and weights — quadrature.nodes.weights

<dl>

<dt>n</dt>
<dd>number of nodes (and weights).</dd>

<dt>type</dt>
<dd>quadrature type -- currently Gauss-Legendre, <code>"GL"</code>, and Radau, <code>"Ra"</code>, are supported.</dd>

<dt>x1</dt>
<dd>lower limit of the integration interval.</dd>

<dt>x2</dt>
<dd>upper limit of the integration interval.</dd>

</dl>

quadrature.nodes.weights: Calculate quadrature nodes and weights

Description

Usage

Value

Arguments

Author

Details

References

See Also

Examples