Computation of the (zero-state) Average Run Length (ARL) function for different types of EWMA control charts monitoring normal mean.
xewma.arl.f(l,c,mu,zr=0,sided="one",limits="fix",r=40)It returns a function of a single argument, hs=x which maps the head-start value hs to the ARL.
smoothing parameter lambda of the EWMA control chart.
critical value (similar to alarm limit) of the EWMA control chart.
true mean.
reflection border for the one-sided chart.
distinguishes between one- and two-sided EWMA control chart by choosing "one" and "two", respectively.
distinguishes between different control limits behavior.
number of quadrature nodes, dimension of the resulting linear equation system is equal to r+1 (one-sided) or r (two-sided).
Sven Knoth
It is a convenience function to yield the ARL as function of the head start hs. For more details see xewma.arl.
S. V. Crowder (1987), A simple method for studying run-length distributions of exponentially weighted moving average charts, Technometrics 29, 401-407.
xewma.arl for zero-state ARL for one specific head-start hs.