Imperial College London
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Professor Axel Gandy

Faculty of Natural Sciences, Department of Mathematics

Head of Department of Mathematics & Chair in Statistics
 
 
 
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Contact

 

+44 (0)20 7594 8518a.gandy Website

 
 
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Location

 

644Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Gandy:2017,
author = {Gandy, A and Kvaløy, JT},
journal = {The R Journal},
pages = {458--476},
title = {spcadjust: an R package for adjusting for  estimation error in  control charts},
url = {https://journal.r-project.org/archive/2017/RJ-2017-014/index.html},
volume = {9},
year = {2017}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - In practical applications of control charts the in-control state and the corresponding chartparameters are usually estimated based on some past in-control data.  The estimation error thenneeds to be accounted for.  In this paper we present an R package,spcadjust, which implements abootstrap 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 conditionalperformance of the chart.   Inspcadjustthe method is implement for various types of Shewhart,CUSUM and EWMA charts, various performance criteria, and both parametric and non-parametricbootstrap schemes.  In addition to the basic charts, charts based on linear and logistic regressionmodels for risk adjusted monitoring are included, and it is easy for the user to add further charts. Useof the package is demonstrated by examples.
AU  - Gandy,A
AU  - Kvaløy,JT
EP  - 476
PY  - 2017///
SN  - 2073-4859
SP  - 458
TI  - spcadjust: an R package for adjusting for  estimation error in  control charts
T2  - The R Journal
UR  - https://journal.r-project.org/archive/2017/RJ-2017-014/index.html
UR  - http://hdl.handle.net/10044/1/44453
VL  - 9
ER  -
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