1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
|
# Computation of EWMA steady-state ARLs (mean monitoring, t distributed data)
xtewma.ad <- function(l, c, df, mu1, mu0=0, zr=0, z0=0, sided="one", limits="fix", steady.state.mode="conditional", mode="tan", r=40) {
if ( l<=0 || l>1 ) warning("l has to be between 0 and 1")
if ( c<=0 ) warning("usually, c has to be positive")
if ( zr>c & sided=="one" ) stop("wrong reflexion border")
if ( r<4 ) stop("r is too small")
ctyp <- pmatch(sided, c("one", "two")) - 1
if (is.na(ctyp)) stop("invalid ewma type")
ltyp <- pmatch(limits, c("fix","vacl")) - 1
if ( is.na(ltyp) ) stop("invalid limits type")
styp <- pmatch(steady.state.mode, c("conditional", "cyclical")) - 1
if (is.na(styp)) stop("invalid steady.state.mode")
if ( abs(z0) > abs(c) ) stop("wrong restarting value")
ntyp <- -1 + pmatch(mode, c("identity", "sin", "sinh", "tan"))
if ( is.na(ntyp) ) stop("substitution type not provided (yet)")
ad <- .C("xtewma_ad", as.integer(ctyp), as.double(l),
as.double(c), as.double(zr), as.integer(df), as.double(mu0), as.double(mu1), as.double(z0),
as.integer(ltyp), as.integer(styp), as.integer(r), as.integer(ntyp),
ans=double(length=1), PACKAGE="spc")$ans
names(ad) <- "ad"
return (ad)
}
|
