spcadjust: An R Package for Adjusting for Estimation Error in Control Charts

In practical applications of control charts the in-control state and the corresponding chart parameters are usually estimated based on some past in-control data. The estimation error then needs to be accounted for. In this paper we present an R package, spcadjust, which implements a bootstrap 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 conditional performance of the chart. In spcadjust the method is implement for various types of Shewhart, CUSUM and EWMA charts, various performance criteria, and both parametric and non-parametric bootstrap schemes. In addition to the basic charts, charts based on linear and logistic regression models for risk adjusted monitoring are included, and it is easy for the user to add further charts. Use of the package is demonstrated by examples.

Axel Gandy , Jan Terje Kvaløy
2017-05-10

CRAN packages used

spcadjust, surveillance, spc, qcc, IQCC, qcr, edcc, MSQC

CRAN Task Views implied by cited packages

Environmetrics, SpatioTemporal, TimeSeries

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Citation

For attribution, please cite this work as

Gandy & Kvaløy, "spcadjust: An R Package for Adjusting for Estimation Error in Control Charts", The R Journal, 2017

BibTeX citation

@article{RJ-2017-014,
  author = {Gandy, Axel and Kvaløy, Jan Terje},
  title = {spcadjust: An R Package for Adjusting for Estimation Error in Control Charts},
  journal = {The R Journal},
  year = {2017},
  note = {https://doi.org/10.32614/RJ-2017-014},
  doi = {10.32614/RJ-2017-014},
  volume = {9},
  issue = {1},
  issn = {2073-4859},
  pages = {458-476}
}