Parametric Model for Normally Distributed Data with Centering and Scaling

Description

Returns a data model for univariate observations using normality assumptions with updates that center and scale the observations and potentially subtract half of a constant Delta. Subtracting Delta/2 is useful for CUSUM charts.

Usage

SPCModelNormal(Delta = 0)

Arguments

Details

The parameters to the function have the following meaning.

• data: a numeric vector.

• xi: a list with two elements:

  • mu: the mean.

  • sd: the standard deviation.

• P: a list with three elements:

  • mu: the mean.

  • sd: the standard deviation.

  • m: the number of data points to resample.

The main operations are defined as follows:

• updates(xi,data): returns the centered and scale version of the data from which Delta/2 has been subtracted, i.e.

  (data-mu-Delta/2)/sd

  .

• resample(P): resamples m new data points from a normal distribution if mean mu and standard deviation sd.

Value

An object of class SPCDataModel.