ControlCharts.CUSUM Method

Definition

Namespace: Numerics.NET.Statistics.ProcessControl
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.4.0

Overload List

CUSUM(ReadOnlySpan<Double>, Double, Double, Nullable<Double>, Nullable<Double>) Computes a CUSUM (Cumulative Sum) chart from a span of observations.
CUSUM(Vector<Double>, Double, Double, Nullable<Double>, Nullable<Double>) Computes a CUSUM (Cumulative Sum) chart from a vector of observations.

CUSUM(ReadOnlySpan<Double>, Double, Double, Nullable<Double>, Nullable<Double>)

Computes a CUSUM (Cumulative Sum) chart from a span of observations.
C#
public static CusumChartData CUSUM(
	ReadOnlySpan<double> observations,
	double referenceValue,
	double decisionInterval,
	double? target = null,
	double? sigma = null
)

Parameters

observations  ReadOnlySpan<Double>
The ordered sequence of individual observations.
referenceValue  Double
The CUSUM reference value k. Must be positive.
decisionInterval  Double
The decision interval h. Must be positive.
target  Nullable<Double>  (Optional)
The target (reference mean). When null the process mean estimated from the data is used.
sigma  Nullable<Double>  (Optional)
The process sigma. When null the sample-based sigma estimate from the data is used.

Return Value

CusumChartData
The chart-ready data for the CUSUM chart.

Exceptions

ArgumentException The input is empty or contains non-finite values.
ArgumentOutOfRangeExceptionreferenceValue is not positive, decisionInterval is not positive, or an explicitly supplied sigma is not positive.

CUSUM(Vector<Double>, Double, Double, Nullable<Double>, Nullable<Double>)

Computes a CUSUM (Cumulative Sum) chart from a vector of observations.
C#
public static CusumChartData CUSUM(
	Vector<double> observations,
	double referenceValue,
	double decisionInterval,
	double? target = null,
	double? sigma = null
)

Parameters

observations  Vector<Double>
The ordered sequence of individual observations.
referenceValue  Double
The CUSUM reference value k. Must be positive.
decisionInterval  Double
The decision interval h. Must be positive.
target  Nullable<Double>  (Optional)
The target (reference mean). When null the process mean estimated from the data is used.
sigma  Nullable<Double>  (Optional)
The process sigma. When null the sample-based sigma estimate from the data is used.

Return Value

CusumChartData
The chart-ready data for the CUSUM chart.

Exceptions

ArgumentNullExceptionobservations is null.
ArgumentException The input is empty or contains non-finite values.
ArgumentOutOfRangeExceptionreferenceValue is not positive, decisionInterval is not positive, or an explicitly supplied sigma is not positive.

See Also