Control Charts.CUSUM Method
Definition
Namespace: Numerics.NET.Statistics.ProcessControl
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.4.0
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.4.0
Overload List
| CUS | Computes a CUSUM (Cumulative Sum) chart from a span of observations. |
| CUS | 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.
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
CusumChartDataThe chart-ready data for the CUSUM chart.
Exceptions
| Argument | The input is empty or contains non-finite values. |
| Argument | referenceValue 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.
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
CusumChartDataThe chart-ready data for the CUSUM chart.
Exceptions
| Argument | observations is null. |
| Argument | The input is empty or contains non-finite values. |
| Argument | referenceValue is not positive, decisionInterval is not positive, or an explicitly supplied sigma is not positive. |