ProcessAnalysis.AnalyzeCUSUM Method

Performs a CUSUM (Cumulative Sum) chart analysis on the supplied observations.

Definition

Namespace: Numerics.NET.Statistics.ProcessControl
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.4.0
C#
public static ProcessAnalysisResult<CusumChartData> AnalyzeCUSUM(
	Vector<double> observations,
	double referenceValue,
	double decisionInterval,
	double? target = null,
	double? sigma = null,
	ControlRuleSet? ruleSet = null
)

Parameters

observations  Vector<Double>
The ordered sequence of individual measurements.
referenceValue  Double
The CUSUM reference value k.
decisionInterval  Double
The decision interval h. A cumulative sum exceeding this value signals an out-of-control condition.
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.
ruleSet  ControlRuleSet  (Optional)
Optional rule set. Standard Shewhart rule sets (Nelson and WesternElectric) are not applicable to CUSUM charts and will be rejected.

Return Value

ProcessAnalysisResult<CusumChartData>
A ProcessAnalysisResult<TChartData> containing chart data and diagnostics.

Exceptions

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

See Also