Multivariate Normal Mean Monitoring Through Critical-to-X Control Chart
Contribution to C^2 for all variables
Contribution of variable z.var to C^2
Conditional decision limit for z, given x already in model
Calculation and decomposition of matrix A
Get Correlation matrix from a Covariance matrix
Distribution for C2, through simulation of its values
Compute ARLs of Weighted Chi-Squared control charts for monitoring mul...
Compute control limit of Weighted Chi-Squared control charts for monit...
Conditional parameters for z, given x
A comprehensive set of functions designed for multivariate mean monitoring using the Critical-to-X Control Chart. These functions enable the determination of optimal control limits based on a specified in-control Average Run Length (ARL), the calculation of out-of-control ARL for a given control limit, and post-signal analysis to identify the specific variable responsible for a detected shift in the mean. This suite of tools provides robust support for precise and effective process monitoring and analysis.