fkde function

Estimate Asymptotic Joint Distribution of EWMA variables

Estimate Asymptotic Joint Distribution of EWMA variables for control chart.

fkde(n=5, pm0=0.5, pI0=0.2, lambda=0.05,
       gridsize=100,B=10000,T=10000)

Arguments

• n: sample size.
• lambda: a parameter to compute EWMA
• pm0,pI0: in-control parameters for the control chart.
• gridsize: gridsize to evalue the joint PDF values
• B, T: iteration times and maximum time of t to generate random samples for density estimation

Author(s)

B. Wang bwang@southalabama.edu

References

Yang, S.F. and Wang, B. ``Using A Kernel Control Region to Monitor Both the Process Location and Dispersion''.