bernoulli_ARL_MC function

Average run length for Bernoulli CUSUM using Markov Chain methodology

Internal function that discretizes grid and solves matrix equation involving transition matrix for Markov Chain methodology

bernoulli_ARL_MC(n_grid, R, h)

Arguments

• n_grid: Number of state spaces used to discretize the outcome space (when method = "MC") or number of grid points used for trapezoidal integration (when method = "SPRT"). Increasing this number improves accuracy, but can also significantly increase computation time.
• R: Transition probability matrix obtained from calc_MC_trans_matrix
• h: Control limit for the Bernoulli CUSUM