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Statistical Process Control -- Calculation of ARL and Other Control Chart Performance Measures

v0.7.2 · Sep 23, 2025 · GPL (>= 2)

Description

Evaluation of control charts by means of the zero-state, steady-state ARL (Average Run Length) and RL quantiles. Setting up control charts for given in-control ARL. The control charts under consideration are one- and two-sided EWMA, CUSUM, and Shiryaev-Roberts schemes for monitoring the mean or variance of normally distributed independent data. ARL calculation of the same set of schemes under drift (in the mean) are added. Eventually, all ARL measures for the multivariate EWMA (MEWMA) are provided.

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r-release-windows-x86_64 OK
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

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Version History

new 0.7.2 Mar 10, 2026