Implements univariate and multivariate risk-based control
charts for statistical process control in the presence of measurement
uncertainty. Available charts include Shewhart X-bar, R, and S charts,
moving-average charts, exponentially weighted moving-average charts,
cumulative-sum charts, and Hotelling T-squared charts. Chart parameters
can be optimized by minimizing the total cost of the four decision
outcomes. The methodology is described by Kosztyan and Katona (2016)
rbcc implements risk-based statistical process control charts in the
presence of measurement uncertainty. The package evaluates all four possible
decision outcomes—correct acceptance, false control, missed control, and
correct control—and can optimize chart limits by minimizing their total cost.
rbcc() and rbcc_opt()rbmacc() and rbmacc_opt()rbewmacc() and rbewmacc_opt()rbcusumcc() and rbcusumcc_opt()rbmcc() and rbmcc_opt()Version 0.2.0 substantially refactors the computational core. Optimization no longer rebuilds a complete chart for every trial value. The default exact threshold optimizer exploits the piecewise-constant structure of the decision cost and is deterministic. Bounded numerical optimization and optional parallel grid search remain available.
library(rbcc)
set.seed(42)
X <- rnorm(80, mean = 10, sd = 0.5)
UC <- rnorm(80, mean = 0, sd = 0.05)
C <- c(1, 5, 60, 5)
fit <- rbcc_opt(X, UC, C, n = 1, type = "xbar")
print(fit)
s <- summary(fit) # no console output
s$cost0
p <- plot(fit) # no drawing during assignment
p # draws the ggplot object
fit_grid <- rbcc_opt(
X, UC, C,
optimizer = "grid",
parallel = TRUE,
workers = 2,
control = rbcc_control(grid_size = 401)
)
See citation("rbcc") for the methodological publications.