Saving Cusum Scheme Parameters

XCHART Statement

Saving Cusum Scheme Parameters

See CUSONES1 in the SAS/QC Sample Library

This example is a continuation of the previous example that illustrates how to save cusum scheme parameters in a data set specified with the OUTLIMITS= option. This enables you to apply the parameters to future data or to subsequently modify the parameters with a DATA step program.

   proc cusum data=cans lineprinter;
      xchart weight*hour /
         mu0    = 8.100           /* target mean              */
         sigma0 = 0.050           /* known standard deviation */
         delta  = 1               /* shift to be detected     */
         h      = 3               /* decision interval        */
         k      = 0.5             /* reference value          */
         scheme = onesided        /* one-sided scheme         */
         outlimits = cusparm;
      label weight = 'Cusum of Weight';

   proc print data=cusparm;
   run;

The chart, shown in Figure 12.9, is similar to the one in Figure 12.5 but is created for output on a line printer since the LINEPRINTER option is included in the PROC CUSUM statement. ^*

One-Sided Cusum Analysis

     -----------------------------------------------------------------------    
  4 +                                                                       |   
C   |                                                                       |   
u   |                                                                       |   
s   |                                                                       |   
u 3 +==============================*========================================|   
m   |                             + +                                       |   
    |                             +  ++                                     |   
o   |                            +     +                                    |   
f 2 +                            +      *                                   |   
    |                           +        +                                  |   
W   |                          +          ++                                |   
e   |                          +            +                               |   
i 1 +                         *              *                              |   
g   |                        +                ++               ++*          |   
h   |                      ++                   ++         +*++   ++        |   
t   |                     +                       *++    ++         ++      |   
  0 +*++++*++++*++++*++++*                           ++*+             *++++*|   
     +----+----+----+----+----+----+----+----+----+----+----+----+----+----+    
     1    2    3    4    5    6    7    8    9   10   11   12   13   14   15    
                                                                                
                                      Hour                                      
                                                                                
Subgroup Sizes:  * n=1                                                          
Parameters:      Mu0=8.1  Delta=1  h=3

Figure 12.9: One-Sided Cusum Scheme with Decision Interval

The OUTLIMITS= data set is listed in Figure 12.10.

Obs	_VAR_	_SUBGRP_	_TYPE_	_LIMITN_	_H_	_K_	_SCHEME_	_MU0_	_DELTA_	_MEAN_	_STDDEV_	_ARLIN_	_ARLOUT_
1	weight	hour	STANDARD	1	3	0.5	ONESIDED	8.1	1	8.09747	0.05	117.596	6.40391

Figure 12.10: Listing of the OUTLIMITS= Data Set CUSPARM

The data set contains one observation with the parameters for process WEIGHT. The variables _TYPE_, _H_, _K_, _MU0_, _DELTA_, and _STDDEV_ save the parameters specified with the options SCHEME=, H=, K=, MU0=, DELTA=, and SIGMA0=, respectively. The variable _MEAN_ saves an estimate of the process mean, and the variable _LIMITN_ saves the nominal sample size. The variables _ARLIN_ and _ARLOUT_ save the average run lengths for $\delta=0$ and for $\delta=1$ .

The variables _VAR_ and _SUBGRP_ save the process and subgroup-variable. The variable _TYPE_ is a bookkeeping variable that indicates whether the value of _STDDEV_ is an estimate or a standard value.

For more information, see "OUTLIMITS= Data Set" .

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