mqr.spc.util.

solve_h4

mqr.spc.util.solve_h4(arl_0, p, lmda, init_h4=15.0)

Find the UCL of an MEWMA chart from the in-control ARL.

Parameters:

arl_0float

In-control average run length.

pint

Dimension of monitored vector.

lmdafloat

Decay factor for EWMA statistic.

init_h4float, optional

Initial guess for the upper limit.

Returns:

scipy.optimize.RootResults

The result from the root finder. Use result.converged to check if a result was found, and call result.root to get the value of the limit, h4. See scipy.optimize.root_scalar for more info.