Average Run Length for Two-Sided Cusum
/****************************************************************/
/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: CUSARL */
/* TITLE: Average Run Length for Two-Sided Cusum */
/* PRODUCT: QC */
/* SYSTEM: ALL */
/* KEYS: Cusum Charts, Average Run Lengths, */
/* PROCS: CUSUM */
/* DATA: */
/* */
/* REF: SAS/QC Software: Examples */
/* MISC: */
/* */
/****************************************************************/
options ps=60 ls=80 nodate;
data arltable;
do h=4.0 to 5.0 by 0.1;
arl=cusumarl('twosided',0,h,0.5);
output;
end;
run;
title 'Average Run Lengths for Delta=0 and k=0.5';
proc print data=arltable;
id h;
run;
title;