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cush
2004 Sep 04
0
Non-Markovian Behaviour of a Cusum?
...Qmean[i] <- mean(Q)
}
Qmean
}
set.seed(321)
Cus1 <- CusumSim()
plot(Cus1)
# Different simulation, essentially the same behavior
Cus2 <- CusumSim()
plot(Cus1, ylim=range(Cus1, Cus2))
lines(Cus2)
# Different random number generator, same behavior
RNGkind("Wichmann-Hill")
CusWH <- CusumSim()
plot(Cus1, ylim=range(Cus1, Cus2, CusWH))
lines(Cus2)
lines(CusWH, col=2, lty=2, lwd=2)
# Different values for offest, same behavior
Cus.01 <- CusumSim(-.01, FIR=25)
plot(Cus.01)
Cus.15 <- CusumSim(-.15, FIR=3)
plot(Cus.15)
#
--
Spencer Graves, PhD, Senior Development Engi...