heril / copulacontrol

Simulate Bivariate Copulas and Compare Control Chart Performance for them.

CopulaControl

Simulate Bivariate Copulas and Compare Control Chart Performance for them.

Running Script

To run, open R from this directory and enter the command source('./run.R', local = T).

Contents of files

run.R

- wrapper to run entire script.
- Last line, creates an RDS file to save data for later analysis. When done with defaults, this will be about 3.2GB. Comment out to not create this file.

dependencies.R

- checks if all required packages are installed and installs those missing via CRAN

library.R

- imports packages and creates helper functions.

parameters.R

- sets experimental parameters. Not all work from here.
- Details on setting them documented in this file.
- Change `registerDoMC(n)` to run using `n` threads.

generator.R

- Generates data and test statistics for experimental combinations

analysis.R

- Computes the UCL and ARL of experimental combinations
- This version is the automated, but incorrectly calibrated one. Best I have been able to do is manually adjust them, which I include in my copy.