fslaborg / FSharp.Stats

statistical testing, linear algebra, machine learning, fitting and signal processing in F#
https://fslab.org/FSharp.Stats/
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[Feature Request] CUSUM test #261

Open bvenn opened 1 year ago

bvenn commented 1 year ago

Cumulative sum (CUSUM) test

The CUSUM procedure is now one of the most well-known monitoring methods for sequential data. There are two types of CUSUM: the tabular (algorithmic, decision interval) CUSUM and the V-mask form. The tabular CUSUM was introduced by Page. Developed from the Wald sequential test, the tabular CUSUM was designed to detect changes in a process parameter of interest, p, say. [...] The V-mask CUSUM is now regarded as awkward to use in practice. - Use of risk-adjusted CUSUM and RSPRT charts for monitoring in medical contexts

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