I wrote the code as like below, and sometime it gets proper value but sometime it could not give me the value for a long time.
I guess it looks like it has infinite problem with while function but I couldn't get it how to fix it.
I've already tried to search about the while loop but I guess I wrote proeprly but I couldn't get it why it sometime run properly and sometime run not.
Could you please give me advice or the proper modification?
Thank you.
rm(list=ls())
library(readxl)
library(dplyr)
library(ggplot2)
library(MASS)
# Mean Vector, Covariance Matrix Construction
mu <- c(0,0,0)
mu <- t(mu)
mu <- t(mu)
mu
# Construct 40 random variables for Phase II
mu2 <- c(1, 2, 1)
mu2 <- t(mu2)
mu2 <- t(mu2)
mu2
Sigma <- matrix(c(1, 0.9, 0.9, 0.9, 1, 0.9, 0.9, 0.9, 1), 3)
Sigma
getResult <- function(Result) {
# Construct 50 Random Variables for Phase I
Obs <- mvrnorm(50, mu = mu, Sigma = Sigma)
VecT2 <- apply(Obs, 2, mean)
VecT2 <- round(VecT2, 3)
ST2 <- cov(Obs)
ST2 <- round(ST2, 3)
Obs <- as.matrix(Obs)
T2All <- rep(0, nrow(Obs))
for(i in 1:nrow(Obs)) {
T2All[i] = t(Obs[i, ] - VecT2) %*% solve(ST2) %*% (Obs[i, ] - VecT2)
}
# Construct Control Limit
Alpha <- 0.005
M <- nrow(Obs)
M
p <- ncol(Obs)
p
UCL <- ((p * (M-1) * (M + 1))) / ((M - p) * M) * qf((1-Alpha), p, (M-p))
UCL <- round(UCL, 3)
Compare <- which(T2All > UCL)
# Repeat when is there are Out of Control in Phase I with eliminating it
while(isTRUE(Compare > UCL)) {
Obs <- Obs[-Compare,]
Alpha <- 0.005
M <- nrow(Obs)
p <- ncol(Obs)
UCL <- ((p * (M-1) * (M + 1))) / ((M - p) * M) * qf((1-Alpha), p, (M-p))
Compare <- which(T2All > UCL)
}
UCL <- round(UCL, 3)
# Prepare Observations two types of cases with Variable 20_1, Variable 20_2
Obs20_1 <- mvrnorm(20, mu = mu, Sigma = Sigma)
Obs20_2 <- mvrnorm(20, mu = mu2, Sigma = Sigma)
Obs40 <- rbind(Obs20_1, Obs20_2)
Obs40 <- as.matrix(Obs40)
T2 <- rep(0, nrow(Obs40))
for(i in 1:nrow(Obs40)) {
T2[i] = t(Obs40[i, ] - mu) %*% solve(Sigma) %*% (Obs40[i, ] - mu)
}
Result <- which(T2 > UCL)[1]
# Repeat when Out of Control occur in ARL0 section
while(isTRUE(Result < 20)) {
Obs20_1 <- mvrnorm(20, mu = mu, Sigma = Sigma)
Obs40 <- rbind(Obs20_1, Obs20_2)
Obs40 <- as.matrix(Obs40)
T2 <- rep(0, nrow(Obs40))
for(i in 1:nrow(Obs40)) {
T2[i] = t(Obs40[i, ] - mu) %*% solve(Sigma) %*% (Obs40[i, ] - mu)
}
Result <- which(T2 > UCL)[1]
}
Result
}
# Result
Final <- replicate(n = 200, expr = getResult(Result))
Final <- Final - 20
Final
mean(Final)
