fslaborg / fslaborg/FSharp.Stats
[Feature Request] CUSUM test
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Description
## 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](https://journals.sagepub.com/doi/full/10.1177/096228020301200205)
## References
- https://www.stata.com/features/overview/cumulative-sum-test/
- https://www.zeileis.org/papers/Zeileis-2000.pdf
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