Dictionary of Special Options
 ALPHA=value

specifies the probability of incorrectly deciding that
a shift has occurred when the process mean is equal to the target mean.
This is known as the probability of a Type 1 error.
The value must be between zero and one, and it is typically
set at 0.05 or 0.10. If you specify the ALPHA= option, the error
probability approach is used to determine the Vmask. For details,
see "Defining the VMask for a TwoSided Cusum Scheme"
.
The ALPHA= option is applicable only with twosided cusum schemes.
As an alternative to the ALPHA= value, you can specify the percentile
from a standard normal distribution
with the SIGMAS= option. As a second alternative, you can specify the
geometric parameter h for the Vmask (in standard error units)
with the H= option.
In addition to the ALPHA= option, you can optionally
specify the probability of a Type 2 error with the BETA= option.
 BETA=value

specifies the probability of failing to discover that the
specified shift has occurred. This is known as the probability of a
Type 2 error. The value must be between zero and one.
The BETA= option is used in conjunction with either the
ALPHA= option or the SIGMAS= option.
The interpretation of is based on the analogy between
cusum charts and sequential probability ratio tests, and it is
inexact since the cusum chart does not provide an acceptance region.
Refer to Johnson (1961) and van Dobben de Bruyn (1968) for
further details.
 CINFILL=color

[Graphics]
specifies the color for the area under the decision interval or
inside the Vmask arms. By default, these areas are not filled
with a color. See also the COUTFILL= option.
 CLIMITS=color

[Graphics]
specifies the color for the decision interval line. The default
color is the first color in the device color list.
 CMASK=color

[Graphics]
specifies the color for the Vmask arms. The default
color is the first color in the device color list.
 DATAUNITS

computes cumulative sums without standardizing the subgroup means or
individual measurements. As a result, the vertical axis of
the cusum chart is scaled in the same units as the data.
The DATAUNITS option requires constant subgroup sample sizes. If your
data do not have constant subgroup sample sizes, you need to specify
a constant nominal sample size n for the Vmask or decision interval
with the LIMITN= option or with the variable _LIMITN_ in the
LIMITS= data set.
 DELTA=value

specifies the absolute value of the smallest shift to be
detected as a multiple of the process standard deviation
or the standard error
, depending on whether is viewed as a shift in the population mean or a shift in the
sampling distribution of the subgroup mean ,respectively.
If you specify SCHEME=ONESIDED (see the SCHEME= option later in this
list) and the value is positive,
a shift above the process mean is
to be detected, whereas if the value is negative, a shift below
the process mean is to be detected.
As an alternative to specifying the DELTA= option,
you can specify the shift in the
same units as the data with the SHIFT= option.
 H=value

specifies the decision interval h for a onesided cusum scheme.
This type of scheme is completely specified by the parameters
h and k (see the K= option later in this list).
You can also specify the H= option as an alternative to
the ALPHA= or SIGMAS= options for
a twosided cusum scheme with a Vmask.
In this case, the H= option specifies the vertical distance
h between the origin for the Vmask and the upper or lower
arm of the Vmask.
In either case, the H= value must be positive and must be
expressed as a multiple of standard error.
You can use a table of average run lengths to choose h (this
is typically between zero and 10).
See Table 12.18 and Table 12.19.
 HEADSTART=value
 HSTART=value

specifies a headstart value S_{0} for a
onesided cusum scheme.
The value must be expressed as a
multiple of standard error.
See "Headstart Values", and
refer to Lucas and Crosier (1982),
Ryan (1989), and Montgomery (1996).
 K=value

specifies the reference value k for a onesided (decision interval)
cusum scheme. This type of scheme is completely specified by the
parameters k and h (see the H= option earlier in this list).
You can also specify the K= and H= options
as geometric parameters for a twosided cusum scheme with a Vmask .
In this case, the K= option specifies the slope of the lower arm
of the Vmask, and the K= and H= options together are alternatives
to the error probability options ALPHA=, SIGMAS=, and BETA=.
In either case, the K= value must be positive and must be
expressed as a multiple of standard error.
You can use a table of average run lengths to choose k and h
(k is typically between zero and two).
See Table 12.18 and Table 12.19.
For a onesided scheme, the default K= value is ,which is referred to as the central reference value.
For a twosided scheme where the Vmask is specified geometrically
with the H= option, the default K= value is .If, however, the Vmask is specified by an error probability
with the ALPHA= option, then the K= option should not be specified.
CAUTION: The interpretation of the K= value
depends on the subgroupvariable and the interval between
subgroups that is specified with the INTERVAL= option.
For a twosided scheme, the value is the increase in the lower
Vmask arm per unit change on the subgroup axis, so the value
depends on how the subgroupvariable is scaled.
 If integer values are assigned to the subgroupvariable,
then a unit change is defined as one.
 If the subgroupvariable has character values, then a
unit change is defined as the increment between adjacent values
of the subgroupvariable.
 If the subgroupvariable is numeric and is formatted
with a SAS date or time format, then a unit change is defined as
the default value for the INTERVAL= option. For example, if a
DATE7. format is associated with the subgroupvariable,
then a unit change is defined as one day.
You can use the INTERVAL= option to modify the definition of a unit
change. For example, if a DATE7. format is associated with the
subgroupvariable but subgroups are collected hourly, then
INTERVAL=HOUR defines a unit change as one hour rather than one day.
 LIMITN=n
 LIMITN=VARYING

specifies either a fixed or varying nominal sample
size for the control limits. If you specify LIMITN=n, cusums are
calculated and displayed only for those subgroups with a sample size
equal to n, although you can specify the ALLN option to force all
cusums to be plotted. If you specify LIMITN=VARYING, cusums are
calculated and displayed for all subgroups, regardless of sample size.
 LLIMITS=linetype

[Graphics]
specifies the line type for the decision interval. The default is
4 (a dashed line).
 LMASK=linetype

[Graphics]
specifies the line type for the Vmask arms. The default is
1 (a solid line).
 MU0=value

specifies the target mean for the process.
The target mean must be scaled in the same units as the data.
 NOARL

suppresses calculation of average run lengths. By default, this
calculation is performed if you specify the TABLESUMMARY option or
an OUTLIMITS= data set.
 NOMASK

suppresses the display of the Vmask on charts for twosided schemes.
This option does not affect computations of cusums or Vmask parameters.
 NOREADLIMITS

specifies that the cusum scheme parameters for each process
listed in the chart statement are not to be read from the
LIMITS= data set specified in the PROC CUSUM statement. The
NOREADLIMITS option is available only in Release 6.10 and later
releases. See the READLIMITS option later in this list.
 ORIGIN=value

specifies the origin of the Vmask, which is defined as the horizontal
coordinate of the right edge of the Vmask. If a date, time, or
datetime format is associated with the subgroupvariable, you
must specify the value as a date, time, or datetime constant,
respectively. If the subgroup variable is character, you must
specify the value as a quoted string. The default
value is the last (most recent) value of the
subgroupvariable.
Note that estimates for the process mean and standard deviation are
calculated only from subgroups up to and including the origin
subgroup.
 READINDEX='value'

reads cusum scheme parameters from a LIMITS= data set
(specified in the PROC CUSUM statement) for each process
listed in the chart statement. The i^{ th} set
of control limits for a particular process is read from the
first observation in the LIMITS= data set for which
 the value of _VAR_ matches process
 the value of _SUBGRP_ matches the subgroupvariable
 the value of _INDEX_ matches value
The value can be up to 16 characters and must be enclosed
in quotes.
 READLIMITS

specifies that cusum scheme parameters are to be read from a
LIMITS= data set specified in the PROC CUSUM statement.
The parameters for a particular process are read from the
first observation in the LIMITS= data set for which
 the value of _VAR_ matches process
 the value of _SUBGRP_ matches the subgroup variable
The use of the READLIMITS option depends on which release
of SAS/QC software you are using.
 In Release 6.10 and later releases, the READLIMITS
option is not necessary. To read cusum scheme parameters as
described previously, you simply specify a LIMITS= data set.
However, even though the READLIMITS option is redundant,
it continues to function as in earlier releases.
 In Release 6.09 and earlier releases, you must
specify the READLIMITS option to read cusum scheme parameters
as described previously. If you specify a LIMITS= data
set without specifying the READLIMITS option (or the
READINDEX= option), the cusum scheme parameters are computed
from the data.
 READSIGMAS

specifies that the variable _SIGMAS_ (instead of _ALPHA_)
is to be read from a LIMITS= data set that contains both variables.
The variables _SIGMAS_ and _ALPHA_ provide the same parameters
as the SIGMAS= and ALPHA= options. By default, _ALPHA_ is read
from the LIMITS= data set.
 SCHEME=ONESIDED
 SCHEME=TWOSIDED

indicates whether the cusum scheme is a onesided (decision interval)
scheme or a twosided scheme with a Vmask.
By default, SCHEME=TWOSIDED.
 SHIFT=value

specifies the shift to be detected in the same units as the data.
The value is interpreted as the shift in the mean of the
sampling distribution of the subgroup mean.
The SHIFT= option is an alternative to the DELTA= option.
To specify the SHIFT= option, one of the following must be true:
 The subgroup sample sizes are constant.
 A constant nominal sample size n is provided for the cusum
scheme with the LIMITN= option or the _LIMITN_ variable
in a LIMITS= data set.
The relationship between the SHIFT= value (denoted by
) and the DELTA= value (denoted by ) is
, where
is the process standard deviation.
 SIGMA0=value

specifies a known standard deviation for the process
standard deviation . The value must be positive. By
default, PROC CUSUM estimates from the data using the
formulas given in "Methods for Estimating the Standard Deviation"
. You can use the variable _STDDEV_
in a LIMITS= data set as an alternative to the SIGMA0= option.
 SIGMAS=value

specifies the probability of false detection for a twosided
cusum scheme with a Vmask as the probability that the absolute value
of a standard normally distributed variable is greater than the
value. For example, SIGMAS=3 corresponds to the probability
=0.0027. The value must be positive. The SIGMAS=
option is an alternative to the ALPHA= and H= options, and only one
of these three options can be specified.
The SIGMAS= option is useful for defining cusum charts that
correspond to Shewhart charts whose control limits are
defined with the same value as the multiple of
. Refer to Johnson and Leone (1962, 1974).
 SMETHOD=NOWEIGHT  MVLUE  RMSDF

specifies a method for estimating the process standard
deviation from subgroup observations, , as summarized by
the following table.
Keyword

Method for Estimating Standard Deviation

NOWEIGHT  estimates as an unweighted average of
unbiased subgroup estimates of 
MVLUE  calculates a minimum variance linear unbiased estimate
for 
RMSDF  calculates a rootmean square estimate for 
For formulas, see "Methods for Estimating the Standard Deviation"
.
 TABLEALL

requests all the tables specified by the options TABLECHART,
TABLECOMP, TABLEID, TABLEOUT, and TABLESUMMARY.
 TABLECHART <(EXCEPTIONS)>

creates a table of the subgroup variable, the subgroup sample sizes,
the subgroup means, the cumulative sums, and the decision interval
or Vmask limits. A table is produced for each process
specified in the XCHART statement.
The keyword EXCEPTIONS (enclosed in parentheses) is optional and
restricts the tabulation to those subgroups for which the decision
interval or Vmask values are exceeded.
 TABLECOMP

tabulates the computational form of the cusum scheme as described by
Lucas (1976) and Lucas and Crosier (1982). Upper or lower cumulative
sums (or both) are tabulated for each process given in the
XCHART statement. See "Formulas for Cumulative Sums"
for more information.
 TABLEID

augments the tables specified by the TABLECHART and TABLECOMP options
with a column for each of the ID variables.
 TABLEOUT

augments the table specified by the TABLECHART option with
a column indicating whether the decision interval or Vmask
values are exceeded.
 TABLESUMMARY

produces a table that summarizes the cusum scheme. The table lists
the parameters of the scheme and the average run lengths corresponding
to shifts of zero and . The average run lengths are computed
using the method of Goel and Wu (1971). A table is produced for
each process. You can save the summary in a data set by
specifying the OUTLIMITS= option. See "OUTLIMITS= Data Set"
for details.
 TYPE=ESTIMATE
 TYPE=STANDARD

specifies the value of _TYPE_ in an OUTLIMITS= data set. The
variable _TYPE_ indicates whether the variable _STDDEV_ in the
OUTLIMITS= data set represents an estimate or a standard (known)
value. The default is STANDARD if the SIGMA0= option is
specified; otherwise, the default is ESTIMATE.
 WLIMITS=linetype

[Graphics]
specifies the width (in pixels) of the decision interval line.
The default width is 1.
 WMASK=linetype

[Graphics]
specifies the width (in pixels) of the Vmask arms.
The default width is 1.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.