Rx=rx/SQRT (n);
Ry=ry/SQRT (n);
W=tau z0 * * rx/ry;
C1=1/power (ry, 2) - power (norminv (p), 2);
C2=2 * w * (rho * power (norminv (p), 2) - 1/(rx * ry));
C3=power (w, 2) * (1/power (rx, 2) - power (norminv (p), 2));
If p> 0.5
Z=(c2 + SQRT (power (c2, 2) - 4 * c1 * c3))/2 * c2.
The else
Z=(- c2 - SQRT (power (c2, 2) - 4 * c1 * c3))/2 * c2.
End
End
Tau=1;
Rx=0.01;
Ry=0.01;
Rho=0.8;
N=5;
Z0=1;
A=0.005;
P1=1 - a/2;
The p2=a/2;
UCL=Untitled1 (p1, rx and ry, rho, z0, tau, n);
LCL=Untitled1 (p2, rx and ry, rho, z0, tau, n);
ARL0=200;
Rx=0.2;
Ry=0.2;
Z0=1;
Rho=0.8;
Tau=1.1;
N0=15;
ARL1=10000;
The options=optimset (' MaxIter '15000,' TolFun, 1 e - 10, 'TolX, 1 e - 10);
For ns=1: n0-1
For nl=n0 + and
K (1)=getucl (rx and ry, rho, ns, ARL0);
K (2)=getucl (rx and ry, rho, nl, ARL0);
X=[k (1), k (2), 1 + (1) (k - 1) * 0.4, 1 + (2) (k - 1) * 0.6]; The initial value of x % set themselves up (1), x (2), x (3), x (4)
% x=[1.007598, 1.007597, 1.00, 1.000708];
[x, fval, exitflag, output]=fmincon (@ vssfun1 (x) (x, ns, nl, rx and ry, rho, tau, z0), [x (1), x (2), x (3), x (4)], [1,1,0,0; 1,0,1,0; 0, 1, 1], [0, 0, 0], [], [], [,1,0.9 1, 0.9], [5,5,5,5], @ vssfun2 (x) (x, rx and ry, rho, z0, ns, nl, n0), the options).
% [x, fval, exitflag, output]=fminsearch (@ psovssrz3 (x) (x, ns, nl, rx and ry, rho, tau, z0, n0), [x (1), x (2), x (3), x (4)], the options).
% opts=optimoptions (@ fsolve, 'Algorithm', 'levenberg - marquardt', 'MaxIter' 1500, 'MaxFunEvals' 1500,' TolX, 1 e - 8, 'TolFun, 1 e - 8).
% [w, fval, exitflag]=fsolve (@ (x) optw (x, rx and ry, rho, z0, ns, nl, n0, k), (1, 1), opts);
% [x, fval, exitflag]=fsolve (@ myfun (x) (x, rx and ry, rho, z0, ns, nl, ARL0, n0), [k (1), k (2), 1.0001, 1.0001], opts);
[ARL, SDRL]=getARL (x, rx and ry, rho, tau, z0, ns, nl);
If (ARL
ARL1=ARL;
SDRL1=SDRL;
ASS1=getASS (x, rx and ry, rho, tau, z0, ns, nl);
Ns1=ns;
Nl1=nl;
X1=x;
End
End
End
Allparameters=[ns1, nl1, x1, ARL1, ASS1, SDRL1];