StatTools : CUSUM Charts for Normally Distributed Means Program

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Related Links:
CUSUM Charts Explained Page
MacroPlot Help Page



: Mean (in control)
: Standard Error (SE in control)
: Mean (Out of control)
: Averaged Run Length (ARL)
: Starting value for CUSUM as proportion of h

Note : SE = SD / sqrt(n)
when CUSUM uses the mean of multiple (n) measurements.
SE = SD when CUSUM uses individual measurements
Starting value for CUSUM is either 0 or if greater sensitivity required 0.5 of h

Default data and parameters are examples

MacroPlot Code


References :

CUSUM : Hawkins DM, Olwell DH (1997) Cumulative sum charts and charting for quality improvement. Springer-Verlag New York. ISBN 0-387-98365-1

Computer program (in DOS) to calculate CUSUM decision limits can be downloaded from

Hawkins DM (1992) Evaluation of average run lengths of cumulative sum charts for an arbitrary data distribution Journal Communications in Statistics - Simulation and Computation Volume 21, - Issue 4 Pages 1001-1020

Program adapted from CRAN package CUSUMdesign_1.1.3.