covariance: Sample covariance

In MSQC: Multivariate Statistical Quality Control

Sample covariance

Description

It computes the sample covariance in presence of rational subgroups or for individual observations according to Sullivan and Woodall (1996) and Holmes and Mergen (1993)

Usage

covariance(x, stat, method, ...)

Arguments

x	matrix or array containing the quality characteristics.
stat	is the statistics
method	is the method used in individual observation case.
...	other parameters

Note

In individual observations case (n = 1) use for default the Sullivan and Woodall (1996) proposal

Author(s)

Edgar Santos-Fernandez

References

Holmes, D.S., Mergen, A.E.: Improving the performance of T-square control chart. Quality Engineering 5(4), 619-625 (1993)

Sullivan, J.H., Woodall, W.H.: A Comparison of Multivariate Quality Control Charts for Individual Observations. Journal of Quality Technology 28(4) (1996)

Examples

# individual case 
data(bimetal1)
covariance(bimetal1, method = "sw")
covariance(bimetal1, method = "hm")

# rational subgroup case
data(carbon1)
covariance(carbon1)

MSQC documentation built on May 1, 2022, 5:07 p.m.