mult.chart | R Documentation |
It computes several multivariate control charts: Hotelling, Chi-squared, MEWMA, MCUSUM and Generalized Variance chart.
mult.chart(type = c("chi", "t2", "mewma", "mcusum", "mcusum2"), x, Xmv, S, colm, alpha = 0.01, lambda = 0.1, k = 0.5, h = 5.5, phase = 1, method = "sw", ...)
type |
refers to the name of the type of chart e.g. type="chi", type="t2", type="mewma" or type="mcusum" |
x |
matrix or array of the quality characteristics. |
Xmv |
is the mean vector. It is only specified for Phase II or when the parameters of the distribution are given. |
S |
is the sample covariance matrix. It is only used for Phase II or when the parameters of the distribution are known. |
colm |
is the number of samples (m). It will only be used for the Hotelling control chart (Phase II). |
alpha |
it is the significance level (0.01 for default). |
lambda |
is the smoothing constant for the MEWMA chart. Only the value 0.1, 0.2,...,0.9 are allowed. |
k |
is a constant used in MCUSUM chart. Frequently k = 0.5. |
h |
is a constant used in MCUSUM chart. Usually h = 5.5. |
phase |
Refers to the Phase, say phase = 1 or 2. It is used to select the type of UCL. |
method |
is the method employed to compute the covariance matrix for the case of individual observations. Two methods are used "sw" for compute it according to Sullivan and Woodall (1996) and "hm" to compute it using Holmes and Mergen (1993) approach. |
... |
other parameters |
Edgar Santos-Fernandez
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data(dowel1) mult.chart(dowel1, type = "chi", alpha = 0.05) #Phase I data(carbon1) mult.chart(type = "t2", carbon1) #Phase II Xmv <- mult.chart(carbon1, type = "t2") $Xmv S <- mult.chart(carbon1, type = "t2") $covariance colm<-nrow(carbon1) data(carbon2) mult.chart(carbon2, type = "t2", Xmv = Xmv, S = S, colm = colm) # (MEWMA) in Phase II Xmv <- mult.chart(carbon1, type = "t2") $Xmv S <- mult.chart(carbon1, type = "t2") $covariance mult.chart(type = "mewma", carbon2, Xmv = Xmv, S = S) #Multivariate Cumulative Sum (MCUSUM) in Phase I mult.chart(type = "mcusum", carbon2) mult.chart(type = "mcusum2", carbon2)
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