simon: simulating dataset (Online settings)

In dvqcc: Dynamic VAR - Based Control Charts for Batch Process Monitoring

Description

Function to simulate datasets based on the VAR(1) model (without intercept). The dataset include in control batches and new batches for online monitoring

Usage

simon(
  n = 100,
  I = 200,
  size = 2,
  Inew = 5,
  n1 = 50,
  B1 = matrix(c(-0.3, 0.4, 0.4, 0.5), ncol = size, byrow = TRUE),
  varcov = diag(2),
  B1new = matrix(c(-0.3, 0.4, 0.4, 0.5), ncol = size, byrow = TRUE)
)

Arguments

n	number of time-instants
I	number of in control batch samples
size	number of variables
Inew	number of new batch samples for monitoring
n1	number of time-instants for the new batches under the in control process
B1	matrix (size x size) containing the VAR(1) coefficients of in control batches
varcov	covariance matrix (size x size) of errors
B1new	matrix (size x size) containing the VAR(1) coefficients of new batches

Value

data A dataframe of reference dataset of I in control batches. For each batch, variables are arranged in lines and columns are time-instants. The different batches are combined in a single dataset of dimension [(I * size) X n]

newdata A dataframe including a dataset of Inew new batches for monitoring (each with same number of variables and time-instants of data). The different batches are combined in a single dataset of dimension [(Inew * size) X n]

See Also

onlinem, simoff, offlinem

Examples

# Example 1: Two variables (A default in control simulating dataset)

    mydata=simon()


# Example 2: Three variables and Inew=5 out of control batches

    B1=matrix(c(-0.3,0,0.4,0,0.2,0,0,-0.1,0.5),3,byrow=TRUE)
    B1new=matrix(c(0.1,0,0.4,0,0.2,0,0,-0.1,0.5),3,byrow=TRUE)
    mydata1=simon(n=100,I=200,size=3,Inew=5,n1=50,B1,varcov=diag(3),B1new)


# Example 3: Three variables and one Inew=1 out of control batch

    B1=matrix(c(-0.3,0,0.4,0,0.2,0,0,-0.1,0.5),3,byrow=TRUE)
    B1new=matrix(c(0.1,0,0.4,0,0.7,0,0,-0.1,0.5),3,byrow=TRUE)
    mydata2=simon(n=100,I=1,size=3,Inew=1,n1=25,B1,varcov=diag(3),B1new)
    plot.ts(t(mydata2$data),main="One in control batch sample")
    plot.ts(t(mydata2$newdata),main="One new batch sample")

dvqcc documentation built on July 2, 2020, 2:10 a.m.