Statistics used in computing and drawing the Hotelling T^2 chart for subgrouped data

Share:

Description

These functions are used to compute statistics required by the T^2 chart.

Usage

1
2
3
stats.T2(data, center = NULL, cov = NULL)

limits.T2(ngroups, size, nvars, conf) 

Arguments

data

the observed data values

center

a vector of values to use for center of input variables.

cov

a matrix of values to use for the covariance matrix of input variables.

ngroups

number of groups

size

sample size

nvars

number of variables

conf

confidence level (0 < conf < 1)

Value

The function stats.T2 returns a list with components:

statistics

a vector of values for the T^2 statistic

means

a matrix of within group means for each variable

center

sample/group center statistic

S

covariance matrix

The function limits.T2 returns a list with components:

control

control limits

prediction

pred.limits

Author(s)

Luca Scrucca luca@stat.unipg.it

References

Mason, R.L. and Young, J.C. (2002) Multivariate Statistical Process Control with Industrial Applications, SIAM.
Montgomery, D.C. (2005) Introduction to Statistical Quality Control, 5th ed. New York: John Wiley & Sons.
Ryan, T. P. (2000), Statistical Methods for Quality Improvement, 2nd ed. New York: John Wiley & Sons, Inc.

See Also

mqcc, stats.T2.single

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.