PartitioningSgps: Subgroup partition into common and special causes based on...

In npremara/QCCTS: Quality Control Charts for Time Series

Description

' Function separates subgroups into common and special cause periods.

Usage

PartitioningSgps(Data, ChartType = c("Xbar", "R", "S"))

Arguments

Data	subgroup summary (object type "SgpSummary")
ChartType	Chart type for partitioning rule: if "Xbar"- Shewhart X-bar chart (mean), "R"- Shewhart control chart for range, "S"- Shewhart S chart

Value

Subgroups in common and special caused periods

Author(s)

Nadeeka Premarathna

References

Nadeeka Premarathna, A. Jonathan R. Godfrey and K. Govindaraju. "Decomposition of stock market trade-offs using Shewhart methodology." International Journal of Quality & Reliability Management 33, no. 9 (2016): 1311-1331.

See Also

Subgrouping, SubgroupSummary

Examples

SubgroupCriteria="weeks"
data(AAPL)
require(zoo)
StockPrice=window(AAPL[,"Close"],start=as.Date("2012-01-02"),end=as.Date("2013-12-31"))
Subgroups=Subgrouping(StockPrice,SubgroupCriteria,CountSgps=1)
DataSum=SubgroupSummary(Subgroups,MaxSgpSize=5)
B=PartitioningSgps(DataSum,ChartType="S")

npremara/QCCTS documentation built on May 5, 2019, 3:51 a.m.