ShewhartSgpCharts: Plotting the Shewhart charts for Phase I and Phase II data

In npremara/QCCTS: Quality Control Charts for Time Series

Description

The function plots the Shewhart charts for subgroups, in Phase I and Phase II.

Usage

ShewhartSgpCharts(Data, PhaseIIData, ChartType, plot = TRUE)

Arguments

Data	Phase I partitioned subgroup summary (object type "Partition.SgpSummary")
PhaseIIData	Phase II subgroup summary (object type "SgpSummary")
ChartType	Chart type "Xbar"- Shewhart X-bar chart, "R"- Shewhart control chart for range, "S"- Shewhart S chart
plot	logical. If TRUE the corresponding Shewhart chart is plotted.

Value

plot Shewhart charts

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.

Examples

require(zoo)
SubgroupCriteria="weeks"
# data loading
data(AAPL)
#subgrouping Phase I data
StockPrice=window(AAPL[,"Close"],start=as.Date("2012-01-02"),end=as.Date("2013-12-31"))
Subgroups=Subgrouping(StockPrice,SubgroupCriteria,CountSgps=1)
# obtain subgroup summary of Phase I data
DataSum=SubgroupSummary(Subgroups,MaxSgpSize=5)
# partitioning data into common and special cause periods (Phase I data)
PartitonedData=PartitioningSgps(DataSum,ChartType="S")

# Phase II data
StockPrice=window(AAPL[,"Close"],start=as.Date("2014-01-06"),end=as.Date("2014-05-30"))
SubgroupsPhaseII=Subgrouping(StockPrice,SubgroupCriteria,CountSgps=1)
PhaseIIData=SubgroupSummary(SubgroupsPhaseII,MaxSgpSize=5)
B=ShewhartSgpCharts(PartitonedData, PhaseIIData,ChartType="S",plot=TRUE)

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