SigmaStepwiseRobustPhaseI: Estimating sigma using a stepwise robust chart procedure

In npremara/QCCTS: Quality Control Charts for Time Series

Description

Estimation procedure performs individual observations and subgroup screening. An initial estimate for σ is obtained from trimmed means of interquartile ranges. Subgroups are first screened. Then, the resulting σ from the remaining subgroups is used to eliminate individual outliers in the remaining subgroups.

Usage

SigmaStepwiseRobustPhaseI(Subgroups)

Arguments

Subgroups

a list subgroups, function handles the unequal subgroup sizes.

Value

estimates of σ from Phase I data

Author(s)

Nadeeka Premarathna

References

Nazir, Hafiz Z., Marit Schoonhoven, Muhammad Riaz, and Ronald JMM Does. "Quality Quandaries: How to Set Up a Robust Shewhart Control Chart for Dispersion?." Quality Engineering 26, no. 1 (2014): 130-136.

Examples

data(MeltIndex)
require(xts)
Subgroups=split(MeltIndex, f="weeks")
Subgroups[20]=NULL
sigma=SigmaStepwiseRobustPhaseI(Subgroups)

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