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Provides a function for distribution free control chart based on the change point model, for multivariate statistical process control. The main constituent of the chart is the energy test that focuses on the discrepancy between empirical characteristic functions of two random vectors. This new control chart highlights in three aspects. Firstly, it is distribution free, requiring no knowledge of the random processes. Secondly, this control chart can monitor mean and variance simultaneously. Thirdly it is devised for multivariate time series which is more practical in real data application. Fourthly, it is designed for online detection (Phase II), which is central for real time surveillance of stream data. For more information please refer to O. Okhrin and Y.F. Xu (2017) <https://github.com/YafeiXu/working_paper/raw/master/CPM102.pdf>.
| Version: | 1.0 |
| Depends: | parallel, energy, MASS |
| Published: | 2017-10-02 |
| Author: | Yafei Xu |
| Maintainer: | Yafei Xu <yafei.xu at hotmail.de> |
| License: | GPL (≥ 3) |
| URL: | https://sites.google.com/site/EnergyOnlineCPM/ |
| NeedsCompilation: | no |
| CRAN checks: | EnergyOnlineCPM results |
| Reference manual: | EnergyOnlineCPM.pdf |
| Package source: | EnergyOnlineCPM_1.0.tar.gz |
| Windows binaries: | r-devel: EnergyOnlineCPM_1.0.zip, r-release: EnergyOnlineCPM_1.0.zip, r-oldrel: EnergyOnlineCPM_1.0.zip |
| macOS binaries: | r-release (arm64): EnergyOnlineCPM_1.0.tgz, r-oldrel (arm64): EnergyOnlineCPM_1.0.tgz, r-release (x86_64): EnergyOnlineCPM_1.0.tgz, r-oldrel (x86_64): EnergyOnlineCPM_1.0.tgz |
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These binaries (installable software) and packages are in development.
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