sptemnt_ewmac {SpTe2M} | R Documentation |
Spatio-temporal process monitoring using covariate information
Description
The function sptemnt_ewmac
is developed to solve the spatio-temporal
process montoring problems in cases when the information in covariates
needs to be used. Please refer to Qiu and Yang (2021) for more details of
the method.
Usage
sptemnt_ewmac(
y,
x,
st,
type,
ARL0 = 200,
ARL0.z = 200,
lambda = 0.1,
B = 1000,
bs = 5,
T = 1,
ht = NULL,
hs = NULL,
gt = NULL,
gs = NULL
)
Arguments
y |
A vector of |
x |
An |
st |
An |
type |
A vector of |
ARL0 |
The pre-specified IC average run length. Default is 200. |
ARL0.z |
The pre-specified IC average run length for the covariate chart.
Default is 200. Usually, set |
lambda |
The pre-specified weighting parameter in the EWMAC chart. Default is 0.1. |
B |
The bootstrap sizes used in the block bootstrap procedure for determining the control limit. Default value is 1,000. |
bs |
The block size of the block bootstrap procedure. Default value is 5. |
T |
The period of the spatio-temporal mean and covariance. Default value is 1. |
ht |
The temporal kernel bandwidth |
hs |
The spatial kernel bandwidth |
gt |
The temporal kernel bandwidth |
gs |
The spatial kernel bandwidth |
Value
ARL0 |
Same as the one in the arguments. |
lambda |
Same as the one in the arguments. |
cstat |
The charting statistics which can be used to make a plot for the control chart. |
cl |
The control limit that is determined by the block bootstrap. |
signal_time |
The signal time (i.e., the first time point when the
charting statistic |
Author(s)
Kai Yang kayang@mcw.edu and Peihua Qiu
References
Qiu, P. and Yang, K. (2021). Effective Disease Surveillance by Using Covariate Information. Statistics in Medicine, 40, 5725-5745.
Examples
library(SpTe2M)
data(ili_dat)
n <- 365; m <- 67
y <- ili_dat$Rate; x <- as.matrix(ili_dat[,7:8]); st <- ili_dat[,3:5]
type <- rep(c('IC1','IC2','Mnt'),c(m*(n+1),(m*n),(m*n)))
ids <- c(1:(5*m),((n+1)*m+1):(m*(n+6)),((2*n+1)*m+1):(m*(2*n+6)))
y.sub <- y[ids]; x.sub <- x[ids,]; st.sub <- st[ids,]; type.sub <- type[ids]
ili.ewmac <- sptemnt_ewmac(y.sub,x.sub,st.sub,type.sub,ht=0.05,hs=6.5,gt=0.25,gs=1.5)