mewma {mvdalab}

Generates a Hotelling's T2 Graph of the Multivariate Exponentially Weighted Average

Description

Generates a Hotelling's T2 Graph for mewma objects.

Usage

mewma(X, phase = 1, lambda = 0.2, conf = c(0.95, 0.99), 
                      asymptotic.form = FALSE) 

Arguments

X

a dataframe.

phase

designates whether the confidence limits should reflect the current data frame, phase = 1 or future observations, phase = 2.

lambda

EWMA smoothing parameter

conf

the confidence level(s) to use for upper control limit.

asymptotic.form

use asymptotic convergence parameter for scaling the covariance matrix.

Details

mewma is used to generates a Hotelling's T2 graph for the multivariate EWMA.

Value

The output of mewma is a graph of Hotelling's T2 for the Multivariate EWMS, and a list containing a data frame of univariate EWMAs and the multivariate EWMA T2 values.

Author(s)

Nelson Lee Afanador ([e-mail])

References

Lowry, Cynthia A., et al. "A multivariate exponentially weighted moving average control chart." Technometrics 34.1 (1992): 46:53.

Examples

mewma(iris[, -5], phase = 1, lambda = 0.2, conf = c(0.95, 0.99), 
                      asymptotic.form = FALSE)