MSNS: Multivariate Sequential Normal Scores

Description

Transform a matrix X into SNS using initial observations Y if available SNS follow the order of X.

Usage

MSNS(
  X,
  X.id,
  Y = NULL,
  theta = NULL,
  Ftheta = NULL,
  scoring = "Z",
  alignment = "unadjusted",
  constant = NULL,
  absolute = FALSE,
  chart = "T2",
  chart.par = c(0.005),
  null.dist = "Chi",
  isFixed = FALSE,
  omit.id = NULL,
  auto.omit.alarm = TRUE
)

Arguments

matrix or data.frame. New observations to obtain the normal scores.

X.id

vector. The id of each column (variable) of the matrix X.

matrix or data.frame. If Y is not defined (no previous observation available, NULL), NS is relative to X. Default NULL.

theta

vector. Value corresponding with the Ftheta quantile.

Ftheta

vector. Quantile of the data distribution. The values that take are between (0,1).

scoring

character string. If "Z" (normal scores) (default). If "Z-SQ" (normal scores squared).

alignment

character string. Aligment of the data X and Y. Select from

"unadjusted": nothing is sustracte from X and Y (default).
"overallmean": overall mean is sustracted from X and Y.
"overallmedian": overall median is sustracted from X and Y.
"samplemean": mean from corresponding group (X and Y) is sustracted from its corresponing vector.
"samplemedian": median from corresponding group (X and Y) is sustracted from its corresponing vector.
"referencemean": mean from Y is subtracted from X and Y.
"referencemedian": median from Y is subtracted from X and Y.
"constantvalue": a constant value is subtracted from X and Y.

constant

scalar. Only used when the alignment is selected "constantvalue". Default NULL.

absolute

logical. If TRUE, the absolute aligned values are obtained. (Default FALSE)

chart

character string. Selected type of chart. One option available: "T2".

T2 scheme:: is c(k), where k comes from $UCL = mu + k\sigma, LCL = mu - k\sigma.$

chart.par

vector. Control limit and other parameters of the selected chart.

null.dist

character string. It is the null distribution choose from "Chi" or "F".

isFixed

logical. If TRUE the reference sample does not update, otherwise the reference sample is updated when the batch is in control.

omit.id

vector. Elements of the vector are the id which are omitted in the analysis.

auto.omit.alarm

logical. Determine if OC signals are added (or not) to reference sample. By default is set to TRUE.

Value

Multiple output. Select by output$

coefficients: list. Two elements: n the number of observation per group in X and chart the selected chart to perform the analysis.
X: vector. New observations (Monitoring sample) to obtain the SNS.
Z: vector. SNS of the X monitoring sample.
T2: vector. T2 statistic for each of the groups in X.
X.id: vector. The id of each column (variable) of the matrix X.
UCL: vector. Upper control limit for each group in X.

Comments

If ties, average ranks are used.

Examples

Run this code

# NOT RUN {
X = cbind(example91$X1, example91$X2)
X.id = example91$X.id
msns = MSNS(X, X.id)
# }