stats.T2: Statistics used in computing and drawing the Hotelling T^2 chart for subgrouped data
Description
These functions are used to compute statistics required by the $T^2$ chart.
Usage
stats.T2(data, center = NULL, cov = NULL)
limits.T2(ngroups, size, nvars, conf)
Arguments
data
the observed data values
center
a vector of values to use for center of input variables.
cov
a matrix of values to use for the covariance matrix of input variables.
ngroups
number of groups
size
sample size
nvars
number of variables
conf
confidence level (0 < conf < 1)
Value
stats.T2 returns a list with components:
statistics
a vector of values for the $T^2$ statistic
means
a matrix of within group means for each variable
center
sample/group center statistic
S
covariance matrix
The function limits.T2 returns a list with components:
control
control limits
prediction
pred.limits
References
Mason, R.L. and Young, J.C. (2002) Multivariate Statistical Process Control with Industrial Applications, SIAM.
Montgomery, D.C. (2005) Introduction to Statistical Quality Control, 5th ed. New York: John Wiley & Sons.
Ryan, T. P. (2000), Statistical Methods for Quality Improvement, 2nd ed. New York: John Wiley & Sons, Inc.