dfphase1
Statistical methods for retrospectively detecting changes in location and/or dispersion of univariate and multivariate variables. Data values are assumed to be independent, can be individual (one observation at each instant of time) or subgrouped (more than one observation at each instant of time). Control limits are computed, often using a permutation approach, so that a prescribed false alarm probability is guaranteed without making any parametric assumptions on the stable (in-control) distribution. See G. Capizzi and G. Masarotto (2018) <doi:10.1007/978-3-319-75295-2_1> for an introduction to the package.
- Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment
- CoinCalc
- An efficient approach of designing distribution-free exponentially weighted moving average schemes with dynamic fast initial response for joint monitoring of location and scale
- Optimizing joint location-scale monitoring -- an adaptive distribution-free approach with minimal loss of information
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