--- title: "SNSchart Package" author: "Luis Benavides" date: "`r Sys.Date()`" output: rmarkdown::html_vignette bibliography: bibliography.bib vignette: > %\VignetteIndexEntry{SNSchart Package} %\VignetteEncoding{UTF-8} %\VignetteDepends{SNSchart} %\VignetteEngine{knitr::rmarkdown} --- ```{r setup, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ``` Install the package `SNSchart` hosted in [github](https://github.com/LuisBenavides/SNSchart). ```{r, eval=FALSE, echo=T, results='hide',message=F, warning=F} install_github("LuisBenavides/SNSchart") ``` Load the package ```{r, echo=TRUE, eval=FALSE, results='hide'} library("SNSchart") ``` ## Using Sequential Normal Scores to Detect a Change in Location (Shewhart Scheme) ### Example 3.1.1. Get dataset from Example 8.2 \code{example82} by @qiu_2013 (see Example 3.1.1 from @conover_etal_2019) ```{r, echo=TRUE, eval=FALSE, results='hide'} X = SNSchart::example82$X X.id = SNSchart::example82$X.id ``` Table with the dataset using dataframe of \code{R} (first 10 rows). ```{r, echo=FALSE, results='asis'} knitr::kable(head(SNSchart::example82, 10)) ``` Get the sns of the dataset ```{r,echo=T,eval=F, results='hide', message=F, warning=F} s = SNSchart::SNS(X=X,X.id=X.id) ``` to plot it ```{r,echo=T,eval=F, results='hide', message=F, warning=F} plot(s) ``` ```{r,echo=F,eval=T, results='hide', message=F, warning=F,fig.width = 9, fig.height = 6} X = SNSchart::example82$X #get the dataset into a data frame X.id = SNSchart::example82$X.id s = SNSchart::SNS(X=X,X.id=X.id) plot(s) ``` ## CUSUM Variation to Detect a Change in Location ### Example 3.2.1. Get dataset from Example 8.4 \code{example84} by @qiu_2013 (see Example 3.2.1 from @conover_etal_2019) ```{r, echo=TRUE, eval=FALSE, results='hide'} X = SNSchart::example84$X X.id = SNSchart::example84$X.id ``` Table with the dataset using dataframe of \code{R} (first 10 rows). ```{r, echo=FALSE, results='asis'} knitr::kable(head(SNSchart::example84, 10)) ``` Get the sns of the dataset using a CUSUM scheme ```{r,echo=T,eval=F} s = SNSchart::SNS(X=X,X.id=X.id, chart="CUSUM", chart.par=c(0.5, 4.389, 3)) ``` to plot it ```{r,echo=T,eval=F} plot(s) ``` ```{r,echo=F,eval=T, results='hide', message=F, warning=F,fig.width = 9, fig.height = 6} X = SNSchart::example84$X #get the dataset into a data frame X.id = SNSchart::example84$X.id s = SNSchart::SNS(X=X,X.id=X.id, chart="CUSUM", chart.par=c(0.5, 4.389, 3)) plot(s) ``` ## EWMA Variation to Detect a Change in Location ### Example 3.3.1. Load package and get dataset from Example 8.4 \code{example84} by @qiu_2013 (Example 3.2.1 from @conover_etal_2019) ```{r, echo=TRUE, eval=FALSE, results='hide'} X = SNSchart::example84$X X.id = SNSchart::example84$X.id ``` Table with the dataset using dataframe of \code{R} (first 10 rows). ```{r, echo=FALSE, results='asis'} knitr::kable(head(SNSchart::example84, 10)) ``` Get the sns of the dataset using a EWMA scheme ```{r,echo=T,eval=F} s = SNSchart::SNS(X=X,X.id=X.id, chart="EWMA", chart.par=c(0.01, 2.0171)) ``` to plot it ```{r,echo=T,eval=F} plot(s) ``` ```{r,echo=F,eval=T, results='hide', message=F, warning=F,fig.width = 9, fig.height = 6} X = SNSchart::example84$X #get the dataset into a data frame X.id = SNSchart::example84$X.id s = SNSchart::SNS(X=X,X.id=X.id, chart="EWMA", chart.par=c(0.01, 2.0171)) plot(s) ``` ## Sequential Normal Scores with a Reference Data Set (Phase 1) ### Example 3.5.1. Load package and get dataset from Example 8.7 \code{example87} by @qiu_2013 (Example 3.5.1 from @conover_etal_2019) ```{r, echo=TRUE, eval=FALSE, results='hide'} X = SNSchart::example87$X X.id = SNSchart::example87$X.id Y = SNSchart::example87$Y ``` Table with the dataset using dataframe of \code{R} (first 10 rows). ```{r, echo=FALSE, results='asis'} knitr::kable(head(SNSchart::example87, 10)) ``` Get the sns of the dataset using a EWMA scheme ```{r,echo=T,eval=F} s = SNSchart::SNS(X=X,X.id=X.id, Y=Y, chart="EWMA", chart.par=c(0.01, 2.0171)) ``` to plot it ```{r,echo=T,eval=F} plot(s) ``` ```{r,echo=F,eval=T, results='hide', message=F, warning=F,fig.width = 9, fig.height = 6} X = SNSchart::example87$X #get the dataset into a data frame X.id = SNSchart::example87$X.id Y = SNSchart::example87$Y s = SNSchart::SNS(X=X,X.id=X.id, Y=Y, chart="EWMA", chart.par=c(0.01, 2.0171)) plot(s) ``` ## Detecting a Change in Both Location and Scale (SNS Method) ### Example 4.3.1 Load package and get dataset from Example 4.9 \code{example49} by @qiu_2013 (Example 4.3.1 from @conover_etal_2019) ```{r, echo=TRUE, eval=FALSE, results='hide'} X = example49$X2 X.id = example49$X.id Y = example49$Y2 ``` Table with the dataset using dataframe of \code{R} (first 10 rows). ```{r, echo=FALSE, results='asis'} knitr::kable(head(SNSchart::example49, 10)) ``` Get the SNS^2 of the dataset using a Shewhart scheme. In the example the reference sample is fixed therefore \code{isFixed=TRUE}. ```{r,echo=T,eval=F} s = SNSchart::SNS(X=X,X.id=X.id, Y=Y, chart="Shewhart", scoring="Z-SQ",isFixed = TRUE) ``` to plot it. Only the plot of the monitoring sample is presented. ```{r,echo=T,eval=F} plot(s) ``` ```{r,echo=F,eval=T, results='hide', message=F, warning=F,fig.width = 9, fig.height = 6} X = SNSchart::example49$X2 X.id = SNSchart::example49$X.id Y = SNSchart::example49$Y2 s = SNSchart::SNS(X=X,X.id=X.id, Y=Y, chart="Shewhart", scoring="Z-SQ",isFixed = TRUE) plot(s) ``` ## Multivariate Sequential Normal Scores to Detect a Change in Location ### Example 6.1.1. Get dataset from Example 9.1 \code{example91} by @qiu_2013 (see Example 6.1.1 from @conover_etal_2019). ```{r, echo=TRUE, eval=FALSE, results='hide'} X = SNSchart::example91[,1:2] X.id = SNSchart::example91$X.id ``` Table with the dataset using dataframe of \code{R} (first 10 rows). ```{r, echo=FALSE, results='asis'} knitr::kable(head(SNSchart::example91, 10)) ``` Get the multivariate sequential normal scores ```{r,echo=T,eval=F} msns = SNSchart::MSNS(X, X.id) ``` and plot it ```{r,echo=T,eval=F} plot(msns) ``` ```{r,echo=F,eval=T, results='hide', message=F, warning=F,fig.width = 9, fig.height = 6} X = SNSchart::example91[,1:2] #get the dataset into a data frame X.id = SNSchart::example91$X.id msns = SNSchart::MSNS(X, X.id) plot(msns) ``` ## Multivariate Sequential Normal Scores to Detect a Change in Location ### Example 6.2.1. Get dataset from Example 9.3 \code{example93} by @qiu_2013 (see Example 6.2.1 from @conover_etal_2019). ```{r, echo=TRUE, eval=FALSE, results='hide'} X = SNSchart::example93[,1:2] X.id = SNSchart::example93$X.id ``` Table with the dataset using dataframe of \code{R} (first 10 rows). ```{r, echo=FALSE, results='asis'} knitr::kable(head(SNSchart::example93, 10)) ``` Get the multivariate sequential normal scores. Null distribution considered is the \code{F} statistic. ```{r,echo=T,eval=F} msns = SNSchart::MSNS(X, X.id, null.dist = "F") ``` and plot it ```{r,echo=T,eval=F} plot(msns) ``` ```{r,echo=F,eval=T, results='hide', message=F, warning=F,fig.width = 9, fig.height = 6} X = SNSchart::example93[,1:2] #get the dataset into a data frame X.id = SNSchart::example93$X.id msns = SNSchart::MSNS(X, X.id, null.dist = "F") plot(msns) ``` # References