SNSchart - Sequential Normal Scores in Statistical Process Management
The methods discussed in this package are new
non-parametric methods based on sequential normal scores 'SNS'
(Conover et al (2017) <doi:10.1080/07474946.2017.1360091>),
designed for sequences of observations, usually time series
data, which may occur singly or in batches, and may be
univariate or multivariate. These methods are designed to
detect changes in the process, which may occur as changes in
location (mean or median), changes in scale (standard
deviation, or variance), or other changes of interest in the
distribution of the observations, over the time observed. They
usually apply to large data sets, so computations need to be
simple enough to be done in a reasonable time on a computer,
and easily updated as each new observation (or batch of
observations) becomes available. Some examples and more detail
in 'SNS' is presented in the work by Conover et al (2019)
<arXiv:1901.04443>.