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EnergyOnlineCPM
View on CRAN: Click
here
Download and install EnergyOnlineCPM package within the R console
Install from CRAN:
install.packages("EnergyOnlineCPM")
Install from Github:
library("remotes")
install_github("cran/EnergyOnlineCPM") Install by package version:
library("remotes")
install_version("EnergyOnlineCPM", "1.0") Attach the package and use:
library("EnergyOnlineCPM")
Maintained by
Yafei Xu
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-10-02
Latest Update: 2017-10-02
Description:
Provides a function for distribution free control chart based on the change point model, for multivariate statistical process control. The main constituent of the chart is the energy test that focuses on the discrepancy between empirical characteristic functions of two random vectors. This new control chart highlights in three aspects. Firstly, it is distribution free, requiring no knowledge of the random processes. Secondly, this control chart can monitor mean and variance simultaneously. Thirdly it is devised for multivariate time series which is more practical in real data application. Fourthly, it is designed for online detection (Phase II), which is central for real time surveillance of stream data. For more information please refer to O. Okhrin and Y.F. Xu (2017) .
How to cite:
Yafei Xu (2017). EnergyOnlineCPM: Distribution Free Multivariate Control Chart Based on Energy Test. R package version 1.0, https://cran.r-project.org/web/packages/EnergyOnlineCPM. Accessed 24 Jul. 2026.
Previous versions and publish date:
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Complete documentation for EnergyOnlineCPM
Functions, R codes and Examples using
the EnergyOnlineCPM R package
Some associated functions: EnergyOnlineCPM-package . maxEnergyCPMv .
Some associated R codes: Full EnergyOnlineCPM package functions and examples
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