mvMonitoring

Multi-State Adaptive Dynamic Principal Component Analysis for Multivariate Process Monitoring

CRAN Package

Use multi-state splitting to apply Adaptive-Dynamic PCA (ADPCA) to data generated from a continuous-time multivariate industrial or natural process. Employ PCA-based dimension reduction to extract linear combinations of relevant features, reducing computational burdens. For a description of ADPCA, see doi:10.1007/s00477-016-1246-2, the 2016 paper from Kazor et al. The multi-state application of ADPCA is from a manuscript under current revision entitled "Multi-State Multivariate Statistical Process Control" by Odom, Newhart, Cath, and Hering, and is expected to appear in Q1 of 2018.

  • Version0.2.4
  • R version≥ 2.10
  • LicenseGPL-2
  • Needs compilation?No
  • Last release11/21/2023

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  • Imports7 packages
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