[R] multivariate problem

[Clifford Long]

Would some type of multivariate SPC be useful?  Potentially useful
options might include those based on SPC using PCA, or perhaps
Hotelling's T2.

Maybe you would find something useful in a package such as rrcov?
http://cran.r-project.org/web/packages/rrcov/vignettes/rrcov.pdf

R/S

Cliff



On Sun, Jan 8, 2012 at 11:16 AM, David Winsemius <dwinsemius at comcast.net> wrote:
>
> On Jan 8, 2012, at 3:01 AM, Iasonas Lamprianou wrote:
>
>> Dear all,
>> I am not sure if this is the right place to ask this question, but I will
>> have a go. Please redirect me to a different place if this is not the right
>> one!
>>
>> I have a (relatively) simple problem which causes me some frustration
>> because I cannot find the solution. I measure ten variables (var1 to var10)
>> every day, they are all continuous (linear) and most of them are correlated.
>> Some days, for any reason, the relationship between these variables may
>> change. They are still correlated, but their correlation may change slightly
>> but practically this is important. Or, one of the variables may increase its
>> value significantly suddenly and keep this high value for a few days and
>> then come back to the normal level. I am using R. Is there any function I
>> can use to help me identify these strange days when the relationship between
>> these variables changes? For example, if DayX is such a strange day, factor
>> analyzing the data before DayX and after DayX separately would give me
>> different factors (princial components). But how can I identify such a daym
>> without trial and error?
>
>
> The zoo package has `rollapply`. You would of course be required to be much
> more specific in defining your problem than you have been so far.
>
> --
> David Winsemius, MD
> Heritage Laboratories
> West Hartford, CT
>
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