EnergyOnlineCPM
Distribution Free Multivariate Control Chart Based on Energy Test
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) <https://github.com/YafeiXu/working_paper/raw/master/CPM102.pdf>.
Downloads
167
Last 30 days
19973rd
167
Last 90 days
167
Last year
CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
CRAN incoming feasibility
Maintainer: ‘Yafei Xu <yafei.xu@hotmail.de>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Yafei",
family = "Xu",
role = c("aut", "cre"),
email = "yafei.xu@hotmail.de")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Yafei Xu <yafei.xu@hotmail.de>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Yafei",
family = "Xu",
role = c("aut", "cre"),
email = "yafei.xu@hotmail.de")
as necessary.
*
*
*
*
*
*
*
*
*
*
*
*
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
CRAN incoming feasibility
Maintainer: ‘Yafei Xu <yafei.xu@hotmail.de>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Yafei",
family = "Xu",
role = c("aut", "cre"),
email = "yafei.xu@hotmail.de")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Yafei Xu <yafei.xu@hotmail.de>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Yafei",
family = "Xu",
role = c("aut", "cre"),
email = "yafei.xu@hotmail.de")
as necessary.