Nonparametric Multivariate Change Point Model

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Documentation for package ‘NPMVCP’ version 1.1

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Alsmelterdata Aluminum Smelter Dataset
CLp10c15 Control Limits for data vector dimension p=3, quarantine period c = 15
CLp2c9 Control Limits for data vector dimension p=2, quarantine period c = 2
CLp3c15 Control Limits for data vector dimension p=3, quarantine period c = 15
CLp4c15 Control Limits for data vector dimension p=3, quarantine period c = 15
CLp5c15 Control Limits for data vector dimension p=3, quarantine period c = 15
CLp6c15 Control Limits for data vector dimension p=3, quarantine period c = 15
CLp7c15 Control Limits for data vector dimension p=3, quarantine period c = 15
CLp8c15 Control Limits for data vector dimension p=3, quarantine period c = 15
CLp9c15 Control Limits for data vector dimension p=3, quarantine period c = 15
Figure1tau150 Out of Control Average Run Length for shift location tau = 150
Figure1tau33 Out of Control Average Run Length for shift location tau = 33
Figure2Parametric Out of Control Average Run Length for Parametric Multivariate Change Point Model
NPMVCP Nonparametric Multivariate Change Point Model