Thank you, I downloaded the vignettes and I am currently studying it. It seems pretty good!
Dr. Iasonas Lamprianou Department of Social and Political Sciences University of Cyprus >________________________________ > From: Clifford Long <[email protected]> >To: Iasonas Lamprianou <[email protected]> >Cc: "[email protected]" <[email protected]> >Sent: Sunday, 8 January 2012, 21:28 >Subject: Re: [R] multivariate problem > >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 <[email protected]> >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 >> >> ______________________________________________ >> [email protected] mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > > [[alternative HTML version deleted]]
______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
