My favorite Control chart is based on MASF - Multivariate Adaptive Statistical Filtering and it is called IT-Control Charts (good to use against date-time stamped data like System performance metrics. And that is actually based on moving range that MASF calls as a reference set.
I have recently started using R to build IT-Control Chart and I am publishing my progress in my blog - System Management by Exception( http://itrubin.blogspot.com http://itrubin.blogspot.com ) . See the last posting related to your question: http://itrubin.blogspot.com/2012/03/r-script-to-plot-it-control-chart.html R-script to plot IT-Control Chart against MySQL -- View this message in context: http://r.789695.n4.nabble.com/plotting-moving-range-control-chart-tp848263p4496577.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org 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.