| Name : R-bayespm
| |
| Version : 0.2.0
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp153.1.5
| Date : 2024-06-14 11:52:09
|
| Group : Development/Libraries/Other
| Source RPM : R-bayespm-0.2.0-lp153.1.5.src.rpm
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| Size : 0.44 MB
| |
| Packager : (none)
| |
| Summary : Bayesian Statistical Process Monitoring
|
Description :
The R-package bayespm implements Bayesian Statistical Process Control
and Monitoring (SPC/M) methodology. These methods utilize available
prior information and/or historical data, providing efficient online
quality monitoring of a process, in terms of identifying moderate/large
transient shifts (i.e., outliers) or persistent shifts of medium/small
size in the process. These self-starting, sequentially updated tools
can also run under complete absence of any prior information. The
Predictive Control Charts (PCC) are introduced for the quality
monitoring of data from any discrete or continuous distribution that is
a member of the regular exponential family. The Predictive Ratio CUSUMs
(PRC) are introduced for the Binomial, Poisson and Normal data (a later
version of the library will cover all the remaining distributions from
the regular exponential family). The PCC targets transient process
shifts of typically large size (a.k.a. outliers), while PRC is focused
in detecting persistent (structural) shifts that might be of medium or
even small size. Apart from monitoring, both PCC and PRC provide the
sequentially updated posterior inference for the monitored parameter.
Bourazas K., Kiagias D. and Tsiamyrtzis P. (2022) \"Predictive Control
Charts (PCC): A Bayesian approach in online monitoring of short runs\"
< doi:10.1080/00224065.2021.1916413>, Bourazas K., Sobas F. and
Tsiamyrtzis, P. 2023. \"Predictive ratio CUSUM (PRC): A Bayesian
approach in online change point detection of short runs\"
< doi:10.1080/00224065.2022.2161434>, Bourazas K., Sobas F. and
Tsiamyrtzis, P. 2023. \"Design and properties of the predictive ratio
cusum (PRC) control charts\" < doi:10.1080/00224065.2022.2161435>.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
