Moving Standard Deviation and Range Estimation for Control Charts
DESCRIPTION:
Computes the moving standard deviation or range for a vector of numerical
values. Used for all of the moving chart types,
ma
,
ms
,
mR
and
ewma
.
USAGE:
moving.sigma(data, span = 2)
moving.range(data, span = 2)
REQUIRED ARGUMENTS:
- data
-
vector or one column matrix for computing moving sigmas or ranges.
- span
-
numeric value specifying the number of contiguous values to use in
computing sigmas or ranges.
VALUE:
Returns a list with two components as follows:
- sigmas (ranges)
-
a vector of moving sigmas (ranges).
- sizes
-
a vector of sample sizes for the moving sigmas (ranges) which is just
span
replicated to be equal to the length of
sigmas
(
ranges
).
SEE ALSO:
,
,
.