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:

, , .