weco (version 1.2)

weco.rule: Individual WECO Rule

Description

Apply individual WECO rules 1-8 to continuously observed data from some process to detect abnormal signals. See weco-package for the details of the eight WECO rules.

Usage

weco.rule(rule, x, sdx = sd(x), mux = mean(x), ...)

Arguments

rule

WECO rule number from 1 to 8

x

A vector of continuously observed data from some process

sdx

Standard deviation of the observed data

mux

Mean of the observed data

...

Specifications for individual rule

k

Number of "abnormal" data points

l

Number of standard deviations

n

Number of data points prior to the current point (including the current point) to be evaluated

Value

A class weco list contains the original data x, the mean, standard deviation, the rules, and a vector with the same length as x that contains the out of boundary status of each point

See Also

weco-package

Examples

# NOT RUN {
x <- rnorm(1000);

## use empirical mean and standard deviation of x
rst.1 <- weco.rule(1, x, l=3);
rst.2 <- weco.rule(2, x, k=9);
rst.3 <- weco.rule(3, x, k=6);
rst.4 <- weco.rule(4, x, k=16);
rst.5 <- weco.rule(5, x, k=2, n=3, l=2);
rst.6 <- weco.rule(6, x, k=4, n=5, l=1);
rst.7 <- weco.rule(7, x, k=15, l=1);
rst.8 <- weco.rule(8, x, k=8, l=1);

## use given mean and standard deviation
rst.1 <- weco.rule(1, x, l=3, mux=0, sdx=1);

# }