Hotelling
Dion Research's Hotelling package now has control charts for quality control, anomaly detection and multivariate EDA. This is in addition to the T2 (T-squared) statistics.
The v0.3 of the package is available on pypi: https://pypi.org/project/hotelling/
As far as we know, this is the only implementation that covers both UCL and LCL. Without the lower control line, in the above example, the fifth multivariate sample (index 4) would not have been identified as out of control (anomalous / outlier / exotic).
A straightforward example is available in a jupyter notebook on github.
Francois Dion
Chief Data Scientist
@f_dion
About Dion Research LLC: We are a boutique Data Science consultancy . established 2011. As we do end-to-end Data Science, we can help you solve business problems every step of the way. Get in touch for more information.
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