Thank you, I downloaded the vignettes and I am currently studying it. It seems pretty good!

 
Dr. Iasonas Lamprianou
Department of Social and Political Sciences
University of Cyprus


>________________________________
> From: Clifford Long <gnolffilc@gmail.com>
>To: Iasonas Lamprianou <lamprianou@yahoo.com> 
>Cc: "r-help@r-project.org" <r-help@r-project.org> 
>Sent: Sunday, 8 January 2012, 21:28
>Subject: Re: [R] multivariate problem
> 
>Would some type of multivariate SPC be useful?  Potentially useful
>options might include those based on SPC using PCA, or perhaps
>Hotelling's T2.
>
>Maybe you would find something useful in a package such as rrcov?
>http://cran.r-project.org/web/packages/rrcov/vignettes/rrcov.pdf
>
>R/S
>
>Cliff
>
>
>
>On Sun, Jan 8, 2012 at 11:16 AM, David Winsemius <dwinsemius@comcast.net> wrote:
>>
>> On Jan 8, 2012, at 3:01 AM, Iasonas Lamprianou wrote:
>>
>>> Dear all,
>>> I am not sure if this is the right place to ask this question, but I will
>>> have a go. Please redirect me to a different place if this is not the right
>>> one!
>>>
>>> I have a (relatively) simple problem which causes me some frustration
>>> because I cannot find the solution. I measure ten variables (var1 to var10)
>>> every day, they are all continuous (linear) and most of them are correlated.
>>> Some days, for any reason, the relationship between these variables may
>>> change. They are still correlated, but their correlation may change slightly
>>> but practically this is important. Or, one of the variables may increase its
>>> value significantly suddenly and keep this high value for a few days and
>>> then come back to the normal level. I am using R. Is there any function I
>>> can use to help me identify these strange days when the relationship between
>>> these variables changes? For example, if DayX is such a strange day, factor
>>> analyzing the data before DayX and after DayX separately would give me
>>> different factors (princial components). But how can I identify such a daym
>>> without trial and error?
>>
>>
>> The zoo package has `rollapply`. You would of course be required to be much
>> more specific in defining your problem than you have been so far.
>>
>> --
>> David Winsemius, MD
>> Heritage Laboratories
>> West Hartford, CT
>>
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>> and provide commented, minimal, self-contained, reproducible code.
>
>
>
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