Description Usage Arguments Value See Also Examples

Function to simulate datasets based on the VAR(1) model (without intercept). The dataset include in control batches and new batches for offline monitoring

1 2 3 4 5 6 7 8 9 |

`n` |
number of time-instants |

`I` |
number of in control batch samples |

`size` |
number of variables |

`Inew` |
number of new batch samples for monitoring |

`B1` |
matrix (size x size) containing the VAR(1) coefficients of in control batches |

`varcov` |
covariance matrix (size x size) of errors |

`B1new` |
matrix (size x size) containing the VAR(1) coefficients of new batches |

`data`

A dataframe of reference dataset of `I`

in control batches.
For each batch, variables are arranged in lines and columns are time-instants. The different batches are combined in a single dataset
of dimension `[(I * size) X n]`

`newdata`

A dataframe including a dataset of `Inew`

new batches for monitoring (each with same number of variables
and time-instants of `data`

).
The different batches are combined in a single dataset of dimension `[(Inew * size) X n]`

offlinem, simon, onlinem

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | ```
# Example 1: Two variables (A default in control simulating dataset)
mydata=simoff()
# Example 2: Three variables and Inew=50 out of control batches
B1=matrix(c(-0.3,0,0.4,0,0.2,0,0,-0.1,0.5),3,byrow=TRUE)
B1new=matrix(c(0.1,0,0.4,0,0.2,0,0,-0.1,0.5),3,byrow=TRUE)
mydata1=simoff(n=100,I=100,size=3,Inew=50,B1,varcov=diag(3),B1new)
# Example 3: Three variables and Inew=1 new out of control batch
B1=matrix(c(-0.3,0,0.4,0,0.2,0,0,-0.1,0.5),3,byrow=TRUE)
B1new=matrix(c(0.1,0,0.4,0,0.2,0,0,-0.1,0.5),3,byrow=TRUE)
mydata2=simoff(n=100,I=100,size=3,Inew=1,B1,varcov=diag(3),B1new)
plot.ts(t(mydata2$data[1:3,]),main="One in control batch sample")
plot.ts(t(mydata2$newdata),main="One new batch sample")
``` |

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