gen_train: Generate multivariate normal training data.

In Tveten/tpcaMonitoring: Simulation Study for Changepoint Detection by TPCA.

Description

Generate multivariate normal training data.

Usage

gen_train(d, m, seed, alphad = 1, return_all = FALSE)

Arguments

d	The data dimension
m	The number of training samples.
seed	The seed to be used.
alphad	The value of alpha_d in tpca::rcor_mat. A high value means low correlations and vice versa.
return_all	A logical value. If FALSE: Only returns the data matrix x. If TRUE: Returns a list with 'x', 'mu', 'Sigma' and 'nr', where 'mu' is the mean vector used, 'Sigma' is the covariance matrix and 'nr' indicates which seed that was used.

Value

See the argument return_all.

Tveten/tpcaMonitoring documentation built on June 4, 2019, 4:04 p.m.