get_training_sets: Generate multivariate normal training data.

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

Description

Generate multivariate normal training data.

Usage

get_training_sets(n_sets, d, m, return_all = TRUE)

Arguments

n_sets	The number of training sets to be generated.
d	The data dimension.
m	The number of training samples.
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

A list of training sets from gen_train. The argument return_all determines the type of each list element.

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