multiplot_edd_summary: Plot EDD results.
In Tveten/tpcaMonitoring: Simulation Study for Changepoint Detection by TPCA.

multiplot_edd_summary creates a grid of plots with results from running run_simstudy. WARNING: Before running this function your must either have run run_simstudy yourself, or have downloaded the results/ and thresholds/ directories from https://github.com/Tveten/tpcaMonitoring and put them in your working directory.

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multiplot_edd_summary(n = 100, alpha = 0.01, m = 200, d = 100,
  cov_mat_nr = NULL, cov_mat_type = NULL, change_params = NULL,
  summary_func = mean, ylim = c(0, 300))

`n`	The monitoring length the probability of false alarm is controlled for.
`alpha`	The probability of false alarms
`m`	The number of training samples.
`d`	The data dimension.
`cov_mat_nr`	The number given the covariance matrix when generated through `gen_train`
`cov_mat_type`	Either 'low' or 'high', to get results only for the low correlation or high correlation matrices.
`summary_func`	The function to summarize the EDDs over the cov_mat_types.
`ylim`	A vector with lower and upper bounds on the EDD values shown in the plots.

# Plot of the results for low correlation matrices:
multiplot_edd_summary(cov_mat_type = 'low')

# Plot of the results for low correlation matrices:
multiplot_edd_summary(cov_mat_type = 'high')

# Plot of the EDD results for a single covariance matrix/training set:
multiplot_edd_summary(cov_mat_nr = 5)