tpca_arl: Estimates average run length (ARL) for monitoring by tpca
In Tveten/tpcaMonitoring: Simulation Study for Changepoint Detection by TPCA.

Description

1	tpca_arl(threshold, mu_x, Sigma_x, axes, n, w, n_sim)

`threshold`	A numeric specifying the threshold value for when a change is declared.
`mu_x`	A mean vector estimated from training data, representing the null distribution.
`Sigma_x`	A covariance matrix estimated from training data, representing the null distribution.
`n`	The number of observations to monitor for an estimate of the ARL. See details.
`w`	The window size. Number of recent time-points to consider for a change.
`n_sim`	The number of simulations to base the estimate on.