Generate \(m\) samples from a \(p\)-variate normal distribution for
Phase I Hotelling T² chart development. For \(n = 1\): returns an
\(m \times p\) matrix. For \(n > 1\): returns an
\(n \times p \times m\) array.
Arguments
- m
Number of samples.
- n
Sample size per subgroup. Use \(n = 1\) for individual
observations, \(n > 1\) for subgroups.
- mu
Mean vector (length \(p\)).
- Sigma
\(p \times p\) covariance matrix.
Value
For \(n = 1\): an \(m \times p\) matrix. For \(n > 1\): an
\(n \times p \times m\) array.
Simulation
Uses MASS::mvrnorm(). Set the seed externally for reproducibility.
Author
Daniela R. Recchia, Emanuel P. Barbosa
Examples
mu <- c(5.682, 88.22)
Sigma <- miscTools::symMatrix(c(3.770, -5.495, 13.53), 2)
#Simulated data with individual observations
datum <- data.1(50, 1, mu, Sigma)
#Simulated data with sub-group observations
datum <- data.1(20, 10, mu, Sigma)