This function used for generate some sample data for experiment
gen_sample_data(size, dgp, seed = NULL)A numeric vector of length size. The elements of the vector
are generated according to the specified dgp:
Normally distributed values with mean 0 and standard deviation 2.
Chi-squared distributed values with df = 10.
Half normally distributed (mean 0, sd = 2) and half chi-squared distributed (df = 10) values.
Values from a polynomial cumulative distribution function on [0,1].
Sum of two uniformly distributed random numbers.
control the sample size.
data generating process, have options "normal", "chisq", "mixed", "poly", "2_fold_uniform".
random seed number.