##### R-code for making Figure 4.12. It also generates the data 
##### file "example412.dat" used in Example 4.12

set.seed(100)

x = c(rnorm(10,0,1),rnorm(30,0.5,1))

xbar = rep(0,length(x))
xstd = rep(0,length(x))
zn   = rep(0,length(x))
cnss = rep(0,length(x))
cn   = rep(0,length(x))

for(i in 1:length(x)){
   xbar[i] = mean(x[1:i])
}

for(i in 2:length(x)){
   xstd[i] = sd(x[1:i])
}

for(i in 3:length(x)){
   zn[i] = qnorm(pt(sqrt((i-1)/i)*(x[i]-xbar[i-1])/xstd[i-1],i-2))
}

k=0.25
h=5.597

cn[1] = max(0,x[1]-k)

for(i in 2:length(x)){
   cn[i] = max(0,cn[i-1]+x[i]-k)
}

for(i in 3:length(x)){
   cnss[i] = max(0,cnss[i-1]+zn[i]-k)
}

n = seq(1,length(x))

write.table(cbind(n, x,xbar,xstd,zn,cn,cnss),"example412.dat",
row.names=F,col.names=F)

postscript("fig412.ps",width=4.5,height=4.5,horizontal=F)

plot(n,cnss,type="o",lty=1,pch=16,xlab="n",
     ylab="",mgp=c(2,1,0),xlim=c(0,length(x)), 
     ylim=c(0,12.1),cex=0.8)
lines(n,rep(h,length(x)),lty=2,cex=0.8)
lines(n,cn,lty=3,cex=0.8)

graphics.off()