##### R-code for making Figure 3.2 to demonstrate the CUSUM chart with
##### ARL0=200 and k=0.25

set.seed(10)

x1 = c(rnorm(50,0,1),rnorm(50,0.5,1))

N = length(x1)

k=0.25

cn1 = rep(0,N)
cn1[1] = max(0,x1[1]-k)

for(i in 2:N){
   cn1[i] <- max(0,cn1[i-1]+x1[i]-k)
}

ii <- seq(1,N)

pdf("fig32.pdf",width=7,height=3)

par(mfrow=c(1,2), mar=c(4,4,2,2))

plot(ii,x1,type="o",lty=1,pch=16,xlab="n",
     ylab=expression(X[n]),mgp=c(2,1,0),xlim=c(0,N), 
     ylim=c(-2.5,3.5), cex=0.8)
title(xlab="(a)",cex=0.9)

plot(ii,cn1,type="o",lty=1,pch=16,xlab="n",
     ylab=expression(C[n]^{"+"}),mgp=c(2,1,0),xlim=c(0,N), 
     ylim=c(0,17),cex=0.8)
lines(ii,rep(5.597,N),lty=2,cex=0.8)
title(xlab="(b)",cex=0.9)

graphics.off()