##### R-code for Example 3.5 and Fig 3.6. It writes related data to file
##### "example35.dat"

#### Generate 20 batches of data with the batch size 10 from the
#### t_4 distribution, and another 10 batches of data from t_4+1.5

set.seed(10)

x1=matrix(rt(200,4),nrow=20,ncol=10)
x2=matrix(rt(100,4)+1.5,nrow=10,ncol=10)

x = rbind(x1,x2)
n = length(x[,1])

# Define the charting statistic psi_i

psi=rep(0,n)   
for(i in 1:n){
   psi[i]=sum(sign(x[i,])*rank(abs(x[i,])))
}

write.table(round(cbind(x,psi),digits=3), 
            file="example35.dat",col.names=T, row.names=F)

pdf("fig36.pdf",width=7,height=3.5)

par(mfrow=c(1,2),mar=c(5,4,1,1))

xx=c(x)
ii = rep(seq(1,n),10)

plot(ii,xx,type="p",pch=16,xlab="n",ylab=expression(X[nj]),mgp=c(2,1,0),
     xlim=c(0,31), ylim=c(-7,7), cex=0.8)
title(xlab="(a)",cex=0.9)

i1=seq(1,n)

plot(i1,psi,type="o",lty=1,pch=16,xlab="n",
     ylab=expression(psi[n]),mgp=c(2,1,0),xlim=c(0,31), 
     ylim=c(-40,55),cex=0.8)
lines(i1,rep(49,n),lty=2,cex=0.8)
title(xlab="(b)",cex=0.9)

graphics.off()