##### R-code for making Figure 5.3

rho = c(1,1.5,2,2.5,3)

ARL005 = c(17.897,48.093,127.528,379.091,1379.348)
ARL01  = c(10.422,27.429, 73.276,223.350, 842.150)
ARL02  = c(6.374, 16.416, 44.538,141.098, 559.874)
ARL03  = c(4.940, 12.517, 34.520,112.903, 465.553)

postscript("fig53.ps",width=5,height=5,horizontal=F)

plot(rho,log(ARL005),type="l",lty=1,xlab=expression(rho),yaxt="n",
     ylab=expression(ARL[0]),mgp=c(2,1,0),xlim=c(1,3), 
     ylim=c(0,7.5),cex=0.8)
lines(rho,log(ARL01),lty=2,cex=0.8)
lines(rho,log(ARL02),lty=3,cex=0.8)
lines(rho,log(ARL03),lty=4,cex=0.8)
axis(2,at=c(log(1),log(5),log(15),log(50),log(200),log(1000)),
     labels=c("0","5","15","50","200","1000"),cex=0.8)
legend(1,7.5,legend=c("lambda=0.05","lambda=0.1","lambda=0.2","lambda=0.3"),
       lty=1:4,cex=0.7)

graphics.off()