##### R-code for making Figure 5.4

delta=seq(0,2,0.1)
n=length(delta)

ARL005 = rep(0,n)
ARL01  = rep(0,n)
ARL02  = rep(0,n)

for(i in 1:n){
   ARL005[i]=xewma.arl(l=0.05,c=2.216,mu=delta[i],sided="two")
   ARL01[i] =xewma.arl(l=0.1,c=2.454,mu=delta[i],sided="two")
   ARL02[i] =xewma.arl(l=0.2,c=2.635,mu=delta[i],sided="two")
}

postscript("fig54.ps",width=5,height=5,horizontal=F)

plot(delta,log(ARL005),type="l",lty=1,xlab=expression(delta),
     yaxt="n",ylab=expression(ARL[1]),mgp=c(2,1,0),xlim=c(0,2), 
     ylim=c(0,5.5),cex=0.8)
lines(delta,log(ARL01),lty=2,cex=0.8)
lines(delta,log(ARL02),lty=3,cex=0.8)
axis(2,at=c(log(1),log(5),log(15),log(50),log(200)),
     labels=c("0","5","15","50","200"),cex=0.8)
legend(1.4,5.5,legend=c("lambda=0.05","lambda=0.1","lambda=0.2"),
       lty=1:3,cex=0.7)

graphics.off()