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xewma.crit.prerun <- function(l, L0, mu, zr=0, hs=0, sided="two", limits="fix", size=100, df=NULL, estimated="mu", qm.mu=30, qm.sigma=30,
truncate=1e-10, c.error=1e-12, L.error=1e-9, OUTPUT=FALSE) {
if ( OUTPUT ) cat("\nc\t\tL\n")
c2 <- xewma.crit(l, L0, mu0=mu, zr=zr, hs=hs, sided=sided, limits=limits)
L2 <- xewma.arl.prerun(l, c2, mu, zr=zr, hs=hs, sided=sided, limits=limits, q=1, size=size, df=df, estimated=estimated, qm.mu=qm.mu, qm.sigma=qm.sigma, truncate=truncate)
if ( OUTPUT ) cat(paste(c2,"\t",L2,"\n"))
if ( L2 < L0 ) {
while ( L2 < L0 ) {
L1 <- L2
c2 <- c2 + .5
L2 <- xewma.arl.prerun(l, c2, mu, zr=zr, hs=hs, sided=sided, limits=limits, q=1, size=size, df=df, estimated=estimated, qm.mu=qm.mu, qm.sigma=qm.sigma, truncate=truncate)
if ( OUTPUT ) cat(paste(c2,"\t",L2,"\n"))
}
c1 <- c2 - .5
} else {
while ( L2 >= L0 ) {
L1 <- L2
c2 <- c2 - .5
L2 <- xewma.arl.prerun(l, c2, mu, zr=zr, hs=hs, sided=sided, limits=limits, q=1, size=size, df=df, estimated=estimated, qm.mu=qm.mu, qm.sigma=qm.sigma, truncate=truncate)
if ( OUTPUT ) cat(paste(c2,"\t",L2,"\n"))
}
c1 <- c2 + .5
}
if ( size < 51 ) {
if ( qm.mu < 70 ) qm.mu <- 70
if ( qm.mu < 70 ) qm.mu <- 70
if ( size < 31 ) {
if ( qm.mu < 90 ) qm.mu <- 90
if ( qm.mu < 90 ) qm.mu <- 90
}
if ( L2 < L0 ) {
while ( L2 < L0 ) {
L1 <- L2
c2 <- c2 + .1
L2 <- xewma.arl.prerun(l, c2, mu, zr=zr, hs=hs, sided=sided, limits=limits, q=1, size=size, df=df, estimated=estimated, qm.mu=qm.mu, qm.sigma=qm.sigma, truncate=truncate)
if ( OUTPUT ) cat(paste(c2,"\t",L2,"\n"))
}
c1 <- c2 - .1
} else {
while ( L2 >= L0 ) {
L1 <- L2
c2 <- c2 - .1
L2 <- xewma.arl.prerun(l, c2, mu, zr=zr, hs=hs, sided=sided, limits=limits, q=1, size=size, df=df, estimated=estimated, qm.mu=qm.mu, qm.sigma=qm.sigma, truncate=truncate)
if ( OUTPUT ) cat(paste(c2,"\t",L2,"\n"))
}
c1 <- c2 + .1
}
}
L.error_ <- 1; c.error_ <- 1
while ( L.error_ > L.error & c.error_ > c.error ) {
c3 <- c1 + (L0 - L1)/(L2 - L1)*(c2 - c1)
L3 <- xewma.arl.prerun(l, c3, mu, zr=zr, hs=hs, sided=sided, limits=limits, q=1, size=size, df=df, estimated=estimated, qm.mu=qm.mu, qm.sigma=qm.sigma, truncate=truncate)
if ( OUTPUT ) cat(paste(c3,"\t",L3,"\n"))
c1 <- c2; c2 <- c3
L1 <- L2; L2 <- L3
L.error_ <- abs(L2 - L0); c.error_ <- abs(c2 - c1)
}
names(c3) <- "c"
c3
}
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