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# Computation of CUSUM ARLs (mean monitoring, t distributed data)
xtcusum.arl <- function(k, h, df, mu, hs=0, sided="one", mode="tan", r=30) {
if ( k < 0 )
stop("k has to be non-negative")
if ( h <= 0 )
stop("h has to be positive")
if ( df < 1 )
stop("df must be greater or equal to 1")
if ( hs < 0 | ( sided=="two" & hs>h/2+k ) | ( sided=="one" & hs>h ) )
stop("wrong headstart")
ntyp <- -1 + pmatch(mode, c("identity", "sin", "sinh", "tan"))
if ( is.na(ntyp) )
stop("substitution type not provided (yet)")
if ( r < 4 )
stop("r is too small")
ctyp <- pmatch(sided, c("one", "two")) - 1
if (is.na(ctyp))
stop("invalid cusum type")
arl <- .C("xtcusum_arl",
as.integer(ctyp), as.double(k), as.double(h), as.double(hs), as.integer(df), double(mu), as.integer(r), as.integer(ntyp),
ans=double(length=1), PACKAGE="spc")$ans
names(arl) <- NULL
return (arl)
}
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