#for laplace distribution need library (LaplacesDemon).

set.seed(5577)

rl<-c()

G<-c()

H<-c()

vt<-c()

var_SP<-c()

arl<-c()

n=7;Tk1=0.9165;mu.x=0.178;la=0.12;r0=370;a=-1.0827;b=2.8042;c=0.5678;Tk=0.00335

k1=2.787

k2=1.479

shift<-c(1.00,1.05,1.10,1.15,1.2,1.25,1.3,1.4,1.50,1.6,1.7,1.8,1.9,2.00,2.25,2.50,3.00,4)

for(l in 1:length(shift))

{

p1=shift[l]

for(j in 1:1000)

{

run=0

rep=0

for(i in 1:5000)

{

X=rnorm(n,0,1);X

sk=var(X);sk

x[i]=a+b*log(sk+c);x

var.x=var(x);var.x

ucl1=Tk+k1*sqrt((la/(2-la))*var.x);ucl1

lcl1=Tk-k1*sqrt((la/(2-la))*var.x);lcl1

ucl2=Tk+k2*sqrt((la/(2-la))*var.x);ucl2

lcl2=Tk-k2*sqrt((la/(2-la))*var.x);lcl2

#if (i==1){G[i]=la*SR[i])+(1-la)*mu.x}else{G[i])=la*SR[i]+(1-la)*G[i-1]}

if (i==1){H[i]=la*x[i]+(1-la)*mu.x} else{H[i]=la*x[i]+(1-la)*H[i-1]}

if(H[i]>ucl1|H[i]<lcl1){runs=i

break

}

if((H[i]>=lcl1 & H[i]<lcl2) | (H[i]>ucl2 & H[i]<=ucl1)){

rep=rep+1;

}

}

if(runs>0)

rl[j]=runs-rep

}

}

arl=mean(rl)

SDRL=sd(rl)

MDRL=median(rl)

print(cbind(arl,SDRL))