From: Debanjan Bhattacharjee <debanjan.bhattacharjee_at_gmail.com>

Date: Wed, 26 Nov 2008 02:44:24 -0500

smm <- NULL

sm <- NULL

N <- NULL

Nout <- NULL

T <- NULL

k<-0

x <- rnorm(100,theta1,theta1)

for(i in 1:length(x))

for(j in 2:200)

{

for(k in (N[j-1]+1):length(x))

}

Date: Wed, 26 Nov 2008 02:44:24 -0500

Can any one help me to solve problem in my code? I am actually trying to
find the stopping index N.

So first I generate random numbers from normals. There is no problem in
finding the first stopping index.

Now I want to find the second stopping index using obeservation starting
from the one after the first stopping index.
E.g. If my first stopping index was 5. I want to set 6th observation from
the generated normal variables as the first random
number, and I stop at second stopping index.

This is my code,

alpha <- 0.05

beta <- 0.07

a <- log((1-beta)/alpha)

b <- log(beta/(1-alpha))

theta1 <- 2

theta2 <- 3

cumsm<-function(n)

{y<-NULL for(i in 1:n) {y[i]=x[i]^2} s=sum(y) return(s) } psum <- function(p,q) {z <- NULL for(l in p:q) { z[l-p+1] <- x[l]^2} ps <- sum(z) return(ps) }

smm <- NULL

sm <- NULL

N <- NULL

Nout <- NULL

T <- NULL

k<-0

x <- rnorm(100,theta1,theta1)

for(i in 1:length(x))

{ sm[i] <- psum(1,i) T[i] <-

((i/2)*log(theta1/theta2))+(((theta2-theta1)/(2*theta1*theta2))*sm[i])-(i*(theta2-theta1)/2)

if (T[i]<=b | T[i]>=a){N[1]<-i break} }

for(j in 2:200)

{

for(k in (N[j-1]+1):length(x))

{ smm[k] <- psum((N[j-1]+1),k) T[k] <-

((k/2)*log(theta1/theta2))+(((theta2-theta1)/(2*theta1*theta2))*smm[k])-(k*(theta2-theta1)/2)

if (T[k]<=b | T[k]>=a){N[j]<-k break} }

}

But I cannot get the stopping index after the first one.

Tanks

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