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
--

	[[alternative HTML version deleted]]

