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# Computation of EWMA survival function (simultaneous mean & variance monitoring)
xsewma.sf <- function(n, lx, cx, ls, csu, df, mu, sigma,
hsx=0, Nx=40,
csl=0, hss=1, Ns=40,
sided="upper", qm=30) {
if ( n < 1 ) stop("n has to be a natural number")
if ( lx<=0 | lx>1 ) stop("lx has to be between 0 and 1")
if ( ls<=0 | ls>1 ) stop("ls has to be between 0 and 1")
if ( cx<=0 ) stop("cx has to be positive")
if ( csu<=0 ) stop("csu has to be positive")
if ( csl<0 ) stop("csl has to be non-negative")
if ( sigma<=0 ) stop("sigma must be positive")
if ( df<1 ) stop("df must be larger than or equal to 1")
if ( abs(hsx)>cx ) stop("wrong headstart hsx")
if ( hss<csl | hss>csu ) stop("wrong headstart hss")
if ( Nx<5 ) stop("Nx is too small")
if ( Ns<10 ) stop("Ns is too small")
if ( qm<5 ) stop("qm is too small")
ctyp <- pmatch(sided, c("upper","Rupper","two","lower")) - 1
if (is.na(ctyp)) stop("invalid ewma type")
sf <- .C("xsewma_sf", as.integer(ctyp),
as.double(lx),as.double(cx),as.double(hsx),as.integer(Nx),
as.double(ls),as.double(csl),as.double(csu),as.double(hss),as.integer(Ns),
as.double(mu),as.double(sigma),as.integer(df),as.integer(qm),
as.integer(n),
ans=double(length=n),PACKAGE="spc")$ans
names(sf) <- NULL
sf
}
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