#********************************************************************************
# Function to calculate the alert threshold for SSA CUSUM charts
h_calc <- function(resids, MRL0 = 200, reps = 10000){
# reps: number of replications used to estimate the value of h
# MRL0: average in-control run length
#print(mean(resids))
#resids<-resids-mean(resids)
hvals <- rep(NA, times = reps)
for(r in 1:reps){
data0 <- resids[sample(1:length(resids), size = MRL0, replace = TRUE)] * sample(c(-1, 1), size = MRL0, replace = TRUE)
cusumvals <- rep(NA, times = MRL0)
cusumvals[1] <- max(0, data0[1])
for(i in 2:MRL0){
cusumvals[i] <- max(0, cusumvals[i - 1] + data0[i])
}
hvals[r] <- max(cusumvals)
}
return(median(hvals))
#return(mean(hvals))
}
#********************************************************************************
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