R语言中weibull分布求Var序列 求大神看一下,这段代码到底怎么改 redata <

wcaklwss |浏览2767次
2018/06/10 16:15
R语言中weibull分布求Var序列 求大神看一下,这段代码到底怎么改 redata <- exp(gsq$ret) lgwbull <- function(params){ lambda <- params[1] k <- params[2] n <- length(redata) lgw <- 0 for(i in 1:n){ lgw <- lgw+log((k/lambda)*((redata[i]/lambda)^(k-1))*exp(-(redata[i]/lambda)^k)) } return(lgw) } xmle <- optim(c(1,1),fn=lgwbull,method="BFGS",control=list(fnscale= - 1)) lambda <- xmle$par[1] k <- xmle$par[2] dVaR <- log(qweibull(1-alpha,k,lambda)) 错误提示为:xmle <- optim(c(1,1),fn=lgwbull,method="BFGS",control=list(fnscale= - 1)) Error in optim(c(1, 1), fn = lgwbull, method = "BFGS", control = list(fnscale = -1)) : objective function in optim evaluates to length 0 not 1 > lambda <- xmle$par[1] Error: object 'xmle' not found > k <- xmle$par[2] Error: object 'xmle' not found > dVaR <- log(qweibull(1-alpha,k,lambda)) Error in qweibull(1 - alpha, k, lambda) : object 'alpha' not found >
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2018/06/11 14:14

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