我试图弄清楚哪种分布符合最佳对数股票回报。这是我的代码:
library(TTR)
sign="^GSPC"
start=19900101
end=20160101
x <- getYahooData(sign, start = start, end = end, freq = "daily")
x$logret <- log(x$Close) - lag(log(x$Close))
x=x[,6]
我想使用我从这个惊人的帖子https://stats.stackexchange.com/questions/132652/how-to-determine-which-distribution-fits-my-data-best获得的函数descdist(x, discrete = FALSE)
但是r给了我这个错误:Error in descdist(x, discrete = FALSE) : data must be a numeric vector
如何将我的数据转换为数字向量?? < / p>
dput(head(x))
的输出是:
structure(c(NA, -0.00258888580664607, -0.00865029791190164, -0.00980414107803274,
0.00450431207515223, -0.011856706127011), class = c("xts", "zoo"
), .indexCLASS = "Date", .indexTZ = "UTC", tclass = "Date", tzone = "UTC", index = structure(c(631238400,
631324800, 631411200, 631497600, 631756800, 631843200), tzone = "UTC", tclass = "Date"), .Dim = c(6L,
1L), .Dimnames = list(NULL, "logret"))
答案 0 :(得分:0)
使用x
预处理as.numeric(na.omit(x))
,或只是运行
descdist(as.numeric(na.omit(x)), discrete = FALSE)