在我的计算中,我需要整合分位数函数以实现罕见的解除。我确定了自己的分位数函数:
Value_at_Risk <- function(alpha_VaR){
test <- 0
for(i in 0:n){
test <- test + dbinom(i,n,0.1) ### i tried it out for binom, but my density is different
if(test >= alpha_VaR){
break
}
}
return(as.numeric(i))
}
integrate(Value_at_Risk,0.5,0.9)
Error in integrate(Value_at_Risk, 0.5, 0.9) :
evaluation of function gave a result of wrong length
In addition: Warning messages:
1: In if (test >= alpha_VaR) { :
the condition has length > 1 and only the first element will be used
如果我理解正确,那么因为integrate
我的alpha_VaR
不再是长度为1的数字向量。有办法解决吗?