Question

我想运行一个应用函数，该函数使用具有越来越多数据的不同多变量GARCH模型。要运行GARCH模型，我需要运行cgarchspec函数来确定之后我将适合的变量数。出于某种原因，以下apply功能不起作用

library(rmgarch)
func.garch.i <- function(x) {
cgarch11spec.loop <- cgarchspec(uspec =multispec(replicate(x,garch11.spec)), VAR = TRUE, robust = FALSE, lag = 1, lag.max = NULL,
                              lag.criterion = c("AIC", "HQ", "SC", "FPE"), external.regressors = NULL,
                              robust.control = list(gamma = 0.25, delta = 0.01, nc = 10, ns = 500),
                              dccOrder = c(1, 1), asymmetric = FALSE,
                              distribution.model = list(copula = c("mvnorm"),
                                                        method = c("Kendall"), time.varying = TRUE,
                                                        transformation = c("parametric")),
                              start.pars = list(), fixed.pars = list())
}
nb <- seq(2,3)
apply(nb, func.garch.i(x))

参数garch11.spec被定义为：

garch11.spec = ugarchspec(mean.model = list(armaOrder = c(0,0)),
                        variance.model = list(garchOrder = c(1,1),
                                              model = "sGARCH"),
                        distribution.model = "norm")

但是，如果我尝试运行func.garch.i(2)，那么效果很好...为什么函数在apply函数中不起作用？

Answer 1

对于那些可能遇到同样问题的人，我终于找到了解决方案。必须先隔离并计算函数<Card@ImageButton>: size_hint: 0.8,0.8 pos_hint: {'x':0, 'y':0.1} on_press: print('confirming press') on_press: root.main_pop.open() <PlayMatWidget>: id: PlayMat canvas: Rectangle: size: self.size pos: self.pos source: 'tron1.png' StackLayout: id: OppHand size_hint: 0.6, 0.1 pos_hint: {'x':0.2,'y': 0.9} canvas: Rectangle: size: self.size pos: self.pos source: 'background.png' StackLayout: id: OppField size_hint: 0.6, 0.4 pos_hint: {'x':0.2, 'y':0.5} canvas: Rectangle: size: self.size pos: self.pos source: 'background.png' StackLayout: id: cards size_hint: 0.6,0.4 pos_hint: {'x':0.2, 'y':0.1} canvas: Rectangle: size: self.size pos: self.pos source: 'background.png' AnchorLayout: id: PlayerFieldAnchor anchor_x: 'center' anchor_y: 'center' size_hint: 0.6,0.4 pos_hint: {'x':0.2, 'y':0.1} canvas.before: Rectangle: size: self.size pos: self.pos source: 'background.png' BoxLayout: id: PlayerField orientation: 'horizontal' StackLayout: id: PlayerHand orientation: 'lr-tb' size_hint: 0.6,0.1 pos_hint: {'x': 0.2, 'y':0} canvas: Rectangle: size: self.size pos: self.pos source: 'background.png' ImageButton: id: PlayerDeck source: 'cardback.png' size_hint: 0.15, 0.15 pos_hint: {'x':0.025,'y':0.05} on_press: root.draw()：

multispec

R - 函数cgarchspec单独工作但不适用于apply函数

1 个答案: