将一级Alpha转换为多级Alpha

Question

我想为我的硕士论文编写代码，但是为此，我需要使用多级alpha。如何为多级alpha调整以下代码？我的意思是代替alpha = 0.05，我需要alphas = c（0.01,0.05,0.1）。请帮助我，这对我的论文真的很重要。

风险=函数（密度，alpha，方法）{     ＃以密度估算n个交易日的alpha风险价值和预期短缺     #densities =具有n个交易日（行）的经验分布（列）的矩阵

output = matrix(data = vector(length = length(densities[1,]) * 2) , nrow = length(densities[1,]), ncol = 2)
colnames(output) = c("VaR","ES")


len = length(densities[,1])
if(method == "FHS"){
    i = (1 - alpha * 2) * len
    output[,1] = sqrt(densities[i,])
    output[,2] = apply(sqrt(densities[i:len,]), 2, mean)
}

else{
    i = alpha * len
    output[,1] = -densities[i,] 
    output[,2] = apply(-densities[1:i,] , 2, mean)
}
return (output)

}