Я застрял в неправильном l oop, где я не могу найти проблему.
Вот мой код:
parametrosSUSEP <- read_delim("parametrosSUSEP.txt",
";", escape_double = FALSE, locale = locale(encoding = "LATIN1"),
trim_ws = TRUE)
parametrosSUSEP$lambda.2 <- as.numeric(as.character(parametrosSUSEP$lambda.2))
sapply(parametrosSUSEP, class)
#View(parametrosSUSEP)
#testando IGPM
paramigpm <- filter(parametrosSUSEP, tipo == "Cupom de IGPM")
paramigpm$lambda.2 <- as.numeric(as.character(paramigpm$lambda.2))
paths <- 1440
count<-50
sample<-matrix(0,count,paths)
for(i in 1:paths)
{
for(j in 1:count)
{
sample[j,i]<-paramigpm[j,3]+paramigpm[j,4]*((1-exp(-paramigpm[j,7]*(j/12)))/(paramigpm[j,7]*(j/12)))+paramigpm[j,5]*(((1-exp(-paramigpm[j,7]*(j/12)))/(paramigpm[j,7]*(j/12)))-exp(-paramigpm[j,7]*(j/12)))+paramigpm[j,6]*(((1-exp(-paramigpm[j,8]*(j/12)))/(paramigpm[j,8]*(j/12)))-(exp(-paramigpm[j,8]*(j/12))))
}
}
вот база парадигмы:
data.base tipo beta.0 beta.1 beta.2 beta.3 lambda.1 lambda.2
30/12/2015 Cupom de IGPM 0.06687 0.10753 -0.53738 0.33812 10.00000 6.83351
2 29/01/2016 Cupom de IGPM 0.07668 -0.16276 1.16936 -0.92523 1.56388 1.30265
3 29/02/2016 Cupom de IGPM 0.07294 -0.02509 0.52827 -0.50058 1.14443 1.03238
4 31/03/2016 Cupom de IGPM 0.06295 0.01153 0.55774 -0.57870 0.91914 0.89843
5 29/04/2016 Cupom de IGPM 0.05781 0.03567 0.04236 -0.03919 3.32304 1.03832
6 31/05/2016 Cupom de IGPM 0.05676 -0.01034 0.11419 -0.01453 7.23292 0.67533
7 30/06/2016 Cupom de IGPM 0.05567 0.01449 1.26138 -1.18606 2.38482 2.25601
8 29/07/2016 Cupom de IGPM 0.05674 0.23433 -0.17887 -0.48069 1.42381 10.00000
9 31/08/2016 Cupom de IGPM 0.05611 0.03615 -1.78009 1.79587 1.71836 1.77583
10 30/09/2016 Cupom de IGPM 0.05549 0.03046 1.26377 -1.24858 1.79469 1.71938
11 31/10/2016 Cupom de IGPM 0.05581 0.03618 0.00000 -0.01291 1.36714 0.61593
12 30/11/2016 Cupom de IGPM 0.05558 0.07972 -1.30665 1.26740 4.44143 4.24267
13 29/12/2016 Cupom de IGPM 0.05739 -0.11101 0.24351 -0.05599 7.94586 4.83764
14 31/01/2017 Cupom de IGPM 0.05589 0.00216 0.14669 -0.12787 4.48784 5.59940
15 24/02/2017 Cupom de IGPM 0.05153 0.12355 1.61131 -1.72330 9.41451 10.00000
16 31/03/2017 Cupom de IGPM 0.05192 0.05972 -0.04977 0.00196 2.49142 2.47136
17 28/04/2017 Cupom de IGPM 0.05389 0.00440 -0.37972 0.36394 2.90038 3.01984
18 31/05/2017 Cupom de IGPM 0.05344 0.09893 -2.96686 2.79284 4.78652 4.69142
19 30/06/2017 Cupom de IGPM 0.05776 0.12717 -0.02339 -0.07568 10.00000 2.07152
20 31/07/2017 Cupom de IGPM 0.05774 0.01237 -0.02476 -0.06521 10.00000 0.97782
21 31/08/2017 Cupom de IGPM 0.06021 -0.00848 -0.06224 -0.06082 10.00000 0.71616
22 29/09/2017 Cupom de IGPM 0.05668 -0.00805 -0.04295 -0.05595 9.30830 0.77206
23 31/10/2017 Cupom de IGPM 0.05914 0.01596 -0.07282 -0.06083 10.00000 0.72770
24 30/11/2017 Cupom de IGPM 0.05504 -0.09599 1.58259 -1.49045 2.36014 2.20519
25 28/12/2017 Cupom de IGPM 0.05601 -0.14649 1.66208 -1.51932 2.68332 2.46334
26 31/01/2018 Cupom de IGPM 0.05332 -0.04144 1.57919 -1.60136 3.49265 3.34077
27 28/02/2018 Cupom de IGPM 0.05262 -0.09979 0.01703 -0.06103 10.00000 2.26365
28 29/03/2018 Cupom de IGPM 0.05125 -0.03365 -0.00567 -0.01327 1.18414 4.60497
29 30/04/2018 Cupom de IGPM 0.05212 0.00459 -0.05393 -0.05934 1.36023 6.64501
30 30/05/2018 Cupom de IGPM 0.04896 -0.22171 0.16034 0.46607 1.17117 9.18330
31 29/06/2018 Cupom de IGPM 0.05416 -0.09822 0.09136 0.16926 0.90967 8.21303
32 31/07/2018 Cupom de IGPM 0.05866 -0.00631 0.02878 -0.10745 6.58998 3.19972
33 31/08/2018 Cupom de IGPM 0.06044 -0.10910 1.57949 -1.54390 6.28539 5.81191
34 28/09/2018 Cupom de IGPM 0.06315 -0.16737 -0.05945 0.25583 3.25936 9.76047
35 31/10/2018 Cupom de IGPM 0.05329 -0.01806 -0.99342 1.00713 5.45280 6.22396
36 30/11/2018 Cupom de IGPM 0.05167 0.12055 -0.06810 -0.08995 10.00000 2.63938
37 28/12/2018 Cupom de IGPM 0.04808 0.22694 -0.18704 -0.07170 10.00000 2.49406
38 31/01/2019 Cupom de IGPM 0.04452 -0.00830 -0.01959 -0.07483 10.00000 2.33891
39 28/02/2019 Cupom de IGPM 0.04479 -0.12303 0.10396 -0.09762 10.00000 3.14604
40 29/03/2019 Cupom de IGPM 0.04498 -0.03407 0.57767 -0.60946 2.48413 2.39126
41 30/04/2019 Cupom de IGPM 0.04618 -0.04574 1.65859 -1.67825 4.79187 4.59441
42 31/05/2019 Cupom de IGPM 0.04464 -0.01124 1.63732 -1.69973 3.55195 3.47984
43 28/06/2019 Cupom de IGPM 0.03549 -0.10171 0.08111 0.16132 1.03428 7.99517
44 31/07/2019 Cupom de IGPM 0.03943 0.01861 -0.04726 -0.06556 8.84357 1.76654
45 30/08/2019 Cupom de IGPM 0.03695 0.04297 -0.07560 -0.04724 7.75907 2.02774
46 30/09/2019 Cupom de IGPM 0.01829 -0.00570 0.24609 -0.22962 0.46440 0.60637
47 31/10/2019 Cupom de IGPM 0.03531 -0.02274 -0.03607 -0.07233 8.95788 1.42951
48 29/11/2019 Cupom de IGPM 0.03827 0.06574 -0.15809 -0.07484 10.00000 1.49026
49 30/12/2019 Cupom de IGPM 0.04711 -0.08016 0.26787 -0.25100 0.98773 0.81394
50 31/01/2020 Cupom de IGPM 0.04129 -0.00692 -0.03125 -0.06966 0.75165 2.43783
Вы можете понять это?