发布时间 : 星期三 文章R语言菜鸟联系笔记 9更新完毕开始阅读2f37fa802b160b4e777fcf33
? 基于平安银行从2013-1-4值2013-12-31的日收盘价，计算其日对数收益
? >abc<-read.table(\der=T)
? > attach(abc) ? >Clsprc
? [1] 15.99 16.30 16.00 15.86 15.87 15.54 17.09 17.61 17.82 17.74 18.33 19.70 20.48 20.05 19.45 19.15 21.07 ? [18] 21.38 21.33 21.10 22.43 22.01 21.78 21.86 20.85 20.75 20.90 20.81 20.30 19.60 19.12 20.01 20.85 21.02 ? [35] 23.00 23.06 21.75 23.93 24.25 23.74 22.86 22.63 21.72 22.09 21.67 22.20 21.35 21.50 23.10 22.96 23.03 ? [52] 22.76 22.14 22.15 20.02 20.12 20.39 20.44 20.45 19.93 19.94 19.40 19.41 18.90 18.56 18.75 18.49 19.10 ? [69] 20.24 20.23 19.08 19.40 18.83 18.70 18.91 19.73 20.31 20.25 20.38 20.13 20.19 19.92 19.29 19.30 20.31 ? [86] 20.39 20.98 21.10 21.16 20.52 20.69 20.42 21.60 21.28 21.20 20.99 20.91 21.13 20.81 20.13 19.53 18.79 ? [103] 19.06 19.24 19.73 19.24 11.18 11.28 10.15 9.98 9.76 9.60 9.97 9.75 9.60 9.33 9.37 9.37 8.99 ? [120] 9.00 9.40 10.34 10.34 10.51 10.38 10.14 9.82 9.43 9.42 9.96 9.76 9.81 9.64 9.41 9.68 9.59 ? [137] 9.92 9.82 9.94 9.92 9.93 9.89 9.85 10.33 10.50 10.43 10.20 10.58 10.79 11.00 10.91 10.95 10.62 ? [154] 10.90 10.88 10.63 10.64 10.61 10.75 11.20 11.08 11.03 12.13 12.44 12.69 13.47 13.21 13.20 12.79 12.79
? [171] 12.88 12.27 12.03 11.66 11.90 11.88 12.21 12.55 12.28 12.69 12.49 12.21 12.01 12.00 12.20 12.33 12.05
? [188] 12.58 13.00 13.43 13.13 14.12 14.40 13.90 13.87 13.56 13.66 13.15 13.27 13.33 13.40 14.05 13.33 13.14
? [205] 13.36 14.09 13.82 13.99 13.94 13.67 13.50 13.47 13.57 13.62 13.60 13.75 13.54 13.60 13.43 13.29 13.19
? [222] 13.29 12.84 12.72 12.55 12.75 12.72 12.76 12.50 11.91 11.95 11.70 11.72 11.45 11.75 11.74 12.25 ? >length(Clsprc) ? [1] 237
? >fun1<-function(a){ ? + #fr<-0 ? + r<-c() ? + r[0]<-0
? + for (i in 1:(length(a)-1)){
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ?
+ r[i+1]<-log(a[i+1]/a[i]) + #r[i+1]<-r[i]+r[i+1] + }
+ return (r) + }
>fun1(Clsprc)
[1] NA 0.0192015810 -0.0185763856 -0.0087885060 0.0006303183 -0.0210131896 0.0950761522 [8] 0.0299734254 0.0118544995 -0.0044994452 0.0327170850 0.0720795739 0.0388301644 -0.0212196464 [15] -0.0303820837 -0.0155443544 0.0955475122 0.0146056778 -0.0023413731 -0.0108414920 0.0611263081 [22] -0.0189024530 -0.0105047780 0.0036663652 -0.0473045345 -0.0048077016 0.0072029123 -0.0043155186 [29] -0.0248127544 -0.0350913198 -0.0247946586 0.0454972410 0.0411217996 0.0081204172 0.0900198505 [36] 0.0026052989 -0.0584857573 0.0955191444 0.0132837155 -0.0212552282 -0.0377727308 -0.0101121987 [43] -0.0410429646 0.0168915224 -0.0191962019 0.0241634733 -0.0390405492 0.0070011955 0.0717796824 [50] -0.0060790461 0.0030441424 -0.0117931046 -0.0276186820 0.0004515692 -0.1011057226 0.0049825713 [57] 0.0133302394 0.0024491807 0.0004891172 -0.0257567483 0.0005016303 -0.0274546985 0.0005153311 [64] -0.0266264751 -0.0181531947 0.0101850251 -0.0139637070 0.0324582897 0.0579725094 -0.0004941932 [71] -0.0585259852 0.0166324000 -0.0298217234 -0.0069278188 0.0111673588 0.0424494374 0.0289730556 [78] -0.0029585820 0.0063992342 -0.0123427881 0.0029761927 -0.0134631802 -0.0321374252 0.0005182690 [85] 0.0510082797 0.0039312090 0.0285250184 0.0057034375 0.0028395665 -0.0307125867 0.0082504715 [92] -0.0131356790 0.0561785020 -0.0149256502 -0.0037664828 -0.0099550478 -0.0038186204 0.0104663182 [99] -0.0152601912 -0.0332224008 -0.0302594948 -0.0386269315 0.0142670848 0.0093995470 0.0251488748 [106] -0.0251488748 -0.5428649775 0.0089047783 -0.1055575406 -0.0168906152 -0.0222906899 -0.0165293020 [113] 0.0378174855 -0.0223132990 -0.0155041865 -0.0285280836 0.0042780814 0.0000000000 -0.0414002478 [120] 0.0011117289 0.0434851119 0.0953101798 0.0000000000 0.0163073158 -0.0124463072 -0.0233928796 [127] -0.0320668758 -0.0405250257 -0.0010610081 0.0557419830 -0.0202846712 0.0051098732 -0.0174811650
? [134] -0.0241481550 0.0282889477 -0.0093410124 0.0338320324 -0.0101317989 0.0121458983 -0.0020140994 ? [141] 0.0010075568 -0.0040363324 -0.0040526905 0.0475808279 0.0163229740 -0.0066889882 -0.0222985487 ? [148] 0.0365777061 0.0196543528 0.0192754935 -0.0082154730 0.0036596564 -0.0306004404 0.0260237734 ? [155] -0.0018365478 -0.0232460491 0.0009402916 -0.0028235313 0.0131088019 0.0410080237 -0.0107720970 ? [162] -0.0045228481 0.0950628897 0.0252353644 0.0198971944 0.0596507087 -0.0194908719 -0.0007572889 ? [169] -0.0315532140 0.0000000000 0.0070121051 -0.0485184620 -0.0197537287 -0.0312393491 0.0203742192 ? [176] -0.0016820862 0.0273989742 0.0274653775 -0.0217487429 0.0328423590 -0.0158859576 -0.0226730360 ? [183] -0.0165156520 -0.0008329863 0.0165293020 0.0105993654 -0.0229706572 0.0430435913 0.0328411062 ? [190] 0.0325416531 -0.0225913222 0.0726925438 0.0196359745 -0.0353393664 -0.0021606058 -0.0226039518 ? [197] 0.0073475716 -0.0380500955 0.0090840897 0.0045112858 0.0052375728 0.0473676888 -0.0526052616 ? [204] -0.0143561211 0.0166041551 0.0532001578 -0.0193485076 0.0122259703 -0.0035803833 -0.0195587546 ? [211] -0.0125139653 -0.0022246950 0.0073964834 0.0036778269 -0.0014695080 0.0109690314 -0.0153905566 ? [218] 0.0044215253 -0.0125787822 -0.0104791378 -0.0075529060 0.0075529060 -0.0344465745 -0.0093897403 ? [225] -0.0134548923 0.0158106060 -0.0023557137 0.0031397200 -0.0205866336 -0.0483502609 0.0033528950 ? [232] -0.0211424366 0.0017079423 -0.0233070541 0.0258635106 -0.0008514262 0.0425241226
附函数：
fun1<-function(a){ #fr<-0 r<-c() r[0]<-0
for (i in 1:(length(a)-1)){ r[i+1]<-log(a[i+1]/a[i])
#r[i+1]<-r[i]+r[i+1] } return (r) }
? 基于中兴通讯从2010-2值2013-12的月收盘价，计算其月对数收益
? > xyz<-read.table(\eader=T)
? > attach(xyz) ? > fun1(Mclsprc)
? [1] NA -0.082176177 -0.131852131 ? [4] -0.060876331 -0.599784168 0.167573700 ? [7] 0.087890112 -0.007678357 0.114848827 ? [10] -0.039842968 0.027103942 -0.034280555 ? [13] 0.202461083 -0.073869849 -0.084106509 ? [16] -0.059379024 0.084442992 -0.268536029 ? [19] -0.147772666 0.013315776 -0.059401825 ? [22] -0.052446475 -0.132686441 0.147370993 ? [25] -0.042889242 0.023459722 -0.096678535 ? [28] -0.089694022 -0.201705933 -0.139937243 ? [31] 0.117783036 -0.298492989 -0.066150125 ? [34] 0.229574442 0.110577652 -0.105462551 ? [37] 0.133531393 0.012422520 0.107738638 ? [40] 0.009456335 0.188186676 0.063563387 ? [43] 0.012121361 -0.089423923 0.071186336 ? [46] -0.220845580
注：利用第一问的函数进行求解带入即可
? 制作权重向量
? 均匀分布生成20个数字，标准化使其加和=1
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? > fun2<-function(){ + d<-runif(20) + sum<-0
+ for ( i in 1:20){ + sum<-d[i]+sum + }
+ e<-d/sum + return (e) + }
> fun2()
[1] 0.0723022798 0.1126245941 0.0238135755 [4] 0.0194002698 0.1113486382 0.0270380959 [7] 0.0041055474 0.0077546909 0.1193351708 [10] 0.0405600417 0.0291773971 0.0368797302 [13] 0.0654996994 0.0387780774 0.0344868043 [16] 0.0294160267 0.0008748556 0.0182508561 [19] 0.1037021566 0.1046514927
附函数：