zhangtao 发表于 2011-12-2 09:45 
model {
for (i in 1:N) {Y ~ dbern(p)
logit(p)
zhangtao老师您好!
做 winbugs 程序。出现了个问题想请教下您,model ,到初始化都可以,但是在update的过程中弹出 trap框,就走不了,上面也问了epoh老师,希望您们能帮助下我,非常谢谢了。我的代码入下:
# model volatility
{
d0<-exp(2*delta0)
d1<--0.5*d0
yisigma20<-1/(h0*(v/(v-2)))
y0~dt(alpha,yisigma20,v)
ymean[1]<-alpha+beta*y0
yisigma2[1]<-1/(h[1]*(v/(v-2)))
y[1]~dt( ymean[1],yisigma2[1],v)
for(t in 2:100){
ymean[t]<-alpha+beta*y[t-1]+pow(y[t-1],rou)*sqrt(y[t]-alpha-beta*y[t-1]-mm0/y[t-1])+jump[t]*bernsong[t]+mm0/y[t-1]
yisigma2[t]<-1/(h[t]*(v/(v-2)))
y[t]~dt( ymean[t],yisigma2[t],v)
jump[t]<-exp(jump0[t])-1
jump0[t]~dnorm(d1,d0)
bernsong[t]~dbern(k)
}
alpha~dnorm(0,1)
beta~dnorm(0,1)
mu~dunif(0,1)
phi1~dunif(0,1)
phi2~dunif(0,1)
v~dunif(2,128)
mm0~dnorm(0,0.01)
delta0~dnorm(-3.07,0.149)
k~dbeta(2,100)
rou~dunif(0.5,1.9)
#deltaf~dgamma(2.5,0.025)
h0<-mu
h[1]<-mu+phi1*h0+phi2*(y0-alpha)*(y0-alpha)
h[2]<-mu+phi1*h[1]+phi2*(y[1]-alpha-beta*y0-mm0/y0)*(y[1]-alpha-beta*y0-mm0/y0)
for(j in 3:100){
h[j]<-mu+phi1*h[j-1]+phi2*(y[j-1]-alpha-beta*y[j-2]-mm0/y[j-2])*(y[j-1]-alpha-beta*y[j-2]-mm0/y[j-2])
}
}
#data
list(
y=c(0.025594,0.025354,0.025174,0.025104,0.024904,0.024774,0.024664,0.024504,0.024414,0.024204,0.024244,0.024174,0.024164,0.023994,0.023974,0.023935,0.023865,0.023755,0.023725,0.023761,0.023725,0.023645,0.023625,0.023585,0.023575,0.023555,0.023395,0.023275,0.023295,0.023175,0.023225,0.023055,0.023115,0.023065,0.023005,0.023015,0.022995,0.023025,0.023075,0.023075,0.023005,0.023085,0.023285,0.023585,0.024114,0.025564,0.025534,0.024714,0.025124,0.025774,0.024694,0.025244,0.025244,0.025224,0.025044,0.024984,0.024964,0.024864,0.024654,0.024484,0.024234,0.024084,0.023954,0.023875,0.023735,0.023782,0.023825,0.023605,0.023415,0.023465,0.023265,0.022975,0.022952,0.022994,0.023021,0.023022,0.023018,0.022969,0.022919,0.022854,0.022777,0.02268,0.022535,0.022209,
0.022192,0.021606,0.021446,0.021381,0.021385,0.021385,0.021396,0.021379,0.021378,0.021385,0.021389,0.021386,0.021385,0.021372,0.021357,0.02135,0.021353,0.021363,0.019693,0.01958,0.019566,
0.019545,0.019533,0.019524,0.019517,0.019503,0.019501,0.019501,0.019505,0.019519,0.01951,0.019513,0.019514,0.019508,0.019508,
0.0195,0.019489,0.019491,0.019491,0.019489,0.019497,0.019501,
0.0195,0.019689,0.020278,0.020634,0.020979,0.022827,0.022944,
0.022492,0.022396,0.02236,0.022307,0.022313,0.022294,0.02228,
0.022282,0.022408,0.022956,0.023491,0.023576,0.023033,0.022741,0.022504,0.022607,0.022995,0.022628,0.022385,0.021467,0.020755,0.020536,0.020116,0.01978,0.0197,0.019526,0.019494,0.019601,
0.019922,0.02013,0.020396,0.021034,0.021326,0.021486,0.021695,
0.022439,0.02274,0.022395,0.021765,0.021436,0.021186,0.020986,
0.020876,0.021486,0.028602,0.028292,0.028142,0.028052,0.030411,0.03219,0.030481,0.029102,0.03275,0.030681,0.026543,0.022125,
0.021755,0.021546,0.021356,0.021296,0.021366,0.021286,0.021026,0.028432,0.027243,0.022915,0.021785,0.021116,0.020416,0.019656,0.019116,0.018517,0.018807,0.018627,0.018317,0.021055,0.024426,0.022749,0.021811,0.021112,0.021439,0.024878,0.023885,0.024174,0.024414,0.023922,0.022992,0.022073,0.024226,0.024064,0.022972,0.022419,0.022364,0.022226,0.021386,0.021051,0.020906,0.021331,0.022087,0.021574,0.020867,0.02218,0.021706,0.021381,0.019912,
0.019451,0.019079,0.018404,0.018383,0.018321,0.019086,0.018479,0.018247,0.018348,0.018419,0.023626,0.019763,0.018647,0.018393,0.018288,0.016901,0.015092,0.014132,0.01309,0.012702,0.012243,
0.01219,0.011573,0.011322,0.011241,0.010971,0.010929,0.010881,
0.010893,0.011288,0.011559,0.01191,0.012548,0.012289,0.012488,
0.012469,0.012356,0.012285,0.012075,0.012181,0.012016,0.01175,
0.011452,0.011195,0.011105,0.011194,0.011057,0.011184,0.011681,0.01315,0.015559,0.016228,0.015571,0.015064,0.015065,0.014853,
0.01456,0.014911,0.020212,0.014196,0.013372,0.013155,0.014121,
0.014222,0.014122,0.016274,0.016177,0.015668,0.015528,0.017336,0.021099,0.01748,0.016547,0.01615,0.017351,0.018108,0.020561,
0.020907,0.020805,0.020303,0.019952,0.026532,0.026846,0.026069,0.025307,0.023957,0.022225,0.022274,0.021171,0.020823,0.021921,0.023957,0.022473,0.024816,0.022967,0.024184,0.03184,0.038217,
0.038793,0.023691,0.022367,0.02034,0.021035,0.019499,0.014814,
0.013888,0.015965,0.020641,0.019712,0.041984,0.020652,0.016793,0.014783,0.015104,0.018557,0.019563,0.021791,0.024811,0.042072,0.032851,0.030155,0.025315,0.023425,0.028143,0.022956,0.043142,0.021866,0.029018,0.023655,0.030976,0.021117,0.02117,0.020254,
0.022554,0.019712,0.02429,0.024474,0.02852,0.057212,0.068364,
0.020222,0.022238,0.025188,0.102,0.030743,0.027296,0.020917,
0.027458,0.030807,0.024537,0.033433,0.021542,0.024812,0.027769,0.020272,0.026349,0.035388,0.029447,0.025864,0.038202,0.028134,0.02368,0.025489,0.024155,0.023903,0.028004,0.028383,0.028898,
0.029521,0.039154,0.034845,0.031309,0.033352,0.033399,0.031508,0.032519,0.029273,0.027659,0.031611,0.030267,0.037872,0.031574,0.027895,0.030999,0.029985,0.029655,0.030072,0.033736,0.034274,0.034304,0.030686,0.029982,0.027985,0.02792,0.027099,0.025185,
0.020991,0.01854,0.015396,0.014029,0.011759,0.009366,0.009163,
0.010209,0.009421,0.009681,0.009936,0.009447,0.009352,0.009498,0.009843,0.009761,0.009569,0.009503,0.009224,0.009729,0.009397,0.00956,0.009699,0.00945,0.009403,0.009932,0.011692,0.012441,
0.012281,0.015623,0.017149,0.01936,0.016028,0.014119,0.012642,
0.013953,0.017329,0.014394,0.015442,0.016266,0.016988,0.015278,0.014218,0.013396,0.014414,0.014832,0.014482,0.014609,0.015016,0.014813,0.014558,0.014625,0.013896,0.014224,0.014804,0.018636,0.017263,0.02556,0.016758,0.01693,0.016747,0.01638,0.015559,
0.015876,0.016926,0.016782,0.016995,0.016003,0.017085,0.017483,0.01825,0.023053,0.022063,0.027267,0.027321,0.03134,0.025967,
0.022847,0.018609,0.01779,0.01673,0.016934,0.017406,0.017477,
0.022609,0.023424,0.02289,0.01997,0.026823,0.019344,0.019384,
0.020161,0.016141,0.016975,0.020921,0.0272,0.033317,0.024854,
0.037192,0.05419,0.051686,0.028044,0.02529,0.074909,0.080092,
0.039141,0.02842,0.031447,0.022087,0.020523,0.020241,0.022814,
0.027831,0.024809,0.023617,0.035424,0.029438,0.02767,0.036063,
0.040768,0.043924,0.034699,0.046058,0.067023,0.084078,0.05893,
0.061433,0.041315,0.054042,0.050954,0.030142,0.030842,0.045151,0.040731,0.042123,0.036292,0.033175,0.04121,0.050204,0.031432,
0.034444,0.050413,0.034991,0.035037,0.037059,0.040388,0.036987,0.035227,0.030753,0.037346,0.055984
)
)
#initial values
list(alpha=0.020676,beta=0.518890865,mu=0.3,phi1=0.1,phi2=0.1,v=3,y0=1,mm1=0,rou=1.4,delta0=0,k=0.5,mm0=0.00000000000000322)
万分谢谢老师