悬赏 20 个论坛币 未解决
change11<-function()
{ r t<-array(r)
t1<-1
ct<-0
l<-length(rt)
ck<-array(0,l)
dk<-array(0,l)
for (i in t1:l)
{ct<-ct+rt[i]^2}
ck[t1]<-rt[t1]^2
for(j in 2:l)
{ck[j]<-cj[j-1]+rt[j]^2}
for(k in t1:(l-1))
{dk[k]<-ck[k]/ct-k/l}
dk[l]<-0
maxk<-max(sqrt((l-t1+1)/2)*abs(dk))
kstar<-t1
sd<-sqrt((l-t1+1)/2)*abs(dk[kstar])
repeat
{kstar<-kstar+1
sd<-sqrt((l-t1+1)/2)*abs(dk[kstar])
if (sd!=maxk) next
if (sd==maxk) break
}
if(maxk>1.358)
{print(maxk)
print(kstar)}
else
{print("No change point!")}
win.graph()
plot(date,dk,xlab="时间(02/16/07-12/03/15)",ylab="累积平方和",type="1")
title("上证综指")}