在运行以下程序时,出现报错:Error in `[<-`(`*tmp*`, f, 1, value = 1 - quantile(y[20, ], 0.01)) : subscript out of bounds。百思不得解,请各位指点一二,多谢!
P0 <- 15.51 ;mean.logret <- -0.000485681; sd.logret <- 0.053224794; steps <- 20; paths <- 1000
set.seed(2000)
y<-matrix(NA,20,1000)
m=1
n=1
f=1
Var<-matrix(NA,20,1)
while(f<=30){
while(m<=20){
while(n<=1000){
P0=P0+P0*(mean.logret/20/20+0.011901426*rnorm(1,0,1)*0.223606798)
y[m,n]<-P0
n<-n+1}
n=1
m<-m+1}
Var[f,1]<- P0-quantile(y[20,],0.01)
m<-m+1
n=1
m=1
f<-f+1}