R语言菜鸟联系笔记 9.docx

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 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() + r0-0 + for (i in 1:(length(a)-1) + ri+1-log(ai+1/ai) + #ri+1 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() r0-0 for (i in 1:(length(a)-1) ri+1-log(ai+1/ai) #ri+1 xyz 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-di+sum + + 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：fun2-function() d-runif(20) sum-0 for ( i in 1:20) sum-di+sum e-d/sum return (e)