如何限制函數的長度R

Question

我希望這段代碼能夠工作，但是（t）的長度和w（t）的長度不同，所以它會阻塞我所有的代碼。我可以知道兩者如何具有相同的長度。

S(t)= S(0)exp(0.06t+0.20w(t)) #(1) 
    with S(0) =20 
    w(t) = standard Brownian movement 

    t <- seq(1,900,length=900) #the path or step=1 for 3 years (1y=300) 
    length(t) 
    v = matrix(rnorm(log(20)+0.06*t,sd=sqrt((0.20)^(2)*t)),nrow=5) 
    z = matrix(NA, ncol=900, nrow=5) 
    w = function(t) 
    {c(0,cumsum(v))} 
    length(w(t)) 
    Bn <-log(20)+ 0.06*t +0.20*w(t) 
    Br <- log(Bn) 
    plot(t,Br,type="l",xlab="Temps") 

    for (i in 1:5) # I need to draw 5 path of the function(1) 
    {z[i,] = c(0,cumsum(Br[i,]))} 
    dim(z) 
    u= apply(z,2,mean) #mean of the 5 path 

    plot(t,z[1,],xlab="temps",type="l",ylab="Brownian Movement") 
    for (i in 1:5){lines(t,z[i,])} 
    lines(t,u,lwd=2,col="red") 

謝謝您的時間

Answer 1

使用w= function(t){c(cumsum(v))}，使所有的變量有900元。 Br只有一個維度，因此您必須使用Br[i]。這工作：

t <- seq(1,900,length=900) #the path or step=1 for 3 years (1y=300) 
length(t) 
v = matrix(rnorm(log(20)+0.06*t,sd=sqrt((0.20)^(2)*t)),nrow=5) 
z = matrix(NA, ncol=900, nrow=5) 
w = function(t) 
{c(cumsum(v))} 
length(w(t)) 
Bn <-log(20)+ 0.06*t +0.20*w(t) 
Br <- log(Bn) 
length(Bn) 
length(Br) 
plot(t,Br,type="l",xlab="Temps") 

for (i in 1:5) # I need to draw 5 path of the function(1) 
{z[i,] = c(cumsum(Br[i]))} 
dim(z) 
u= apply(z,2,mean) #mean of the 5 path 

plot(t,z[1,],xlab="temps",type="l",ylab="Brownian Movement") 
for (i in 1:5){lines(t,z[i,])} 
lines(t,u,lwd=2,col="red")