colMeans函数求助

你好，我最近也在replicate Jurado et al (2014)的代码，换成下面的代码可以解决：

1. # -------------------------------------------------------------------------
   
2. # Estimate a first-order autoregressive stochastic volatility model on the
   
3. # forecast errors from an AR(4) model on each predictor (series by series)
   
4. # -------------------------------------------------------------------------
   
5. 
   
6. # Initialization
   
7. rm(list=ls())
   
8. library("coda")
   
9. library("stochvol")
   
10. set.seed(1000) # for replication
    
11. options(digits=17)
    
12. vt   = read.table('vft.txt',sep = '\t')
    
13. T    = dim(vt)[1]
    
14. N    = dim(vt)[2]
    
15. 
    
16. for (i in 1:N){
    
17.         if(min(log(vt[,i]^2))== -Inf){
    
18.                 vt[,i] = vt[,i] + 0.00001 #offset to avoid taking log of zero
    
19.         }
    
20. }
    
21. 
    
22. # Run MCMC algorithm and store draws
    
23. S    = 50000
    
24. burn = 50000
    
25. m    = matrix(0,T+3,N)
    
26. g    = matrix(0,3,N)
    
27. for (i in 1:N){
    
28.         draws  = svsample(vt[,i],draws=S,burnin=burn,quiet=TRUE,thinpara=10,thinlatent=10)
    
29.         all    = cbind(do.call(rbind,draws$para[,1:3]),do.call(rbind,draws$latent))
    
30.     # all    = cbind(rbind(draws$para[,1:3]),do.call(rbind,draws$latent))
    
31.     m[,i]  = colMeans(all)
    
32.         g[,i]  = geweke.diag(draws$para[[1]][,1:3])$z
    
33.         name   = sprintf('svfdraws%d.txt',i)
    
34. #        write(t(all),file=name,ncolumn=dim(all)[2])
    
35. }
    
36. out = rbind(m,g) #include Geweke statistics
    
37. write(t(out),file='svfmeans.txt',ncolumn=dim(out)[2])

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