求助,在用sde(随机微分方程)包,对vasicek利率模型进行参数估计时,代码如下:
require(stats4)
require(sde)
Y<-read.table("C:/bycworkspace/shibor.csv",header = T,sep =",")
X<-Y[,3]
OU.lik <- function(theta1, theta2, theta3){
n <- length(X)
dt <- deltat(X)
-sum(dcOU(X[2:n], dt, X[1:(n-1)], c(theta1,theta2,theta3), log=TRUE))
}
mle(OU.lik, start=list(theta1=1, theta2=0.5, theta3=1),
method="L-BFGS-B", lower=c(-Inf,0,0)) -> fit
summary(fit)
总是报错,如下:
the process is not stationary
Error in optim(start, f, method = method, hessian = TRUE, ...) :
L-BFGS-B needs finite values of 'fn'
> summary(fit)
Error in summary(fit) :
在为'summary'函数选择方法时评估'object'参数出了错: Error: object 'fit' not found
请问这是啥情况


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