求助啊啊
openbugs做ARMA(1,1)突变点贝叶斯推断,一直报错:multiple definitions of node xt[1]
代码
library(R2OpenBUGS)
N=1000
xt<-c(x,y)
e<-c(e1,e2)
data<-list("N","xt","e")
parameters<-c("k","alpha","sigma","beta")
inits<-function()
{
list(k=500,alpha=c(0.2,0.6),beta=c(0.4,0.8),sigma=c(0.1,0.1))
}
model<-function(){
xt[1]<-0.01
k~dunif(1,N)
for(i in 1:N){
e[i]~dnorm(0,sigma[J[i]])
xt[i]<-alpha[J[i]]*xt[i-1]+beta[J[i]]*e[i-1]+e[i]
J[i]<-1+step(i-k)
}
for(j in 1:2){
alpha[j]~dnorm(0,0.001)
beta[j]~dnorm(0,0.001)
sigma[j]~dnorm(0,0.001)
}
}
write.model(model,"model.txt")
model.sim<-bugs(data,inits,parameters,"model.txt",n.chains = 3,n.iter = 10000,debug=TRUE)
虽然觉得做伸手党不好,但是已经卡了好几天了,要死了TAT
求助大神


雷达卡



我检查过数据的长度,加过xt1的定义,就从x1说重复,去掉x1就说从x2开始重复TAT
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