I have a Problem with the Programm R. I have programmed this code and when I want to proceed it, I get the error message:
Error in daten.asset[[s]] : object of type 'closure' is not subsettable.
I'm quite unknown with programming and struggle pretty hard sometimes. Can anybody help me?
Thanks for any try.
My Code:
r.M.ZR <- arima.sim(model=list(ar=0.6), n = 1100) ;
r.M <-as.vector(r.M.ZR,mode="numeric" );
tilde.r.M <- r.M - mean(r.M)
M <- matrix(c(tilde.r.M, tilde.r.M),2,1100)
A=matrix(c(0.5,0,0,0.5),2,2)
X <- c(0,rnorm(1400, 0, 0.5))
Y <- c(0,rnorm(1400, 0, 0.5))
Zeta=matrix(0,2,1401)
Zeta[1,]=X
Zeta[2,]=Y
epsilon=matrix(0,2,1401)
epsilon[,1]=0
for (i in 2:1401){
epsilon[,i]=A%*%epsilon[,i-1] + Zeta[,i]
}
epsilon=epsilon[,302:1401]
alpha <- vector(mode="numeric", length= 1100)
beta <- rep(1, 1100)
daten.asset<-function(){
da<-vector(mode="list",length=s);
for (s in 1:2500) {
r.i1.ZR <- alpha + beta %*% r.iM[,1] + epsilon;
r.i1 <-as.vector(r.i1.ZR,mode="numeric" );
r.i2.ZR<- alpha + beta %*% r.iM[,2] + epsilon;
r.i2 <-as.vector(r.i2.ZR,mode="numeric" );
A[s] <- matrix(c(r.i1, r.i2),2,1100)
print(i)
}; #for
return(da)
}
for(s in 1:2500){
mu.1 <- hubers(daten.asset[[s]][1,1:100], k=1.5, s=1)$mu
mu.2 <- hubers(daten.asset[[s]][2,1:100], k=1.5, s=1)$mu
epsilon.dach.1 <- daten.asset[[s]][1,1:100] - mu.1
epsilon.dach.2 <- daten.asset[[s]][2,1:100] - mu.2
epsilon.dach <- matrix(c(epsilon.dach.1,epsilon.dach.2),2,100)}
huber.psi <- function(x, k=1.345) ifelse(abs(x) < k, 2*x, 2*k*sign(x))
psi.epsilon1 <- huber.psi(epsilon1)
psi.epsilon2 <- huber.psi(epsilon2)
psi.epsilon <- matrix(c(psi.epsilon1,psi.epsilon2),2,100)
