有人能帮我修复这个R代码吗?
这是我的代码R的复合选项 为什么在R中找不到函数“pbivnorm”? 那是因为我的R?还是怎样 请帮帮我 谢谢有人能帮我修复这个R代码吗?,r,computation,R,Computation,这是我的代码R的复合选项 为什么在R中找不到函数“pbivnorm”? 那是因为我的R?还是怎样 请帮帮我 谢谢 #复合选项 >PoC PoC(157.4808243,77.48,77.5,80,0.253941089,0.0025,14,49) PoC中的错误(157.4808243、77.48、77.5、80、0.253941089、0.0025、14、49): 找不到函数“pbivnorm” > 您缺少对library()的调用,以确保pbivnorm()已附加到命名空间 library
#复合选项
>PoC PoC(157.4808243,77.48,77.5,80,0.253941089,0.0025,14,49)
PoC中的错误(157.4808243、77.48、77.5、80、0.253941089、0.0025、14、49):
找不到函数“pbivnorm”
>
您缺少对library()
的调用,以确保pbivnorm()
已附加到命名空间
library(pbivnorm)
PoC <- function(Sbtg, St, K1, K2, S, r, t1, t2) {
D2 <- ((log(St/K2))+((r-(0.5*(S^2)))*(t2/365))) / (S*sqrt(t2/365))
D2btg <- ((log(St/Sbtg))+((r-(0.5*(S^2)))*(t1/365)))/(S*sqrt(t1/365))
D1 <- D2 + (S*sqrt(t2/365))
D1btg <- D2btg + (S*sqrt(t1/365))
rho <- sqrt(t1/t2)
N1 <- pnorm(-D2btg)
N2 <- pbivnorm(-D2btg, D2, -rho)
N3 <- pbivnorm(-D1btg, D1, -rho)
poc <- (K2*exp(-r*(t2/365))*N2) - (St*N3) + (K1*exp(-r*(t1/365))*N1)
cat(" Valuasi Compound Option Put on Call Saham Facebook ","\n")
cat("========================================================================","\n")
cat("Harga Pasar Saham AAPL (ST1) = ",St,"\n")
cat("Harga Saham Pada saat T1 dan K1 (S*) = ",Sbtg,"\n")
cat("Harga Pelaksanaan Compound Option (K1) = ",K1,"\n")
cat("Harga Pelaksanaan Opsi Put (K2) = ",K2,"\n")
cat("Exercise date pertama (T1) = 28 Maret 2014 ","\n")
cat("Exercise date kedua (T2) = 14 Mei 2014 ","\n")
cat("Sisa Usia Compound Option = ",t1," hari","\n")
cat("Sisa Usia Opsi Put = ",t2," hari","\n")
cat("Volatilitas Harga saham = ",S,"\n")
cat("Tingkat bunga bebas risiko = ",r,"\n")
cat("========================================================================","\n")
cat("Harga Compound Option Put on Call = ",poc,"\n")
}
PoC(157.4808243, 77.48, 77.5, 80, 0.253941089, 0.0025, 14, 49)
库(pbivnorm)
PoC我猜你没有在代码中添加库。您需要将library('pbivnorm')
放在某个地方或在控制台中键入它。当我写入时:library(pbivnorm)Error in library(pbivnorm):没有名为“pbivnorm”的包,那么,我该怎么办@那么你没有安装这个软件包。您可以使用install.packages(“pbivnorm”)
安装它。安装后,请再次尝试代码。非常感谢@alex A。它可以工作!:)上帝bless@RevaldoMarioNanlohy字体我很高兴它对你有用。我有一个问题,但不是在这个问题上,而是在另一个问题上。你能帮我解决这个问题吗?非常感谢。
library(pbivnorm)
PoC <- function(Sbtg, St, K1, K2, S, r, t1, t2) {
D2 <- ((log(St/K2))+((r-(0.5*(S^2)))*(t2/365))) / (S*sqrt(t2/365))
D2btg <- ((log(St/Sbtg))+((r-(0.5*(S^2)))*(t1/365)))/(S*sqrt(t1/365))
D1 <- D2 + (S*sqrt(t2/365))
D1btg <- D2btg + (S*sqrt(t1/365))
rho <- sqrt(t1/t2)
N1 <- pnorm(-D2btg)
N2 <- pbivnorm(-D2btg, D2, -rho)
N3 <- pbivnorm(-D1btg, D1, -rho)
poc <- (K2*exp(-r*(t2/365))*N2) - (St*N3) + (K1*exp(-r*(t1/365))*N1)
cat(" Valuasi Compound Option Put on Call Saham Facebook ","\n")
cat("========================================================================","\n")
cat("Harga Pasar Saham AAPL (ST1) = ",St,"\n")
cat("Harga Saham Pada saat T1 dan K1 (S*) = ",Sbtg,"\n")
cat("Harga Pelaksanaan Compound Option (K1) = ",K1,"\n")
cat("Harga Pelaksanaan Opsi Put (K2) = ",K2,"\n")
cat("Exercise date pertama (T1) = 28 Maret 2014 ","\n")
cat("Exercise date kedua (T2) = 14 Mei 2014 ","\n")
cat("Sisa Usia Compound Option = ",t1," hari","\n")
cat("Sisa Usia Opsi Put = ",t2," hari","\n")
cat("Volatilitas Harga saham = ",S,"\n")
cat("Tingkat bunga bebas risiko = ",r,"\n")
cat("========================================================================","\n")
cat("Harga Compound Option Put on Call = ",poc,"\n")
}
PoC(157.4808243, 77.48, 77.5, 80, 0.253941089, 0.0025, 14, 49)