Reputation: 479
I tried to find the solution looking at other questions but no one fits on my needs.
I get the error in this reproducible example:
m <- 0
vectorsd<- rep(0.2, 183)
dgmean <- -0.41
rnorm <- as.data.frame(rnorm(183, mean = m, sd = vectorsd))
for (i in 1:length(rnorm$`rnorm(183, mean = m, sd = vectorsd)`)) {
rnorm[,i] <- rnorm(183, mean = m, sd = vectorsd)
}
simulation1 <- matrix(1,184,183)
beta <- -0.21
##For each column (each value of the forward curve)
for (i in 1:length(simulation1[1,])) {
##For each element of a whole column (each day since the starting of the product)
for (j in 1:length(simulation1[,1])-1) {
simulation1[j+1,i] <- simulation1[j,i]+rnorm[j,i]+(beta*(simulation1[j,i]-dgmean))
}
}
I was expecting to get each row of simulation1
as from the second to be substituted with the transformation simulation1[j,i]+rnorm[j,i]+(beta*(simulation1[j,i]-dgmean))
but I get this error instead:
Error in simulation1[j + 1, i] <- simulation1[j, i] + rnorm[j, i] + (beta * : replacement has length zero
What am I missing? I am really burning my brain trying to find the typo/error
Upvotes: 0
Views: 92
Reputation: 388817
This runs without any error :
m <- 0
vectorsd<- rep(0.2, 183)
dgmean <- -0.41
rnorm <- as.data.frame(rnorm(183, mean = m, sd = vectorsd))
for (i in 1:length(rnorm$`rnorm(183, mean = m, sd = vectorsd)`)) {
rnorm[,i] <- rnorm(183, mean = m, sd = vectorsd)
}
simulation1 <- matrix(1,184,183)
beta <- -0.21
##For each column (each value of the forward curve)
for (i in 1:length(simulation1[1,])) {
##For each element of a whole column (each day since the starting of the product)
for (j in 1:(length(simulation1[,1]) - 1)) {
simulation1[i,j] <- simulation1[i,j]+rnorm[i,j]+(beta*(simulation1[i,j]-dgmean))
}
}
Upvotes: 1