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initialwerte
2009 Jan 14
1
Adressing list-elements
...dings_pca1,loadings_pca2,loadings_pca3,loadings_pca4,loadings_pca5,loadings_pca6),princomp,dim(analyse)[2])
eigen<-summary(pca)$sdev
#Monte-Carlo-Simulation
trials<-1
Step<-1/365
princomp<-3
input1<-matrix(0,365,dim(analyse)[2])
Simulation<-list(input1)
shocklist<-list(input1)
Initialwerte<-analyse[dim(analyse)[1],]
days<-365
shockmatrix<-matrix(0,365,princomp)
for(i in 1:trials){
if(i==1) now<-Sys.time()
FP<-matrix(0,365,dim(analyse)[2])
for(k in 1:days){
shocks<-rnorm(princomp,0,1)
shockmatrix[k,]<-shocks
#shocks<-shocks_fak
# for(j in 1:1){...