代码之家  ›  专栏  ›  技术社区  ›  Maeaex1

r:save rugarch show()输出到.txt文件中

  •  0
  • Maeaex1  · 技术社区  · 6 年前

    我正在为不同的Garch型号规格运行一个程序。为了比较,我想保存 show(fit) 输出为A .txt 文件。我试过了 sink() 函数,但文本文件为空。

        for (p in c(1:3)){
           for (q in c(1:3)){
              myfile <- paste("GARCH",p,q, ".rda", sep="")
              spec <- ugarchspec(mean.model = list(armaOrder = c(1, 0), 
                            include.mean = TRUE), variance.model = list(model = 'mcsGARCH', garchOrder = c(p, q), external.regressors = ext_reg), distribution = 'nig')
              # DailyVar is the required xts object of the forecast daily variance
              myoutput <- paste("GARCH",p,q, "_Output.txt", sep="")
              sink(myoutput) 
              fit <- ugarchfit(data = R_i, spec = spec, DailyVar = sigma_f^2)
              show(fit)
              sink()
              save(fit, file = myfile) # Saving the whole .rda file works
    

    我看到了 Sin() 为我工作。但是我怎样才能保存 rugarch 输出?

    0 回复  |  直到 6 年前