马丁格尔模拟的 R 帮助

问题描述

我正在尝试在 R 中进行马丁格尔模拟，我下注一个金额，如果我赢了，我下注相同的金额，但如果我输了，我下注的金额翻倍.我一直这样做，直到我没钱下注或下注 100 次为止.然后我必须做 100 次鞅模拟.当我应用我的代码时，出现以下错误；

I'm trying to make a martingale simulation in R where I bet an amount and if I win I bet the same amount but if I lose, I bet double the amount. I do this until I run out of money to bet or have bet 100 times. I then have to do the martingale simulation 100 times. When I apply my code, I get the following errors;

错误:}"中出现意外的}"(我认为所有括号都已考虑在内)

martingale_function(m, c, n, p) 中的错误:找不到函数martingale_function"

Error in martingale_function(m, c, n, p) : could not find function "martingale_function"

(我不知道为什么会出现这个错误)

(I don't know why I get this error)

m = amount to bet
c = initial bet
n= number of round
p = probability of winning 


martingale_function <- function(m,c,n,p){
  for(i in 1:n){
    betting_money <- m
    amount_bet <- c
    end_Sim <- FALSE
    while(!end_Sim){
      if(runif(1) = p){
        betting_money <- betting_money + amount_bet
        amount_bet <- amount_bet
      }    
      else {
        betting_money <- betting_money - amount_bet
        amount_bet <- amount_bet*2
      }
      if(betting_money <= 0|i=100){# if we have no more money left to bet or have done it 100 times we stop
        end_Sim <- TRUE
  }
}   return(betting_money)  
    }
}
iteration_function <- function(m,c,n,p){
  for(i in 1:100){
    return(data.frame(Iteriation=i,AmountLeft = martingale_function(m,c,n,p)))
  }
}

iteration_function(650,5,100,18/38)

推荐答案

错误:

• 第 13 行:不应该是 runif(1) = p，也许你的意思是 runif(1) ?
• 第 15 行:我怀疑你的意思是 amount_bet 而不是 amount_bet
• 第 21 行:应该是 i==100 而不是 i=100
• 第 26 行:} 应该移到 return() 行之前

• Line 13: shouldn't be runif(1) = p, perhaps you meant runif(1) < p?
• Line 15: I suspect you meant amount_bet <- c instead of amount_bet <- amount_bet
• Line 21: should be i==100 not i=100
• Line 26: } should be moved before return() line

不影响代码执行但应该改变的事情:

Things that don't affect execution of code, but should be changed:

• 第 16 行:编写 } else { 一行一行是很好的编程习惯
• 第 24 行:您应该将 return() 移动到它自己的行

• Line 16: it's good programming practice to write } else { one one line
• Line 24: you should move return() to its own line

另外，我不确定为什么有两个 for 循环.看来你只需要一个.

Also, I'm not sure why there are two for loops. It seems like you only need one.

这是我对您的代码的重新编写(对您正在尝试做的事情做了一些假设):

Here's my re-write of your code (with some assumptions about exactly what you're trying to do):

# write betting function
martingale <- function(m, c, p) {
    money   <- m
    betsize <- c
    i <- 1
    while(money > 0 & i <= 100) {
        if(runif(1) < p) {
            money <- money + betsize
            betsize <- c
        } else {
            money <- money - betsize
            betsize <- betsize * 2
        }
        i <- i + 1
    }
    return(money)
}

# run it 100 times
n <- 100
res_df <- data.frame(iteration = rep(NA_integer_, n), amountleft = rep(NA_real_, n))
for (i in 1:n) {
    res_df[i , "iteration"]  <- i
    res_df[i , "amountleft"] <- martingale(m=650, c=5, p=18/38)
}

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