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我正在运行下面的代码。但是，我得到的是以下错误：

matrix z has not been set to a value

我试图通过“call quad(z, "fun", ylow || yhigh, peak= mid)”来重置“call quad(z, "fun", ylow || yhigh) peak= mid"，但仍然得到同样的问题。任何人都可以就这个问题给我建议。我认为主要问题是 z 变量（“FUN”在区间 ylow || yhigh 上的积分未赋值），但我未能识别错误

%macro loop;

DATA test;

  SET sample1;

  IF ext_opt = 0 THEN ext_opt = .0001;

  ylow = LOG(debt_face);

  KEEP csho t_debt va siga debt_face exp_rf rf_net exp_divex exp_rfex x lambda ext_opt ylow;

RUN;


DATA test;

  RETAIN csho t_debt va siga debt_face exp_rf rf_net exp_divex exp_rfex x lambda ext_opt ylow;

  SET test;

  KEEP csho t_debt va siga debt_face exp_rf rf_net exp_divex exp_rfex x lambda ext_opt ylow;

RUN;  

* Read data into IML ;

PROC IML;

  USE test;

  READ all var _ALL_ into B;

CLOSE close test;

csho = B[1,1];

t_debt = B[1,2];

va = B[1,3];

siga = B[1,4];

debt_face = B[1,5];

exp_rf = B[1,6];

rf_net = B[1,7];

exp_divex= B[1,8]; 

exp_rfex = B[1,9];

x = B[1,10]; 

lambda = B[1,11];

ext_opt = B[1,12];

ylow = B[1,13];    

START FUN(y) GLOBAL (va, rf_net, siga, t_debt, debt_face, csho, x, exp_divex, exp_rf, exp_rfex, lambda, ext_opt, vd, ylow);

  IF ext_opt = 0 THEN ext_opt = .0001;

  f1d = (y - LOG((debt_face + csho * x)) + (rf_net + 0.5 * siga**2) * ext_opt) / (siga * SQRT(ext_opt));

  f2d = f1d - (siga * SQRT(ext_opt)) ;

  opt = (EXP(y) * exp_divex * PROBNORM(f1d) - (debt_face + csho * x) * exp_rfex * PROBNORM(f2d)) ;

  mu = LOG(va) + (rf_net - 0.5 * siga**2) * t_debt;

  sigma = siga * SQRT(t_debt);

  a0 = (LOG(debt_face + csho * x) -mu) / sigma;

  pdf = EXP(-((y - mu)**2/(2 * sigma**2))) / (SQRT (2 * CONSTANT('PI')) * sigma);

  pre = lambda * exp_rf;

  int = pre * opt* pdf;

return(int); 

finish;

    mu = LOG(va) + (rf_net - 0.5 * siga**2) * t_debt;

    sigma = siga * SQRT(t_debt);

    yhigh = mu + 5 * sigma;

    mid = (yhigh + ylow) / 2;

    call quad(z, "fun", ylow || yhigh) peak= mid;

create MyData2 from z;

append from z;

close MyData2;

quit ;

%mend loop;

我包括一个数据集样本：

co_per_rol  gvkey   year    sich    prcc_f  csho    optosey optprcey    dlc dltt    ap  fyr lt  datadate    mve xint    debt    t_debt  interest    max_interest    no_debt_mat t_opt   x_camp  execid  shrown_excl_opts    opt_unex_unexer_num opt_unex_exer_num   inside_debt ceo_opt ex2ex   ex2un   ceo_ex  t_debt_round    compdate    r_debt  r_opt   sige    divyield    v_eq    est_v_eq    sig_eq  va  siga    debt_face   debt_contract   divrate_crsp    div_rate    exp_div exp_rf  rf_net  exp_divex   exp_rfex    q   lambda  war_adj x   opt_prc_stk ext_opt lev agg_x
5623    001004  2006    5080    32.5    37.729  2.135   18.3    74.245  253.611 110.239 5   573.39  17317   1226.1925   17.678  327.856 5.009200076 0.052516559 0.139761942 0.51    7   327.856 09249   868.993 0   0.881183    4402.5  0.881183    20.25484207 32.5    20.25484207 5   2007.05 0.046406372 0.046501835 0.183044016     1226.1925   1226.1925   0.183044016 1554.0485   0.14442741  426.5119726 327.856             0.7925824           0.911753325 0.056587771 0.02508529  0.053557094 18.3    1.775956284 1.990799924 0.210968963 1116.952673
5623    001004  2007    5080    19.28   38.773  1.425   21.53   22.994  507.918 99.073  5   776.755 17683   747.54344   21.95   530.912 6.053130839 0.04372976  0.139761942 0.51    7   530.912 09249   853.306 0   0.523742    5223.276    0.523742    18.47186164 19.28   18.47186164 6   2008.05 0.04372976  0.044112578 0.155362412     747.54344   747.54344   0.155362412 1278.45544  0.090844114 691.8009291 530.912             0.767434644         0.959439172 0.036752379 0.02487686  0.035449525 21.53   0.895494659 0.946869161 0.415276108 1526.583619
5623    001004  2008    5080    14.7    38.884  1.225   21.18   63.6    392.984 100.651 5   720.616 18048   571.5948    18.371  456.584 5.506016856 0.039447371 0.139761942 0.51    7   456.584 09249   907.12  0   0.328742    5125.968    0.328742    14.7    14.7    14.7    6   2009.05 0.02946171  0.031207927 0.135189742     571.5948    571.5948    0.135189742 1028.1788   0.075155949 567.3466999 456.584             0.850256959         0.956939318 0.03150396  0.02493206  0.030541774 21.18   0.694050992 1.493983144 0.444070623 1390.90982
5623    001004  2009    5080    19.7    39.484  1.543   19.28   100.833 336.191 114.906 5   754.692 18413   777.8348    26.832  437.024 4.984859184 0.059586046 0.139761942 0.51    7   437.024 09249   1082.476    0.2 0.328742    6248.522    0.528742    18.21769777 15.1    17.0384089  5   2010.05 0.021761492 0.027809699 0.122556731     777.8348    777.8348    0.122556731 1214.8588   0.078469111 588.1700818 437.024             0.897198658         0.957095147 0.039079121 0.024374193 0.037609379 19.28   1.021784232 2.015140816 0.359732341 1349.421602
5623    001004  2010    5080    26.39   39.781  1.994   18.56   114.075 329.802 185.096 5   868.438 18778   1049.82059  30.67   443.877 4.835117837 0.066813168 0.139761942 0.51    7   443.877 09249   1175.638    0.217497    0.335809    8080.238    0.553306    18.27720076 15.93970873 17.3583647  5   2011.05 0.019116116 0.025862658 0.127011955 0.037893143 1049.82059  1049.82059  0.127011955 1493.69759  0.089268247 613.1422939 443.877 0.037192834 0.026284094 0.880657324 0.911714238 -0.007167978    0.944686676 0.959460493 0.050124431 0.023937762 0.047731897 18.56   1.421875    2.164882163 0.297166577 1351.477654
5623    001004  2011    5080    12.05   40.273  1.703   17.96   122.865 669.489 201.405 5   1329.631    19144   485.28965   37.772  792.354 5.416139377 0.046569235 0.139761942 0.51    7   792.354 09249   1193.963    0.161995    0.323665    8697.998    0.48566 12.05   12.05   12.05   5   2012.05 0.015085638 0.021370026 0.127695024 0.082987554 485.28965   485.28965   0.127695024 1277.64365  0.048502627 1019.669392 792.354 0.079723476 0.031034712 0.84527917  0.92154293  -0.015949075    0.952033878 0.976389643 0.042286395 0.023823137 0.040570802 17.96   0.670935412 1.583860623 0.620168229 1742.972472
5623    001004  2012    5080    20.06   39.382  2.3 16.22   86.4    622.2   149.3   5   1217.4  19509   790.00292   41.6    708.6   5.604995766 0.057048645 0.139761942 0.51    7   708.6   09249   1151.153    0.201469    0.303323    11340.288   0.504792    16.08324914 14.55387747 15.47285718 6   2013.05 0.009851316 0.01212618  0.138980344 0.049850449 790.00292   790.00292   0.138980344 1498.60292  0.073264823 975.59604   708.6   0.048647724 0.025939779 0.864682968 0.946280176 -0.016088463    0.964460789 0.986351371 0.058402316 0.023991171 0.055179694 16.22   1.23674476  1.395004234 0.472840397 1614.37208
5623    001004  2013    5080    24.3    39.56   2.753   19.59   69.7    564.3   171.1   5   1198.8  19874   961.308 42  634 5.673359621 0.064144122 0.139761942 0.51    7   634 09249   1362.684    0.29321 0.342375    13935.638   0.635585    16.23870464 19.82102589 17.89131194 6   2014.05 0.014395881 0.017250354 0.131536007 0.041152265 961.308 961.308 0.131536007 1595.308    0.079261569 912.2933772 634 0.040328047 0.024495247 0.870253835 0.921573256 -0.010099366    0.96802595  0.981083058 0.069590495 0.023633399 0.065062747 19.59   1.24042879  1.326640379 0.397415421 1687.273777
5623    001004  2014    5080    29.54   35.423  1.857   21.05   69  85  142.3   5   669.9   20239   1046.39542  26.5    154 3.746103896 0.139761942 0.139761942 0.51    7   154 09249   1375.456    0.222926    0.070896    15959.709   0.293822    27.70343658 20.75450616 22.43120624 4   2015.05 0.012620031 0.021174236 0.118264049 0.033852402 1046.39542  1046.39542  0.118264049 1200.39542  0.103091829 259.9567729 154 0.033292021 0.029082418 0.896779056 0.953824155 -0.016462387    0.909708402 0.959767443 0.052423567 0.026824034 0.049812232 21.05   1.403325416 3.253896104 0.128291059 1005.610923
8741    001013  2006    3661    14.31   117.2   6.6 29.08   0   400 88.4    10  737.9   17105   1677.132    15.8    400 6.3 0.046501835 0.139761942 0.51    7   400 10203   1379.178    0.232143    0.482219        0.714362    14.31   14.31   14.31   6   2006.1  0.046501835 0.046501835 0.163688943     1677.132    1677.132    0.163688943 2077.132    0.132166836 536.1565052 400             0.746050819         0.967972807 0.056313993 0.008077544 0.053311793 29.08   0.492090784 0.7 0.192573221 3944.332505
8741    001013  2007    3661    18.7    117.6   6.7 25.46   200.6   200.6   92.5    10  757.2   17470   2199.12 16.3    401.2   3.45    0.042580446 0.139761942 0.51    7   401.2   10203   137.71  0.305179    0.538966    561.806 0.844145    17.78154874 16.81454917 17.43195482 3   2007.1  0.042580446 0.044112578 0.144926861     2199.12 2199.12 0.144926861 2600.32 0.122566284 464.6863194 401.2               0.863378118         0.859709632 0.056972789 0.008045052 0.05390185  25.46   0.734485467 3.55    0.154288703 3458.782319
8741    001013  2008    3661    6.34    111.3   6.8 23.64   2.6 650.7   99.1    10  1006.8  17836   705.642 28.2    653.3   6.277315169 0.042259809 0.139761942 0.51    7   653.3   10203   211.589 0.343215    0.617788    669.957 0.961003    6.34    6.34    6.34    6   2008.1  0.02946171  0.031207927 0.130162597     705.642 705.642 0.130162597 1358.942    0.067588017 851.768336  653.3               0.831153788         0.978933534 0.061096137 0.008467401 0.057578323 23.64   0.268189509 0.722684831 0.480741636 3482.900336
8741    001013  2009    3661    8.34    96.6    7.8 19.4    0.6 651 83  9   987.4   18170   805.644 25.8    651.6   6.294751381 0.038831064 0.139761942 0.51    7   651.6   10203   482.333 0.63225 0.733325    800.985 1.365575    8.34    5.988493476 7.251271809 6   2009.09 0.024790169 0.027809699 0.174764022     805.644 805.644 0.174764022 1457.244    0.096619088 832.0252329 651.6               0.855518167         0.982668712 0.080745342 0.009578544 0.074712644 19.4    0.429896907 0.705248619 0.447145433 2706.065233
8741    001013  2010    3661    12.67   97.2    7.5 15.91   0.3 650.8   97.2    9   1040.1  18535   1231.524    27.4    651.1   6.297373675 0.041221239 0.139761942 0.51    7   651.1   10203   0   0.634143    0.914587    860.366 1.54873 11.75939226 6.524999582 9.616117787 6   2010.09 0.022446189 0.025862658 0.191845641     1231.524    1231.524    0.191845641 1882.624    0.125496387 844.0812737 651.1               0.868183621         0.984352432 0.077160494 0.009551098 0.071633238 15.91   0.796354494 0.702626325 0.345847073 2390.533274
33287   001034  2006    2834    24.1    43.099  1.344   24.77   0   0   50.18   12  203.24  17166   1038.6859   2.875   0   0.51    0.048218574 0.139761942 0.51    7   0.019141081 31853   40  0.1 0   0   0.1 24.1    23.73   23.73   1   2006.12 0.048218574 0.046501835 0.192060471 0.041493777 1038.6859   1038.6859   0.192060471 1038.705041 0.192056931 0.019617624 0.019141081 0.040656007 0.040655273 0.979479286 0.975708434 0.007563301 0.768086655 0.731294853 0.031184018 0.022500731 0.030240983 24.77   0.972951151 6.49    1.84278E-05 1067.581848
33287   001034  2007    2834    20.15   43.794  1.389   22.71   11.032  300 57.903  12  557.038 17531   882.4491    6.245   311.032 6.09782659  0.04372976  0.139761942 0.51    7   311.032 31853   91.45   0.1745  0.025   0   0.1995  20.15   20.15   20.15   6   2007.12 0.04372976  0.044112578 0.178045183     882.4491    882.4491    0.178045183 1193.4811   0.131644994 406.0808559 311.032             0.765936132         0.961316263 0.031716674 0.022132218 0.030741651 22.71   0.887274328 0.90217341  0.26060907  1400.642596
14221   001045  2006    4512    30.23   222.224 37.162  15.93   1349    12041   1073    12  29751   17166   6717.83152  1030    13390   5.725743092 0.074107972 0.139761942 0.51    7   13390   14591   0   0.291   0.68732 2656.761    0.97832 24.50286271 15.92513402 21.95142857 6   2006.12 0.046501835 0.046501835 0.271268278     6717.83152  6717.83152  0.271268278 20107.83152 0.090628101 20467.35892 13390               0.76624175          0.942466142 0.167227662 0.003855258 0.143269105 15.93   1.897677338 1.274256908 0.665909697 24007.38724
14221   001045  2007    4512    14.03   249.398 26.121  15.68   1049    10093   1182    12  25914   17531   3499.05394  914 11142   5.763354873 0.07884071  0.139761942 0.51    7   11142   14591   0   0.2608  0.72372 2910.884    0.98452 13.76630686 12.59273006 13.45542559 6   2007.12 0.04372976  0.044112578 0.26067552      3499.05394  3499.05394  0.26067552  14641.05394 0.062298637 17550.9616  11142               0.777221325         0.947358026 0.104736205 0.003629514 0.094806529 15.68   0.894770408 1.236645127 0.761010788 21461.52224
14221   001045  2008    4512    10.67   278.949 27.61594    14.769  1956    9001    952 12  28110   17897   2976.38583  756 10957   5.282458702 0.066720815 0.139761942 0.51    7   10957   14591   173.736 0.4634  0.77394 3082.097    1.23734 10.51087655 9.012693138 9.949787286 5   2008.12 0.027615166 0.031207927 0.191869065     2976.38583  2976.38583  0.191869065 13933.38583 0.040986188 15586.8634  10957               0.864264888         0.953677049 0.098999961 0.003261952 0.09008186  14.769  0.722459205 1.717541298 0.786384597 19706.66118
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1 回答 1

1

当我对样本数据进行小修正时（第 10 行缺少 inside_debt 的值，因此我将其估算为 500），它无法收敛，并带有以下注释：

Convergence could not be attained over the subinterval
             (-450755.2939 , 5.7925744876 )

The function might have one of the following:
     1) A slowly convergent or a divergent integral.
     2) Strong oscillations.
     3) A small scale in the integrand: in this case
        you can change the independent variable
        in the integrand, or,
        provide the optional vector describing roughly
        the mean and the standard deviation of the
        integrand
     4) Points of discontinuities in the interior
        in this case, you can provide a vector containing
        the points of discontinuity and try again.

ERROR: Execution error as noted previously. (rc=100)

这意味着z未创建，您注意到的错误稍晚一些：

645  create MyData2 from z;
ERROR: Matrix z has not been set to a value.

由于 Z 不存在，因此无法输出。

于 2018-04-23T16:46:29.747 回答