R Help For Martingale Simulation

问题

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;

Error: unexpected '}' in "}" (I think all brackets are accounted for)

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

(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)

回答1:

Errors:

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

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

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

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

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)
}

回答2:

Check out the line where you write:

if(runif(1) = p){}

Shouldn't that be a double equals sign?

来源：https://stackoverflow.com/questions/51596733/r-help-for-martingale-simulation

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