amh mysql bin_mysql不能启动

root@asfasfnio:~# /usr/local/mysql/bin/mysqld status

131210 12:58:36 [Warning] Using unique option prefix key_buffer instead of key_buffer_size is deprecated and will be removed in a future release. Please use the full name instead.

131210 12:58:36 [ERROR] Can't find messagefile '/usr/share/mysql/english/errmsg.sys'

131210 12:58:36 [Warning] Can't create test file /var/lib/mysql/asfasfnio.lower-test

131210 12:58:36 [Warning] Can't create test file /var/lib/mysql/asfasfnio.lower-test

/usr/local/mysql/bin/mysqld: Can't change dir to '/var/lib/mysql/' (Errcode: 2)

131210 12:58:36 [ERROR] Aborting

131210 12:58:36 [Note]

root@asfasfnio:~# amh mysql start

=============================================================

[LNMP/Nginx] Amysql Host - AMH 4.2

http://Amysql.com

Starting MySQL

.The server quit without updating PID file (/var/run/mysqld/mysqld.pid). ... failed!

root@asfasfnio:~# amh mysql restart

=============================================================

[LNMP/Nginx] Amysql Host - AMH 4.2

http://Amysql.com

MySQL server PID file could not be found! ... failed!

Starting MySQL

.The server quit without updating PID file (/var/run/mysqld/mysqld.pid). ... failed!数据太大没备份 :L

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以下是修改后的代码: ```R # 处理数据 returns <- read.csv("stock_returns.csv") returns <- returns[, -1] # 去掉第一列 n <- nrow(returns) rank_data <- apply(log(1 + returns), 2, rank)/(n+1) # 计算对数收益率的排名 stock_data_std <- apply(log(1 + returns), 2, function(x) pobs(x)) # 将对数收益率转化为标准正态分布 rank_data_std <- apply(rank_data, 2, function(x) pobs(x)) # 将排名转化为标准正态分布 # 拟合Copula模型 best_copula_stock <- function(data1, data2) { normal_copula <- normalCopula(param = 0.5, dim = 2) t_copula <- tCopula(param = 0.5, dim = 2, df = 4) gumbel_copula <- gumbelCopula(param = 2, dim = 2) archm_copula <- archmCopula("clayton", param = 2, dim = 2) copulas <- list(normal_copula, t_copula, gumbel_copula, archm_copula) copula_names <- c("Normal", "t", "Gumbel", "archm_copula") aic_values <- numeric(length(copulas)) for(i in 1:length(copulas)) { fit <- fitCopula(copulas[[i]], cbind(data1, data2), method = "mpl") aic_values[i] <- AIC(fit) } min_aic_index <- which.min(aic_values) best_copula <- copulas[[min_aic_index]] print(paste("Best copula is", copula_names[min_aic_index])) return(best_copula) } best_copula_stock(rank_data_std, stock_data_std) ``` 这里将数据读入并处理成对数收益率的排名和标准正态分布形式。在`best_copula_stock`函数中,将数据1和数据2合并成一个矩阵,并使用最大似然估计法拟合四种Copula模型(normal、t、gumbel和archm_copula),并计算AIC值。最后选择AIC值最小的Copula模型并返回。最后调用`best_copula_stock`函数并传入排名和标准正态分布数据作为参数,即可得到最合适的Copula模型。
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