CODEWITHSUNDEEP
r
rsgmon
rsgmon

Reputation: 1932

Pass arguments to a function from each row of a matrix

I created this function:

nDone<- function (under,strike,ttoe,vol,rf,dy) {
    return(pnorm(((log(under/strike) + (rf-dy+(vol^2)/2)*ttoe)/(vol*(ttoe^0.5)))))
 }

nDone(90,100,3,0.17,0.05,0)
[1] 0.6174643

So far that's fine and works. Now I want the function to be applied to each row of a matrix.

b<- c(90,95,100,100,3,2,0.17,0.18,0.05,0.05,0,0)
dim(b) <- c(2,6)

Which gives:

     [,1] [,2] [,3] [,4] [,5] [,6]
[1,]   90  100    3 0.17 0.05    0
[2,]   95  100    2 0.18 0.05    0

So now I want to pass the elements in each row to the function. I've tried using apply:

apply(b,1,nDone)

And get the following error:

Error in under/strike : 'strike' is missing

I've also tried:

lapply(b,nDone)

I get the following error:

Error in under/strike : 'strike' is missing

What I want is multiple results of the function. What am I doing wrong here?

Upvotes: 0

Views: 2636

Answers (2)

mbask
mbask

Reputation: 2481

It is worth mentioning that, if you wanted to bind the results of the functions to the original matrix, you could use mdply from plyr

> library(plyr)
> mdply(b, nDone)

  X1  X2 X3   X4   X5 X6        V1
1 90 100  3 0.17 0.05  0 0.6174643
2 95 100  2 0.18 0.05  0 0.6249916

Upvotes: 3

flodel
flodel

Reputation: 89057

This should work:

apply(b, 1, function(x)do.call(nDone, as.list(x)))

What was wrong with your version is that through apply(), your nDone() function was getting the whole row as a single argument, i.e., a vector passed under "strike" and nothing for the other arguments. The solution is to use do.call().

Upvotes: 6

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