From: Jonas Malmros <jonas.malmros_at_gmail.com>

Date: Wed, 19 Mar 2008 15:03:33 +0100

Date: Wed, 19 Mar 2008 15:03:33 +0100

Bill, Alberto, Gabor,

Thank you for answering my question. Now I learned about outer() function.
That was a straightforward example.

But what if I had a matrix, where the last column was filled with values first (again, a for loop), and the rest was filled by using a double loop?

OVal <- matrix(0, n+1, n+1)

for(i in 0:n){

OVal[i+1, n+1] <- max(Val[i+1, n+1]-K, 0)

*}
*

for(i in seq(n,1, by=-1)){

for(j in 0:(i-1)){

OVal[j+1, i] <- a*((1-p)*OVal[j+1, i+1]+p*OVal[j+2, i+1])
}

*}
*

Even if I leave the first simple for loop as it is, is there a more
efficient way to program the double loop part now that OVal is used
within the function itself?

It is pretty easy to write for loops, but it is very hard to write
computationally optimal code. :-( Could you please help me with the
above one, if possible?

-- Jonas Malmros Stockholm University Stockholm, Sweden ______________________________________________ R-help_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.Received on Wed 19 Mar 2008 - 14:39:31 GMT

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