[R] How to remove double loop?

From: Jonas Malmros <jonas.malmros_at_gmail.com>
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

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Received on Wed 19 Mar 2008 - 14:39:31 GMT

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