From: Ray Brownrigg <Ray.Brownrigg_at_mcs.vuw.ac.nz>

Date: Thu, 20 Mar 2008 08:31:27 +1300

Error: object "p" not found

*>
*

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 - 19:33:39 GMT

Date: Thu, 20 Mar 2008 08:31:27 +1300

Read the posting guide (the bit about reproducible code):

> 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)
+ }

Error: object "Val" not found

*>
*

> 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]) + } + }

Error: object "p" not found

On Thu, 20 Mar 2008, Jonas Malmros wrote:

> 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?
*

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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 - 19:33:39 GMT

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