dear R experts:
I want to define a function the calculates the black-scholes value.
it takes 5 named parameters, BS <- function(S,K,dt,rf,sigma) {} .
let's presume I want to be able to call this not only with my 5
numeric vectors BS( sigma=0.3, S=100, K=100, dt=1, rf=0.1 ) and BS(
100, 100, 1, 0.1, 0.3), but also with a data frame that contains the
variables alll in a neat data frame already, BS( data.frame( S=100,
K=100, dt=1, rf=0.1, sigma=0.3 )). I could of course define BS6 and
BS1, but it would be nice to wrap this functionality into one function
that can do both.
I know that BS has to parse an '...' argument, but there could be a
couple of magical R functions that might make this easier than I would
do it with my planned clunky version. what's the elegant version?
/iaw
----
Ivo Welch (ivo.welch at gmail.com)
On Jan 7, 2013, at 3:57 PM, ivo welch wrote:> dear R experts: > > I want to define a function the calculates the black-scholes value. > it takes 5 named parameters, BS <- function(S,K,dt,rf,sigma) {} . > let's presume I want to be able to call this not only with my 5 > numeric vectors BS( sigma=0.3, S=100, K=100, dt=1, rf=0.1 ) and BS( > 100, 100, 1, 0.1, 0.3), but also with a data frame that contains the > variables alll in a neat data frame already, BS( data.frame( S=100, > K=100, dt=1, rf=0.1, sigma=0.3 )). I could of course define BS6 and > BS1, but it would be nice to wrap this functionality into one function > that can do both. > > I know that BS has to parse an '...' argument, but there could be a > couple of magical R functions that might make this easier than I would > do it with my planned clunky version. what's the elegant version? >apply( dfrm, 1, BS) -- David Winsemius Alameda, CA, USA
On Jan 9, 2013, at 1:00 PM, ivo welch wrote:> mea culpa. > > f <- function(...) { > ## parse out the arguments and then do something with them > } > > ## all of these should result in the same actions > f(2,3) ## interprets a to be first and b to be second > f(a=2,b=3) > f(b=3,a=2) > f(data.frame(a=2,b=3)) > f(data.frame(b=3,a=1)) >In the last two instances you are only passing a single object. I suppose you could construct the argument list with f <- function( a=NA, ...) { code} But this works: f <- function(a=NA, b=NA) if( !is.list(a) ) {print(a); cat("\n"); print(b) } else{ with(a, {print(a); cat("\n"); print(b)} ) } There is some concern for using with in functions so maybe you would want access values with a[["a"]] and a[["b"]] Test output.> f(2,3)[1] 2 [1] 3> f(a=2,b=3)[1] 2 [1] 3> f(b=3,a=2)[1] 2 [1] 3> f(data.frame(a=2,b=3))[1] 2 [1] 3> f(data.frame(b=3,a=1))[1] 1 [1] 3>> > On Tue, Jan 8, 2013 at 8:00 AM, David Winsemius <dwinsemius at comcast.net> wrote: >> >> On Jan 7, 2013, at 6:58 PM, ivo welch wrote: >> >>> hi david---can you give just a little more of an example? the >>> function should work with call by order, call by name, and data frame >>> whose columns are the names. /iaw >>> >> >> It is I who should be expecting you to provide an example. >> >> -- David. >>David Winsemius Alameda, CA, USA
On Jan 9, 2013, at 9:00 PM, ivo welch <ivo.welch at gmail.com> wrote:> mea culpa. > > f <- function(...) { > ## parse out the arguments and then do something with them > } > > ## all of these should result in the same actions > f(2,3) ## interprets a to be first and b to be second > f(a=2,b=3) > f(b=3,a=2)These will all be the same automatically for functions with the signature f(a, b, ...) [grammatical not variadic ellipsis there] -- basic call matching, nothing fancy.> f(data.frame(a=2,b=3)) > f(data.frame(b=3,a=1)) >Perhaps test if your first arg is a df and, if so, loop over it row-wise building the function calls with do.call() -- something like: # Untested f <- function(a, b){ if(is.data.frame(a)) return(lapply(seq_len(NROW(a)), function(n) do.call(f, a[n,])) ## regular function code here } You should probably also fiddle with Recall() to make the recursive structure a little more robust. Though it seems that generic functions make more sense here. Michael Weylandt> > > On Tue, Jan 8, 2013 at 8:00 AM, David Winsemius <dwinsemius at comcast.net> wrote: >> >> On Jan 7, 2013, at 6:58 PM, ivo welch wrote: >> >>> hi david---can you give just a little more of an example? the >>> function should work with call by order, call by name, and data frame >>> whose columns are the names. /iaw >> >> It is I who should be expecting you to provide an example. >> >> -- David. > > ______________________________________________ > 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.