R help - Apr 2014 - How to store interim print results

Dear R forum,

Following is an customized extract of a code I am working on.

settlement = as.Date("2013-11-25")
maturity   = as.Date("2015-10-01")
coupon     = 0.066
yield      = 0.1040
basis      = 1  
frequency = 2
redemption = 100

# __________________________________________________________________

add.months = function(date, n) 
{
  nC <- seq(date, by=paste (n, "months"), length = 2)[2]
  fD <- as.Date(strftime(as.Date(date), format='%Y-%m-01'))
  C  <- (seq(fD, by=paste (n+1, "months"), length = 2)[2])-1
  if(nC>C) return(C)
  return(nC)
}

date.diff = function(end, start, basis=1) {
  if (basis != 0 && basis != 4)
  return(as.numeric(end - start))
  e <- as.POSIXlt(end)
  s <- as.POSIXlt(start)
  d <-   (360 * (e$year - s$year)) + (30 * (e$mon  - s$mon )) + (min(30,
e$mday) - min(30, s$mday))
  
  return (d)
}

 cashflows   <- 0
 last.coupon <- maturity
 while (last.coupon > settlement) {
          print(last.coupon)             # I need to store these dates
 last.coupon <- add.months(last.coupon, -12/frequency)
 cashflows <- cashflows + 1
print(cashflows)                 # I need to store these cashflow numbers   
  }

The print command causes the following output

[1] "2015-10-01"
[1] 1
[1] "2015-04-01"
[1] 2
[1] "2014-10-01"
[1] 3
[1] "2014-04-01"
[1] 4

My problem is how do I store these print outputs or while the loop is getting
executed, how do I save these to some data.frame say

output_dat 

cashflow_tenure    cashflow_nos

1      2015-10-01            1
2      2015-04-01            2
3      2014-10-01            3
4      2014-04-01            4

Kindly advise

With regards

Katherine
	[[alternative HTML version deleted]]

This will get you close:
> settlement = as.Date("2013-11-25")
> maturity   = as.Date("2015-10-01")
> coupon     = 0.066
> yield      = 0.1040
> basis      = 1
> frequency = 2
> redemption = 100
>
> # __________________________________________________________________
>
> add.months = function(date, n)
+ {
+   nC <- seq(date, by=paste (n, "months"), length = 2)[2]
+   fD <- as.Date(strftime(as.Date(date), format='%Y-%m-01'))
+   C  <- (seq(fD, by=paste (n+1, "months"), length = 2)[2])-1
+   if(nC>C) return(C)
+   return(nC)
+ }
>
> date.diff = function(end, start, basis=1) {
+   if (basis != 0 && basis != 4)
+   return(as.numeric(end - start))
+   e <- as.POSIXlt(end)
+   s <- as.POSIXlt(start)
+   d <-   (360 * (e$year - s$year)) + (30 * (e$mon  - s$mon )) + (min(30,
e$mday) - min(30, s$mday))
+
+   return (d)
+ }
>
> output <- capture.output({  # collect the print output
+  cashflows   <- 0
+  last.coupon <- maturity
+  while (last.coupon > settlement) {
+           print(last.coupon)             # I need to store these dates
+  last.coupon <- add.months(last.coupon, -12/frequency)
+  cashflows <- cashflows + 1
+ print(cashflows)                 # I need to store these cashflow numbers

+   }
+
+ })
>
> # remove line numbers
> output <- sub("^....", "", output)
>
> # remove extra quotes
> output <- gsub('"', '', output)
>
>
> # now read in the data
> report <- matrix(output, ncol = 2, byrow = TRUE)
>
> report
     [,1]         [,2]
[1,] "2015-10-01" "1"
[2,] "2015-04-01" "2"
[3,] "2014-10-01" "3"
[4,] "2014-04-01" "4"
>
>


Jim Holtman
Data Munger Guru

What is the problem that you are trying to solve?
Tell me what you want to do, not how you want to do it.


On Thu, Apr 3, 2014 at 6:22 AM, Katherine Gobin
<katherine_gobin@yahoo.com>wrote:
> Dear R forum,
>
> Following is an customized extract of a code I am working on.
>
> settlement = as.Date("2013-11-25")
> maturity   = as.Date("2015-10-01")
> coupon     = 0.066
> yield      = 0.1040
> basis      = 1
> frequency = 2
> redemption = 100
>
> # __________________________________________________________________
>
> add.months = function(date, n)
> {
>   nC <- seq(date, by=paste (n, "months"), length = 2)[2]
>   fD <- as.Date(strftime(as.Date(date), format='%Y-%m-01'))
>   C  <- (seq(fD, by=paste (n+1, "months"), length = 2)[2])-1
>   if(nC>C) return(C)
>   return(nC)
> }
>
> date.diff = function(end, start, basis=1) {
>   if (basis != 0 && basis != 4)
>   return(as.numeric(end - start))
>   e <- as.POSIXlt(end)
>   s <- as.POSIXlt(start)
>   d <-   (360 * (e$year - s$year)) + (30 * (e$mon  - s$mon )) + (min(30,
> e$mday) - min(30, s$mday))
>
>   return (d)
> }
>
>  cashflows   <- 0
>  last.coupon <- maturity
>  while (last.coupon > settlement) {
>           print(last.coupon)             # I need to store these dates
>  last.coupon <- add.months(last.coupon, -12/frequency)
>  cashflows <- cashflows + 1
> print(cashflows)                 # I need to store these cashflow numbers
>
>   }
>
> The print command causes the following output
>
> [1] "2015-10-01"
> [1] 1
> [1] "2015-04-01"
> [1] 2
> [1] "2014-10-01"
> [1] 3
> [1] "2014-04-01"
> [1] 4
>
> My problem is how do I store these print outputs or while the loop is
> getting executed, how do I save these to some data.frame say
>
> output_dat
>
> cashflow_tenure    cashflow_nos
>
> 1      2015-10-01            1
> 2      2015-04-01            2
> 3      2014-10-01            3
> 4      2014-04-01            4
>
> Kindly advise
>
> With regards
>
> Katherine
>         [[alternative HTML version deleted]]
>
>
> ______________________________________________
> R-help@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.
>
>
	[[alternative HTML version deleted]]

Katherine,

One easy way to do this for small data is by using the append() function
(see code below).  But, if you have a lot of data, it may be too slow for
you.  In that case, you can gain some efficiency if you determine in
advance how long the vectors will be, then use indexing to fill in the
vectors without using the append() function.  Or, rewrite the code to be
vectorized instead of using a while() loop.

cashflows   <- 0
last.coupon <- maturity
# create "empty" vectors
cashflow.tenure <- character(0)
cashflow.nos <- numeric(0)

while (last.coupon > settlement) {
print(last.coupon)
# store the dates
cashflow.tenure <- append(cashflow.tenure, last.coupon)
 last.coupon <- add.months(last.coupon, -12/frequency)
cashflows <- cashflows + 1
print(cashflows)
 # store the cashflow numbers
cashflow.nos <- append(cashflow.nos, cashflows)
}

output.dat <- data.frame(cashflow.tenure, cashflow.nos)
output.dat

Jean


On Thu, Apr 3, 2014 at 5:22 AM, Katherine Gobin
<katherine_gobin@yahoo.com>wrote:
> Dear R forum,
>
> Following is an customized extract of a code I am working on.
>
> settlement = as.Date("2013-11-25")
> maturity   = as.Date("2015-10-01")
> coupon     = 0.066
> yield      = 0.1040
> basis      = 1
> frequency = 2
> redemption = 100
>
> # __________________________________________________________________
>
> add.months = function(date, n)
> {
>   nC <- seq(date, by=paste (n, "months"), length = 2)[2]
>   fD <- as.Date(strftime(as.Date(date), format='%Y-%m-01'))
>   C  <- (seq(fD, by=paste (n+1, "months"), length = 2)[2])-1
>   if(nC>C) return(C)
>   return(nC)
> }
>
> date.diff = function(end, start, basis=1) {
>   if (basis != 0 && basis != 4)
>   return(as.numeric(end - start))
>   e <- as.POSIXlt(end)
>   s <- as.POSIXlt(start)
>   d <-   (360 * (e$year - s$year)) + (30 * (e$mon  - s$mon )) + (min(30,
> e$mday) - min(30, s$mday))
>
>   return (d)
> }
>
>  cashflows   <- 0
>  last.coupon <- maturity
>  while (last.coupon > settlement) {
>           print(last.coupon)             # I need to store these dates
>  last.coupon <- add.months(last.coupon, -12/frequency)
>  cashflows <- cashflows + 1
> print(cashflows)                 # I need to store these cashflow numbers
>
>   }
>
> The print command causes the following output
>
> [1] "2015-10-01"
> [1] 1
> [1] "2015-04-01"
> [1] 2
> [1] "2014-10-01"
> [1] 3
> [1] "2014-04-01"
> [1] 4
>
> My problem is how do I store these print outputs or while the loop is
> getting executed, how do I save these to some data.frame say
>
> output_dat
>
> cashflow_tenure    cashflow_nos
>
> 1      2015-10-01            1
> 2      2015-04-01            2
> 3      2014-10-01            3
> 4      2014-04-01            4
>
> Kindly advise
>
> With regards
>
> Katherine
>         [[alternative HTML version deleted]]
>
>
> ______________________________________________
> R-help@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.
>
>
	[[alternative HTML version deleted]]