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trans_prob_values
2009 Feb 18
2
Re place Values within vector using Translation vector
...the values to be allocated (loss
probabilities), but the number of potential rating classes and loss
estimates is still subject to a lot of discussion.
Attached a simplified version of the problem (original has more values and
needs to stay flexible, i.e. length of translation vector can change.
Trans_Prob_values<-c(0.005, 0.01, 0.1)
Trans_CR<-c(1,2,3)
a<-c(3,2,1,1,2,3)
A<-replace(a, Trans_CR, Trans_Prob_values)
A
This however produces
[1] 0.005 0.010 0.100 1.000 2.000 3.000
as opposed to the desired result.
The help however says
"replace replaces the values in x with indexes given in...