Hello everyone, I’ve a function with five input argument and one output number. impVolC <- function(callM, K, T, F, r)
I hope this function can take five vectors as input, then return one vector as output. My vectorization ran into problems with the nested if-else operation. As a result, I have to write another for loop to call this function. Can anyone suggest some methods to overcome it? I put my code below, thanks. impVolC <- function(callM, K, T, F, r){ if(y >= 0){ call0 <- K*exp(-r*T)*(exp(y)*polya(sqrt(2*y)) - 0.5) if(callM <= call0){ sig <- 1/sqrt(T)*(sqrt(gamma + y) - sqrt(gamma - y)) }else{ sig <- 1/sqrt(T)*(sqrt(gamma + y) + sqrt(gamma - y)) } }else{ call0 <- K*exp(-r*T)*(exp(y)/2 - polya(-sqrt(-2*y))) if(callM <= call0){ sig <- 1/sqrt(T)*(-sqrt(gamma + y) + sqrt(gamma - y)) }else{ sig <- 1/sqrt(T)*(sqrt(gamma + y) + sqrt(gamma - y)) } } sig } for(i in 1:length(call)){ sigV[i] <- impVolC(callM = call[i], K = df$Strike[i], T = T, F = F, r = r_m) } ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.