I am using R for volatility calibration (Variance Gamma distribution).
My question is very basic and not at all related to mathematics!
y=spline(KK,CallPrices,,"fmm",,,strikes)
When calling spline function it returns a list y
The list contains some numbers which I have to subtract from another
array called "MarketPrices"
since y is a list a normal subtraction is not possible.
For example I get this output from spline function...
$x
[1] 1050 1100 1150 1175 1200 1250 1300 1350 1400 1450 1500
$y
[1] 175.15474 146.78475 121.76502 110.50149 100.05049 81.49610
65.87413 52.89799 42.24847 33.59852 26.63327
I can chunk out...the second list...using modelprices[2]
> modelprices[2]
$y
[1] 175.15474 146.78475 121.76502 110.50149 100.05049 81.49610
65.87413 52.89799 42.24847 33.59852 26.63327
Still its a list and I think I need an array
other array is
> marketprices
[1] 171.4 140.4 112.8 99.8 88.2 66.9 49.5 35.7 25.2 17.0 12.2
> marketprices-modelprices[2]
Error in marketprices - modelprices[2] :
non-numeric argument to binary operator
Is there any way to perform this substraction?
I tried the normal approaches like
> as.numeric(modelprices[2])
Error: (list) object cannot be coerced to type 'double'
Thanks in advance!--
Regards,
Animesh Saxena
(www.quantanalysis.in)
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