Re: [R] sapply and matrix command

2012-08-09 Thread R. Michael Weylandt
On Wed, Aug 8, 2012 at 10:37 AM, alijk1989 [via R] wrote: > > > Hi Michael, > > Thanks for your response. Here is a simple example of what I am trying to > do: > > w=rep(0.02,10) > Q=rep(0.02,10) > rho=matrix(0.5,nrow=10,ncol=10) > m=10 > LGD=0.45 > > M1=sum(sapply(1:m, > function(k){sum(sapply(1:

Re: [R] sapply and matrix command

2012-08-08 Thread alijk1989 [via R]
Hi Michael, Thanks for your response. Here is a simple example of what I am trying to do: w=rep(0.02,10) Q=rep(0.02,10) rho=matrix(0.5,nrow=10,ncol=10) m=10 LGD=0.45 M1=sum(sapply(1:m, function(k){sum(sapply(1:m,function(j){w[k]*w[j]*LGD^2*(pmnorm(c(qnorm(Q[k]),qnorm(Q[j])),c(0,0),equicorr(2,r

Re: [R] sapply and matrix command

2012-08-08 Thread R. Michael Weylandt
On Wed, Aug 8, 2012 at 9:17 AM, alijk1989 [via R] wrote: > > > Hi, > > I have made some progress speeding up my code. This is what I have at the > moment: > > > M1=sum(sapply(1:m, function(k){sum(sapply(1:m,function(j){w[k]*w[j]*LGD^2 > (pmnorm(c(qnorm(Q[k]),qnorm(Q[j])),c(0,0),equicorr(2,rho[k,j]

Re: [R] sapply and matrix command

2012-08-08 Thread alijk1989 [via R]
Hi, I have made some progress speeding up my code. This is what I have at the moment: M1=sum(sapply(1:m, function(k){sum(sapply(1:m,function(j){w[k]*w[j]*LGD^2 (pmnorm(c(qnorm(Q[k]),qnorm(Q[j])),c(0,0),equicorr(2,rho[k,j]))-Q[k]*Q[j])}))})) I tried setting up a function as so: f1 <- function

Re: [R] sapply and matrix command

2012-08-04 Thread R. Michael Weylandt
Take a look at ?expand.grid Michael On Aug 4, 2012, at 5:03 PM, "alijk1989 [via R]" wrote: > > > Thanks again for the help looks like this will be useful for what I'm doing. > Is there any way to use combn to return combinations of values with > themselves: > > e.g. > >> combn(1:3,2) > >

Re: [R] sapply and matrix command

2012-08-04 Thread alijk1989 [via R]
Thanks again for the help looks like this will be useful for what I'm doing. Is there any way to use combn to return combinations of values with themselves: e.g. >combn(1:3,2) [,1] [,2] [,3] [,4] [,5] [,6] [1,]111 2 2 3 [2,]1 232 3 3

Re: [R] sapply and matrix command

2012-08-01 Thread arun kirshna [via R]
HI, You can also try this: d<-1:25 A<-sample(combn(20:30,2)) B<-sample(combn(20:30,2)) lapply(d,function(x) matrix(c(1,A[x],B[x],1),2,2)) [[1]] [,1] [,2] [1,]1 23 [2,] 271 [[2]] [,1] [,2] [1,]1 21 [2,] 211 [[3]] [,1] [,2] [1,]1 29 [2,] 231 [[4]