[R] Error message: object of type 'closure' is not subsettable

[Newbie]

Thank you for your help, even though there was such an obvious mistake, Im
sorry for that
I have now tried to incorporate your suggested solution, but just as last
time (the other post that you referred to), I get the values of the initial
parameters when I run nlminb. 
I have changed the code a bit, see below, due to some error messages. 
Can anyone see what I am doing wrong? 

Thank you in advance!

http://r.789695.n4.nabble.com/file/n3758834/S%26P_500_calls%2C_jan-jun_2010.csv
S%26P_500_calls%2C_jan-jun_2010.csv 

setwd("F:/Data til speciale/")

############## Calibration of Heston model parameters


marketdata <- read.csv(file="S&P 500 calls, jan-jun 2010.csv", header=TRUE,
sep=";")

BS_Call <- function(S0, K, T, r, sigma, q)
{
	sig <- sigma * sqrt(T)
	d1 <- (log (S0/K) + (r - q + sigma^2/2) * T ) / sig
	d2 <- d1 - sig
	Presentvalue <- exp(-r*T)
	return (S0 * exp(-q*T) * pnorm(d1) - K*Presentvalue*pnorm(d2))
}


#------------------------- Values ----------------------------------
#### Data imported
S0 <- 1136.02
X <- marketdata[1:460,9]
t <- marketdata[1:460,17]/365		#Notice the T is measured in years now
implvol <- marketdata[1:460,12]

k <- log(X/(S0*exp(r-q)*t))

###### Initial values
kappa <- 0.0663227			# Lambda = -kappa
rho <- -0.6678461
eta <- 0.002124704
theta <- 0.0001421415
v0 <- 0.0001421415

q <- 0.02145608
r <- 0.01268737

#-----------------------------------------------------------------------------
#### The price of a Call option (Eq. (5.6) of The Volatility Surface,
Gatheral)
# In terms of log moneyness

Price_call <- function(phi, k, t)
{
	integrand <-  function(u) {Re(exp(-1i*u*k)*phi(u - 1i/2, t)/(u^2 + 1/4))}
	res <- S0*exp(-q*t) -
exp(k/2)/pi*integrate(Vectorize(integrand),lower=0,upper=Inf,
subdivisions=460)$value
	return(res)
}


# The characteric formula for the Heston model (Eq. XX)
phiHeston <- function(kappa, rho, eta, theta, v0)
{	
	lambda <- -kappa
	function(u, t)
	{
		alpha <- -u*u/2 - 1i*u/2      		
		beta <- lambda - rho*eta*1i*u			
		gamma <- eta^2/2
		d <- sqrt(beta*beta - 4*alpha*gamma)
		rplus <- (beta + d)/(eta^2)
		rminus <- (beta - d)/(eta^2)
		g <- rminus / rplus
		D <- rminus * (1 - exp(-d*t))/ (1 - g*exp(-d*t))
		C <- lambda* (rminus * t - 2/eta^2 * log( (1 - g*exp(-(d*t)))/(1 - g)) )
		return(exp(C*theta + D*v0))
	}
}

## Calculating the Heston model price with fourier
HestonCall<-function(k,t)
{
res<-Price_call(phiHeston(kappa, rho, eta, theta, v0),k,t)
return(res)
}


##### Vectorizing the function to handle vectors of strikes and maturities
HestonCallVec <- function(k,t)
{
mapply (HestonCall, k, t)
}

lb <- c(0, -0.9, 0, 0, 0)
ub <- c(100, 0.9, 0.5, 1, 1)
#BS_Call(S0, exp(k), t, r, implvol, q)

difference <- function(k, t, S0, r, implvol, q, kappa, rho, eta, theta, v0)
{
return(HestonCallVec(k,t) - BS_Call(S0, exp(k), t, r, implvol, q))
}
difference(k,t,S0, r, implvol, q, kappa, rho, eta, theta, v0)
y <- function(par) {kappahat<-par[1]; rhohat<-par[2]; etahat<-par[3];
thetahat<-par[4]; v0hat<-par[5]; sum(difference(k, t, S0, r, implvol, q,
kappahat, rhohat, etahat, thetahat, v0hat)^2)}
nlminb(start=c(kappa, rho, eta, theta, v0), objective = y, lower =lb, upper
=ub)

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