# [R] repeat a function

Bert Gunter bgunter.4567 at gmail.com
Thu Nov 2 18:08:56 CET 2017

```Petr et al. :

I only wish to comment on Petr's remark; I have nothing useful to say about

"AFAIK if a function is defined within another function (which is your
case) it cannot be called directly so it is necessary to define it in
global environment."

Right, a deliberate consequence of R's (lexical) scoping semantics.
However, as you are probably aware, a function can *return* a function that
is then visible and can be called in the caller's scope. e.g. , using your
example:

> fff <- function(a){
function(x) x^2 + a
}

> fff(2)(3) ## note syntax: 3^2 + 2
[1] 11

> fff(3)(2) ## 2^2 + 3
[1] 7

## or you can assign the function to a symbol and call it directly

> myf <- fff(2)

> myf(3) ## 3^2 + 2
[1] 11

You all can decide whether or not this is useful in the current context.

Cheers,
Bert

Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )

On Thu, Nov 2, 2017 at 8:56 AM, PIKAL Petr <petr.pikal at precheza.cz> wrote:

> Hi Eric
>
> I did not see any answer and frankly speaking I cannot provide you with
> canned help.
>
> AFAIK if a function is defined within another function (which is your
> case) it cannot be called directly so it is necessary to define it in
> global environment.
>
> >  fff <- function(x) {
> +  myf <- function(a) a+2
> +  myf(x)^2}
> >
> > fff(5)
> [1] 49
> > myf(5)
> Error in myf(5) : could not find function "myf"
> >
>
> Your function set is quite complicated but I wonder why would it be
> necessary to use for cycle for what seems to be simple table. Everything
> seems quite deterministic.
>
> Basically you have combination of rows (-2,-1,0,1,2) and columns -1,-,1.
> expand.grid(u=-2:2, v=-1:1)
> for each row you can than use one function with parameters u, v and a and
> dt.
> After you calculate vector of results, you can easily transform it to
> matrix by setting dim argument to it.
>
> Cheers
> Petr
>
> > -----Original Message-----
> > From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of
> > Eric.Pueyo at avivainvestors.com
> > Sent: Wednesday, November 1, 2017 1:31 PM
> > To: r-help at r-project.org
> > Subject: [R] repeat a function
> >
> > I want to populate the matrix prb through the function HWMProb <-
> function
> > (a,j,dt) that encapsulates different functions (please see code below),
> using j=
> > 0:2 for each j.
> >
> > It only populates prb if I specify each function independently in the
> global
> > environment and then run the loop with the iF statement, as per below.
> > for (j in 0:2) {
> >   if (j==0) {
> >     prb["0","1"] <- ProbUP(a,j,dt)
> >     prb["0","0"] <- ProbMID(a,j,dt)
> >     prb["0","-1"] <- ProbDWN(a,j,dt)
> >   }
> >   else {
> >     if (j==jmax) {
> >       prb[paste(j,sep = ""),"1"] <- TOPProbUP(a,j,dt)
> >       prb[paste(j,sep = ""),"0"] <- TOPProbMID(a,j,dt)
> >       prb[paste(j,sep = ""),"-1"] <- TOPProbDWN(a,j,dt)
> >       prb[paste(-j,sep = ""),"1"] <- BTTMProbUP(a,-j,dt)
> >       prb[paste(-j,sep = ""),"0"] <- BTTMProbMID(a,-j,dt)
> >       prb[paste(-j,sep = ""),"-1"] <- BTTMProbDWN(a,-j,dt)
> >     }
> >     else {
> >       prb[paste(j,sep = ""),"1"] <- ProbUP(a,j,dt)
> >       prb[paste(j,sep = ""),"0"] <- ProbMID(a,j,dt)
> >       prb[paste(j,sep = ""),"-1"] <- ProbDWN(a,j,dt)
> >       prb[paste(-j,sep = ""),"1"] <- ProbUP(a,-j,dt)
> >       prb[paste(-j,sep = ""),"0"] <- ProbMID(a,-j,dt)
> >       prb[paste(-j,sep = ""),"-1"] <- ProbDWN(a,-j,dt)
> >     } # Close 2nd IF
> >   } # Close 1st IF
> > }
> >
> > Many thanks in advance.
> > Kind regards,
> >
> > Eric Pueyo
> > Investment Risk Analyst
> > Email:
> > Eric.Pueyo at avivainvestors.com<mailto:Eric.Pueyo at avivainvestors.com>
> > D: +44 (0)20 7809 8070
> > No. 1 Undershaft, London EC3P 3DQ
> > Web:
> > www.avivainvestors.com<https://urldefense.proofpoint.com/v2/url?u=http-
> > 3A__www.avivainvestors.com_&d=CwMFAg&c=zUO0BtkCe66yJvAZ4cAvZg&r=-
> > 34SVFvqwmZvbxD0ShuYglbuijP84lygitjFgiP1fxI&m=kRg3I7ESFxV-
> > KaNbYHN6DPupgyEmFCiThNO6oDnpAFs&s=tQa1EuXKNfzRgiR2HgG0H_tW_X-
> > BCpgebe5AL9A_GC8&e=>
> >
> > jmax<-2
> > prb <-matrix(0L,nrow=5, ncol=3)
> > rownames(prb) <- c(seq(-2,2, by = 1))
> > colnames(prb) <- c(-1,0,1)
> > a<- 0.1
> > dt<-1
> >
> > ExpX <-function(x,a,dt) {                              ######Defines the
> Expectation of X
> > on t+1 | t
> > ExpX <- x*exp(-a*dt)
> > ExpX
> > }
> > Mfactor<-function(a,dt)  {                           #######Factor
> multiplicative
> >   Mfactor<- exp(-a*dt)-1
> >   Mfactor
> > }
> > VarX <-function(sigma,a,dt) {                         #######Defubes the
> Variance of X
> > on t+1 | t
> >   VarX <- (sigma^2/(2*a))*(1-exp(-2*a*dt))
> >   VarX
> > }
> > DeltaX <-function(sigma,a,dt) {                       ######Defines the
> change of X
> >   DeltaX<- sqrt(3*VarX(sigma,a,dt))
> >   DeltaX<-value(DeltaX)
> > }
> >
> > Mfactor<-function(a,dt)  {                           #######Factor
> multiplicative
> >   Mfactor<- exp(-a*dt)-1
> >   Mfactor
> > }
> >
> > KNode<-function(sigma,x,a,j,dt) {                    ######Central Node
> >   KNode<- round(ExpX(x,a,dt)/DeltaX(sigma,a,dt))
> >   KNode
> > }
> >
> > ####### Probability Calculations taking into account different branches
> > HWMProb <- function (a,j,dt) {
> >   ######################### DESCRIPTION
> > #####################################
> >   ProbUP<- function( a, j, dt) 1 / 6 + ((j ^ 2 * Mfactor(a, dt) ^ 2 + j
> * Mfactor(a,
> > dt)) / 2)                     ######### Probability X going up
> >   ProbMID<- function(a, j, dt) 2 / 3 - (j ^ 2 * Mfactor(a, dt) ^ 2)
> > ######## Probability X going middle
> >   ProbDWN<-function( a, j, dt) 1 / 6 + ((j ^ 2 * Mfactor(a, dt) ^ 2 - j
> * Mfactor(a,
> > dt)) / 2)                  #######  Probability X going down
> >   TOPProbUP<- function( a, j, dt) 7 / 6 + (j ^ 2 * Mfactor(a, dt) ^ 2 +
> 3 * j *
> > Mfactor(a, dt)) / 2                 ####### Top branch probability going
> up
> >   TOPProbMID<- function(a, j, dt) -1 / 3 - j ^ 2 * Mfactor(a, dt) ^ 2 -
> 2 * j *
> > Mfactor(a, dt)              ####### Top branch probability going MID
> >   TOPProbDWN<- function( a, j, dt) 1 / 6 + (j ^ 2 * Mfactor(a, dt) ^ 2 +
> j *
> > Mfactor(a, dt)) / 2               ####### Top branch probability going
> DOWN
> >   BTTMProbUP<- function( a, j, dt) 1 / 6 + (j ^ 2 * Mfactor(a, dt) ^ 2 -
> j *
> > Mfactor(a, dt)) / 2           ####### Bottom branch probability going u
> >   BTTMProbMID<- function( a, j, dt) -1 / 3 - j ^ 2 * Mfactor(a, dt) ^ 2
> + 2 * j *
> > Mfactor(a, dt)               ####### Bottom branch probability going MID
> >   BTTMProbDWN<- function( a, j, dt) 7 / 6 + (j ^ 2 * Mfactor(a, dt) ^ 2
> - 3 * j *
> > Mfactor(a, dt)) / 2              ####### Bottom branch probability going
> DOWN
> >
> >   if (j==0) {
> >     prb["0","1"] <- ProbUP(a,j,dt)
> >     prb["0","0"] <- ProbMID(a,j,dt)
> >     prb["0","-1"] <- ProbDWN(a,j,dt)
> >   }
> >   else {
> >     if (j==jmax) {
> >       prb[paste(j,sep = ""),"1"] <- TOPProbUP(a,j,dt)
> >       prb[paste(j,sep = ""),"0"] <- TOPProbMID(a,j,dt)
> >       prb[paste(j,sep = ""),"-1"] <- TOPProbDWN(a,j,dt)
> >       prb[paste(-j,sep = ""),"1"] <- BTTMProbUP(a,-j,dt)
> >       prb[paste(-j,sep = ""),"0"] <- BTTMProbMID(a,-j,dt)
> >       prb[paste(-j,sep = ""),"-1"] <- BTTMProbDWN(a,-j,dt)
> >     }
> >     else {
> >       prb[paste(j,sep = ""),"1"] <- ProbUP(a,j,dt)
> >       prb[paste(j,sep = ""),"0"] <- ProbMID(a,j,dt)
> >       prb[paste(j,sep = ""),"-1"] <- ProbDWN(a,j,dt)
> >       prb[paste(-j,sep = ""),"1"] <- ProbUP(a,-j,dt)
> >      prb[paste(-j,sep = ""),"0"] <- ProbMID(a,-j,dt)
> >       prb[paste(-j,sep = ""),"-1"] <- ProbDWN(a,-j,dt)
> >     } # Close 2nd IF
> >   } # Close 1st IF
> > } #Close Formula
> >
> > for (j in 0:2) {
> >   HWMProb(a,j,dt)
> >
> > }
> >
> >
> >       [[alternative HTML version deleted]]
> >
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