Pass arguments to a function from each row of a matrix

Question

I created this function:

nDone<- function (under,strike,ttoe,vol,rf,dy) {
    return(pnorm(((log(under/strike) + (rf-dy+(vol^2)/2)*ttoe)/(vol*(ttoe^0.5)))))
 }

nDone(90,100,3,0.17,0.05,0)
[1] 0.6174643

So far that's fine and works. Now I want the function to be applied to each row of a matrix.

b<- c(90,95,100,100,3,2,0.17,0.18,0.05,0.05,0,0)
dim(b) <- c(2,6)

Which gives:

     [,1] [,2] [,3] [,4] [,5] [,6]
[1,]   90  100    3 0.17 0.05    0
[2,]   95  100    2 0.18 0.05    0

So now I want to pass the elements in each row to the function. I've tried using apply:

apply(b,1,nDone)

And get the following error:

Error in under/strike : 'strike' is missing

I've also tried:

lapply(b,nDone)

I get the following error:

Error in under/strike : 'strike' is missing

What I want is multiple results of the function. What am I doing wrong here?

Hi Joran, I know it looks the same and I'm certainly not trying to waste anyone's time. In this question now I'm trying to pass each row of a matrix to a function. Again thanks for reviewing. — rsgmon
– rsgmon, Commented Feb 10, 2012 at 23:43
Yes. @joran's answer (actually a comment) to the previous question should work to answer this one as well. He left a little bit of room for struggle/interpretation on your part. I would suggest that you take a look at his comment, see if you can understand what to do with it, then (if you can't) come back and ask for clarification there ... — Ben Bolker
– Ben Bolker, Commented Feb 10, 2012 at 23:59
Another route you could go down would be something like this: nDone(b[,1],b[,2],b[,3],b[,4],b[,5],b[,6]), since nDone is already vectorized. Or convert the matrix to a list with each column being an element and use the solution from the previous question. — joran
– joran, Commented Feb 11, 2012 at 0:09

flodel · Accepted Answer · 2012-02-11 00:31:32Z

6

This should work:

apply(b, 1, function(x)do.call(nDone, as.list(x)))

What was wrong with your version is that through apply(), your nDone() function was getting the whole row as a single argument, i.e., a vector passed under "strike" and nothing for the other arguments. The solution is to use do.call().

answered Feb 11, 2012 at 0:31

flodel

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mbask · Accepted Answer · 2012-02-13 07:34:29Z

3

It is worth mentioning that, if you wanted to bind the results of the functions to the original matrix, you could use mdply from plyr

> library(plyr)
> mdply(b, nDone)

  X1  X2 X3   X4   X5 X6        V1
1 90 100  3 0.17 0.05  0 0.6174643
2 95 100  2 0.18 0.05  0 0.6249916

answered Feb 13, 2012 at 7:34

mbask

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