[R] help with sapply, plot, lines
Uzuner, Tolga
tolga.uzuner at csfb.com
Tue Dec 20 20:38:12 CET 2005
Fantastic. Many thanks, this is great. All understood. I will go with the first recommendation (pass it in explicitly).
Regards,
Tolga
This material is sales and trading commentary and does not constitute investment research. Please follow the attached hyperlink to an important disclaimer http://www.csfb.com/legal_terms/disclaimer_europe.shtml
-----Original Message-----
From: Gabor Grothendieck [mailto:ggrothendieck at gmail.com]
Sent: 20 December 2005 19:30
To: Uzuner, Tolga
Cc: r-help at stat.math.ethz.ch
Subject: Re: [R] help with sapply, plot, lines
The following is as in your post but cleaned up slightly.
Note in particular that str is an R function and although its not
wrong to also use it as a variable we use Str below to make it
clearer: Also we define a variable xx as shown.
atm <- 0.4
rr <- 0.2
Str <- 0.1
sigma <- function(lambda) atm-2*rr*(lambda-0.5)+16*Str*(lambda-0.5)^2
xx <- seq(0, 0.3, 0.05)
plot(xx, sigma(xx))
sapply(xx, function(Str) lines(xx, sigma(xx))) # wrong!
Note that sigma is defined in the global environment so lexical
scope implies that that is where sigma will look for Str -- not
within the function defined in the sapply statement.
To correct this we could do one of the following:
1. pass Str explicitly:
sigma2 <- function(Str, lambda) atm-2*rr*(lambda-0.5)+16*Str*(lambda-0.5)^2
plot(xx, sigma2(Str, xx))
sapply(xx, function(Str, lambda) lines(xx, sigma2(Str, xx)), lambda = xx)
2. (a) define sigma within the sapply so its lexical scope is as
desired rather than the global environment:
plot(xx, sigma(xx)) # same sigma as defined at the top
sapply(xx, function(Str, lambda) {
sigma <- function(lambda) # new local sigma
atm-2*rr*(lambda-0.5)+16*Str*(lambda-0.5)^2
lines(xx, sigma(xx))
})
(b) rather than write sigma out again we could make a copy of the
original one and reset its environment:
plot(xx, sigma(xx)) # same sigma as defined at the top
sapply(xx, function(Str, lambda) {
environment(sigma) <- environment()
lines(xx, sigma(xx))
})
(c) instead of using environment we could express it slightly more
compactly using the proto package. A proto object is an environment
but any function component of a proto object defined in a proto
statement has its environment reset to that object:
library(proto)
plot(xx, sigma(xx))
sapply(xx, function(Str) lines(xx, with(proto(sigma = sigma), sigma(xx))))
On 12/20/05, Uzuner, Tolga <tolga.uzuner at csfb.com> wrote:
> Hi,
>
> I am trying to plot multiple lines on a graph.
>
> The function is particularly simple:
>
> sigma<-function(lambda) atm-2*rr*(lambda-0.5)+16*str*(lambda-0.5)^2
>
> which uses the variables atm, rr and str...
>
> I define these as such:
>
> atm<-0.4
> rr<-0.2
> str<-0.1
>
>
> and this plots fine:
>
> plot(seq(0.01,0.99,0.01),sigma(seq(0.01,0.99,0.01)),ylim=c(0,1))
>
> Now, I want to plot the same function for different values of str, as follows:
>
> sapply(seq(0,0.3,0.05),function(s) {str<-s; lines(seq(0.01,0.99,0.01),sigma(seq(0.01,0.99,0.01)))})
>
> Hoping that sigma will lexically scope into str and that lines will appear on the same plot as the one I first drew above.
>
> Instead, I just get this:
> > sapply(seq(0,0.3,0.05),function(s) {str<-s; lines(seq(0.01,0.99,0.01),sigma(seq(0.01,0.99,0.01)))})
> [[1]]
> NULL
>
> [[2]]
> NULL
>
> [[3]]
> NULL
>
> [[4]]
> NULL
>
> [[5]]
> NULL
>
> [[6]]
> NULL
>
> [[7]]
> NULL
>
> and the plot does not change.
>
> Any assistance appreciated.
>
> Regards,
> Tolga
>
>
>
>
>
>
>
>
> This material is sales and trading commentary and does not constitute investment research. Please follow the attached hyperlink to an important disclaimer http://www.csfb.com/legal_terms/disclaimer_europe.shtml
>
>
>
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>
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