[R] help with sapply, plot, lines

[Uzuner, Tolga]

Fantastic. Many thanks, this is great. All understood. I will go with the first recommendation (pass it in explicitly).
Regards,
Tolga

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-----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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