[R] A coding question involving variable assignments in ifelse()

Sat Apr 28 17:46:44 CEST 2007

On 4/28/2007 6:20 AM, AJ Rossini wrote:
> 
> I agree entirely with Gabor.  My advice would be to just ignore the people who 
> think differently 

That's fairly bad advice, in that many of the people who actually 
provide helpful advice are old-fashioned, and like to know who they're 
providing it to.  If xpRt.wannabe had followed your advice a few days 
ago, s/he would have seen no help at all.

Or maybe you meant to say, "ignore their wishes", and not "ignore their 
help"?

> -- however, if you want those particular folks to respond, 
> you'll have to play by their rules.  (and if you don't play by their rules, 
> you'll just have to ignore the consequences -- this _IS_ the internet, after 
> all).

And if you want anyone else to respond, you may just be out of luck.

Duncan Murdoch

> 
> On Friday 27 April 2007, Gabor Grothendieck wrote:
>> I don't think there is any requirement to identify yourself in any
>> way nor should their be.  Many people on the list are in academia
>> and in those cases they probably want their name in lights but
>> others may wish to have a lower profile and its common to use
>> an alias on the net for privacy.
>>
>> On 4/27/07, xpRt.wannabe <xprt.wannabe at gmail.com> wrote:
>>> Is this an ad hominem comment or a comment of brevity?  Unless my eyes
>>> are playing tricks on me, I can't seem to find any language in the
>>> Posting Guide on what is considered a reasonable vs. unreasonable
>>> request from an anonymous poster.  Kindly point me to it if it exists.
>>>
>>> In any case, thanks for your time and suggestion.
>>>
>>> On 4/26/07, Duncan Murdoch <murdoch at stats.uwo.ca> wrote:
>>>> On 4/26/2007 5:21 PM, xpRt.wannabe wrote:
>>>>> I made a few slight modifications to the original model in an effort
>>>>> to see the inner workings of the code:
>>>>>
>>>>> deductible <- 1
>>>>> coverage.limit <- 2
>>>>> insurance.threshold <- deductible + coverage.limit
>>>>>
>>>>> <snip>
>>>>>
>>>>> set.seed(123)
>>>>> loss <- abs(rnorm(rpois(1, 5), 1, 3))
>>>>> n <- length(loss)
>>>>> accept <- runif(n) < 0.8
>>>>> payout <- runif(n) < 0.999
>>>>> sum(ifelse(accept & payout, ifelse(loss > insurance.threshold,
>>>>> loss - coverage.limit, pmin(loss, deductible)), 0))
>>>>>
>>>>> [1] 6.188817
>>>>>
>>>>> <snip>
>>>>>
>>>>> To tease out the data as well as to see the effect of 'accept &
>>>>>
>>>>> payout', I did the following:
>>>>>> loss
>>>>> [1] 3.401663 4.570620 4.068667 4.718488
>>>>>
>>>>>> accept
>>>>> [1]  TRUE FALSE  TRUE  TRUE  # The second loss claim is NOT accepted
>>>>> by the insurance company.
>>>>>
>>>>>> payout
>>>>> [1] TRUE TRUE TRUE TRUE
>>>>>
>>>>>> accept & payout
>>>>> [1]  TRUE FALSE  TRUE  TRUE  # The second entry is FALSE because of
>>>>> the second entry in 'accept.'
>>>>>
>>>>> Based on the inner ifelse() expression, the original loss numbers
>>>>> become : 1.401663, 2.570620, 2.068667, 2.718488, respectively (which
>>>>> is fine and what I wanted).
>>>>>
>>>>> Because the second entry in 'accept & payout' is FALSE, the second
>>>>> altered loss number (2.570620) becomes 0, making sum(...) equal
>>>>> 6.188817.  Unfortunately this is _not_ what I want, and I apologize
>>>>> for not being clear in the first place.  What I want is: for any
>>>>> FALSE entry, the original loss number is unaltered, as opposed to
>>>>> become 0. So in the example above, the four numbers that should have
>>>>> been added are: 1.401663, 4.570620, 2.068667, 2.718488, yielding
>>>>> 10.759438 instead of 6.188817.
>>>>>
>>>>> Any further suggestions would be greatly appreciated.
>>>> I'm sorry, but from an anonymous poster that's not a reasonable
>>>> request. Just work it out yourself.
>>>>
>>>> Duncan Murdoch
>>>>
>>>>> On 4/26/07, Duncan Murdoch <murdoch at stats.uwo.ca> wrote:
>>>>>> On 4/26/2007 2:31 PM, xpRt.wannabe wrote:
>>>>>>> Just to be sure, is what I have below the right intepretation of
>>>>>>> your suggestion:
>>>>>> Yes, that's what I suggested.
>>>>>>
>>>>>> Duncan Murdoch
>>>>>>
>>>>>>> deductible <- 15
>>>>>>> coverage.limit <- 75
>>>>>>> insurance.threshold <- deductible + coverage.limit
>>>>>>>
>>>>>>> tmpf <- function() {
>>>>>>> loss <- rlnorm(rpois(1, 3), 2, 5)
>>>>>>> n <- length(loss)
>>>>>>> accept <- runif(n) < 0.8
>>>>>>> payout <- runif(n) < 0.999
>>>>>>> sum(ifelse(accept & payout, ifelse(loss > insurance.threshold, loss
>>>>>>> - coverage.limit, pmin(loss, deductible)), 0))
>>>>>>> }
>>>>>>> net <- replicate(1000000, tmpf())
>>>>>>>
>>>>>>> On 4/26/07, Duncan Murdoch <murdoch at stats.uwo.ca> wrote:
>>>>>>>> On 4/26/2007 12:48 PM, xpRt.wannabe wrote:
>>>>>>>>> Dear List,
>>>>>>>>>
>>>>>>>>> Below is a simple, standard loss model that takes into account
>>>>>>>>> the terms of an insurance policy:
>>>>>>>>>
>>>>>>>>> deductible <- 15
>>>>>>>>> coverage.limit <- 75
>>>>>>>>> insurance.threshold <- deductible + coverage.limit
>>>>>>>>>
>>>>>>>>> tmpf <- function() {
>>>>>>>>> loss <- rlnorm(rpois(1, 3), 2, 5)
>>>>>>>>> sum(ifelse(loss > insurance.threshold, loss - coverage.limit,
>>>>>>>>> pmin(loss, deductible)))
>>>>>>>>> }
>>>>>>>>> net <- replicate(1000000, tmpf())
>>>>>>>>>
>>>>>>>>> Now, I would like to enhance the model by incorporating the
>>>>>>>>> following two probabilities:
>>>>>>>>>
>>>>>>>>> 1. Probability of claim being accepted by the insurance company,
>>>>>>>>> say, 0.8 2. Probability of payout by the insurance company, say,
>>>>>>>>> 0.999
>>>>>>>>>
>>>>>>>>> Could anyone suggest how one might do this?
>>>>>>>> A general way to generate events with probability p is runif(n) <
>>>>>>>> p.  So I'd add
>>>>>>>>
>>>>>>>> n <- length(loss)
>>>>>>>> accept <- runif(n) < 0.8
>>>>>>>> payout <- runif(n) < 0.999
>>>>>>>>
>>>>>>>> and then require "accept & payout"  before any payment at all,
>>>>>>>> e.g.
>>>>>>>>
>>>>>>>> sum(ifelse(accept & payout, [ your old ifelse expression ], 0))
>>>>>>>>
>>>>>>>> There are a lot of implicit independence assumptions here; they
>>>>>>>> may not be very realistic.
>>>>>>>>
>>>>>>>> Duncan Murdoch
>>>>>>> ______________________________________________
>>>>>>> R-help at stat.math.ethz.ch mailing list
>>>>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>>>>> PLEASE do read the posting guide
>>>>>>> http://www.R-project.org/posting-guide.html and provide commented,
>>>>>>> minimal, self-contained, reproducible code.
>>> ______________________________________________
>>> R-help at stat.math.ethz.ch mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html and provide commented,
>>> minimal, self-contained, reproducible code.
> 
> 
> 
> 
> ------------------------------------------------------------------------
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.