[R] How to vectorize a function to handle two vectors

[David Winsemius]

On Aug 26, 2011, at 4:52 PM, Newbie wrote:

> Thank you for the quick response! I think you are on the right track  
> - but is
> there any way of "calling" (is that the word for it) the function  
> price_call
> in the mapply, so that this price_call function is changed to handle
> vectors. I believe that this should, in theory if it is correct,  
> make the
> result be values.
>
> I have part of a code that works for only one vector. So maybe some  
> where in
> the line of:
> callOptionkVec <- function(phi, kVec, t)
> {
> 	sapply(kVec,function(k) {callOption(phi,k,t)})
> }
> is what I need to do. Do you have any ideas on how to do this?

What about this:

 > mapply(Price_call, kV, tV, MoreArgs=list(phi=phiHeston(subHeston)))
[1]  0.000000001877372 -0.000000632320728  0.000000626031829
[4]  0.000000058381615


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David Winsemius, MD
West Hartford, CT