I have used some of your advice in making some changes to my function and
function call before reposting.

Instead of nesting many 'for' loops, I have gotten to the point where I only
have one.    (Also, please note, I am pasting the function calcProfit at the
end of this message as it is a bit long.)

This process works correctly, but still has a 'for' loop, which I thought I
would be able to avoid with 'apply'.
------------------------------------------------------------------------------------------------------------------
# Sample iteration parameters (these can be vectors of arbitrary length)
# Need to iterate through all possible combinations of these parameters
Param <- list(long=c(.75, 1.5),
                  short=c(-.5, -1),
                  investment=10000,
                  stoploss=c(-.015),
                  comission=.0002,
                  penny=3,
                  volume=c(.02, .01),
                  numU=2,
                  accDefn=0:1 )
CombParam <- expand.grid(Param)

# Create sample X and Y data frames  for function call
Y <- data.frame(SymbolID=10:14, OpeningPrice = c(1,3,10,20,60), ClosingPrice
= c(2,2.5,11,18,61.5), YesterdayClose= c(1,3,10,20,60), MinTrVol =
rep(10000000, times=5))
X <- data.frame(SymbolID=10:14, weight = c(1, .5, -3, -.75, 2),
CPweight=c(1.5, .25, -1.75, 2, -1), noU = c(2,3,4,2,10))

for (i in 1:length(CombParam$long))
  {
   if(i==1)
     { Results <- calcProfit(CombParam[i,], X, Y)
     } else {
         Results <- rbind(Results, calcProfit(CombParam[i,], X, Y))
       }
  }
------------------------------------------------------------------------------------------------------------------

However, when I try to replace this for loop with 'apply', I get the
following result:

Results2 <- apply(CombParam, 1, calcProfit, X, Y)
Error in IterParam$long : $ operator is invalid for atomic vectors

Any advice that anyone could provide would be much appreciated.

Here is the function which I am using:

------------------------------------------------------------------------------------------------------------------
*calcProfit* <- function(IterParam,  marketData, dailyForecast) {
    long <- IterParam$long
    short <- IterParam$short
    investment <- IterParam$investment
    stoploss <- IterParam$stoploss
    comission <- IterParam$comission
    penny <- IterParam$penny
    volume <- IterParam$volume
    numU <- IterParam$numU
    accDefn <- IterParam$accDefn

    compareMarket <- merge(dailyForecast, marketData, by.x="SymbolID",
by.y="SymbolID")

    weight <- ifelse(rep(accDefn, times=length(compareMarket$weight))==1,
compareMarket$weight, compareMarket$CPweight)

    position <- ifelse((weight<=short & compareMarket$OpeningPrice > penny &
compareMarket$noU>=numU), "S",
      ifelse((weight>=long & compareMarket$OpeningPrice > penny &
compareMarket$noU>=numU), "L", NA))
    positionTF <- ifelse(position=="L" | position=="S", TRUE, FALSE)

    estMaxInv <- volume*compareMarket$MinTrVol*compareMarket$YesterdayClose

    investbySymbol <- ifelse(positionTF==TRUE, ifelse(estMaxInv >=
investment, investment, 0))

    opClProfit <- ifelse(position=="L",
compareMarket$ClosingPrice/compareMarket$OpeningPrice-1,
                    ifelse(position=="S",
1-compareMarket$ClosingPrice/compareMarket$OpeningPrice, 0.0))

    Gains <- investbySymbol*ifelse(opClProfit <= stoploss, stoploss,
opClProfit)
    ProfitTable <- data.frame(SymbolID=compareMarket$SymbolID,
investbySymbol, Gains, percentGains=Gains/investbySymbol,
                        LessComm=rep(comission, times=length(Gains)),
NetGains=Gains/investbySymbol-2*comission)

    AggregatesTable <- data.frame( OutTotInvestment =
sum(ProfitTable$investbySymbol, na.rm=TRUE),
        OutNumInvestments = sum(ProfitTable$investbySymbol,
na.rm=TRUE)/investment, OutDolProf = sum(ProfitTable$Gains, na.rm=TRUE),
        OutPerProf = sum(ProfitTable$Gains,
na.rm=TRUE)/sum(ProfitTable$investbySymbol, na.rm=TRUE),
        OutNetGains = sum(ProfitTable$Gains,
na.rm=TRUE)/sum(ProfitTable$investbySymbol, na.rm=TRUE)-2*comission, OutLong
= long,
        OutShort = short, OutInvestment = investment, OutStoploss =
stoploss, OutComission = comission, OutPenny = penny, OutVolume = volume,
        OutNumU = numU, OutAccDefn = accDefn )

    return(AggregatesTable)
  }

------------------------------------------------------------------------------------------------------------------



On Mon, Dec 22, 2008 at 4:32 PM, David Winsemius <dwinsemius@comcast.net>wrote:

> I do agree with Dr Berry that your question failed on several grounds in
> adherence to the Posting Guide, so this is off list.
>
> Maybe this will give you  guidance that you can apply to your next question
> to the list:
>
> > alist <- list("a","b","c")
> > blist <- list("ab","ac","ad")
>
> > expand.grid(alist, blist)
>  Var1 Var2
> 1    a   ab
> 2    b   ab
> 3    c   ab
> 4    a   ac
> 5    b   ac
> 6    c   ac
> 7    a   ad
> 8    b   ad
> 9    c   ad
>
> > apply( expand.grid(alist, blist), 1, function(x) paste(x[1], x[2],
> sep=""))
> [1] "aab" "bab" "cab" "aac" "bac" "cac" "aad" "bad" "cad"
>
> > clist <- list("AA","BB")
>
> > apply(expand.grid(alist, blist, clist),1,function(x) paste(x[1], x[2],
> x[3], sep=""))
>  [1] "aabAA" "babAA" "cabAA" "aacAA" "bacAA" "cacAA" "aadAA" "badAA"
> "cadAA" "aabBB"
> [11] "babBB" "cabBB" "aacBB" "bacBB" "cacBB" "aadBB" "badBB" "cadBB"
>
> > dlist <- list(TRUE,FALSE)
>
> > apply(expand.grid(alist, blist, clist, dlist),1,function(x) paste(x[1],
> x[2], x[3], (x[4]), sep=""))[8:12]
> [1] "badAATRUE" "cadAATRUE" "aabBBTRUE" "babBBTRUE" "cabBBTRUE"
>
>
> This could get unwieldily if the length of the lists are appreciable, since
> the number of rows will be the product of all the lengths. On the other hand
> you could create a dataframe indexed by the variables in expand.grid's
> output:
>
> >  master.df <- data.frame( expand.grid(alist, blist, clist, dlist),
>                            results = apply(expand.grid(alist, blist,
> clist,dlist),1,
>                                    function(x) paste(x[1], x[2], x[3],
> (x[4]), sep="")))
>
>
>
> --
> David Winsemius
>
> On Dec 22, 2008, at 3:33 PM, Charles C. Berry wrote:
>
> On Mon, 22 Dec 2008, Brigid Mooney wrote:
>>
>> Hi All,
>>>
>>> I'm still pretty new to using R - and I was hoping I might be able to get
>>> some advice as to how to use 'apply' or a similar function instead of
>>> using
>>> nested for loops.
>>>
>>
>> Unfortunately, you have given nothing that is reproducible.
>>
>> The details of MyFunction and the exact structure of the list objects are
>> crucial.
>>
>> Check out the _Posting Guide_ for hints on how to formulate a question
>> that will elecit an answer that helps you.
>>
>> HTH,
>>
>> Chuck
>>
>>
>>
>>> Right now I have a script which uses nested for loops similar to this:
>>>
>>> i <- 1
>>> for(a in Alpha) { for (b in Beta) { for (c in Gamma) { for (d in Delta) {
>>> for (e in Epsilon)
>>> {
>>>     Output[i] <- MyFunction(X, Y, a, b, c, d, e)
>>>      i <- i+1
>>> }}}}}
>>>
>>>
>>> Where Output[i] is a data frame, X and Y are data frames, and Alpha,
>>> Beta,
>>> Gamma, Delta, and Epsilon are all lists, some of which are numeric, some
>>> logical (TRUE/FALSE).
>>>
>>> Any advice on how to implement some sort of solution that might be
>>> quicker
>>> than these nested 'for' loops would be greatly appreciated.
>>>
>>> Thanks!
>>>
>>>        [[alternative HTML version deleted]]
>>>
>>> ______________________________________________
>>> R-help@r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html>
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>>
>> Charles C. Berry                            (858) 534-2098
>>                                           Dept of Family/Preventive
>> Medicine
>> E mailto:cberry@tajo.ucsd.edu               UC San Diego
>> http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego
>> 92093-0901
>>
>> ______________________________________________
>> R-help@r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html>
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>

	[[alternative HTML version deleted]]

