# [R-SIG-Finance] Question regarding floor and round

Martin Becker martin.becker at mx.uni-saarland.de
Thu Aug 26 09:38:14 CEST 2010

```  AFAIR, Excel does not comply with IEEE rounding (but R does), which
may lead to undesirable results if Base is not exactly representable; at
least on my system I get

> my.floor(2.8,0.2)
[1] 2.6

for example.
So (if my memory about Excel's behaviour is correct) one has to modify
the functions my.floor and my.ceiling slightly to mimic Excel's
behaviour more precisely. Something like

Floor <- function(x,Base) {
Base*floor(x*(1+.Machine\$double.eps)/Base)
}

Ceiling <- function(x,Base) {
Base*ceiling(x*(1-.Machine\$double.eps)/Base)
}

may be closer to Excel. At least, in the previous example I get

> Floor(2.8,0.2)
[1] 2.8

on my system.

HTH

Martin

On 26.08.2010 00:00, Pierre Lapointe wrote:
> Here are modified floor and ceiling functions that solve your problem:
>
> my.floor<-function(x,my.base){
> floor(x/my.base)*my.base
> }
>
> my.ceiling<-function(x,my.base){
> ceiling(x/my.base)*my.base
> }
>
> Base = 0.5
> my.floor(126.6,Base)   #[1] 126.5
> my.ceiling(126.6,Base) #[1] 127
>
> Base = 1
> my.floor(126.6,Base) #[1] 126
> my.ceiling(126.6,Base) #[1] 127
>
> HTH
>
> Pierre
>
>
> On Wed, Aug 25, 2010 at 4:38 PM, Gandhi, Puneet - RSCH AMRS<
> p.gandhi at baml.com>  wrote:
>
>> Hi All,
>>
>> Is there any function in R which does what Floor or Ceiling in Excel.
>>
>> Excel can take 2 arguments to FLOOR function while R doesn't.
>>
>> I need the following which is done in excel
>>
>> Base = 0.5
>> Floor(126.6,Base) = 126.5
>> Ceiling(126.6, Base) = 127
>>
>>
>> Base = 1
>> Floor(126.6, Base) = 126
>> Ceiling(126.6, Base) = 127
>>
>> I tried round, floor, ceiling, trunc in R but none does this job.
>>
>> Pls Help/Thanks
>> Puneet
>>
>> ----------------------------------------------------------------------
>> This message w/attachments (message) is intended solely ...{{dropped:7}}
>>
>> _______________________________________________
>> R-SIG-Finance at stat.math.ethz.ch mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions
>> should go.
>>
> 	[[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.

--
Dr. Martin Becker
Statistics and Econometrics
Saarland University
Campus C3 1, Room 217
66123 Saarbruecken
Germany

```