[R-SIG-Finance] [SPAM] - Re: Question regarding floor and round - Email found in subject

[David Reiner]

and of course Excel doesn't handle negative x in a nice way,
(you have to negate base, and switch floor and ceiling in Excel),
but the R functions given do it correctly without having to negate base.
(You could emulate Excel's functions exactly for negative x,
but why would you want to?)
-- David

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Gandhi, Puneet - RSCH AMRS
Sent: Thursday, August 26, 2010 6:44 AM
To: Martin Becker; Pierre Lapointe
Cc: r-sig-finance at stat.math.ethz.ch
Subject: [SPAM] - Re: [R-SIG-Finance] Question regarding floor and round - Email found in subject


 Great,
That works perfectly.

Thanks a lot Martin
Puneet

-----Original Message-----
From: Martin Becker [mailto:martin.becker at mx.uni-saarland.de]
Sent: Thursday, August 26, 2010 3:38 AM
To: Pierre Lapointe
Cc: Gandhi, Puneet - RSCH AMRS; r-sig-finance at stat.math.ethz.ch
Subject: Re: [R-SIG-Finance] Question regarding floor and round


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

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