firstValueRow: Returning the first >0 value in each row of a matrix
In LSMonteCarlo: American options pricing with Least Squares Monte Carlo method
Description
Usage
Arguments
Value
Author(s)
See Also
Examples
View source: R/firstValueRow.R
Description
Technical function implemented in the pricing functions of the package. It returns the first >0 value in each row of a matrix and assign zero to all subsequent values.
Usage
1
Arguments
x
A matrix.
Value
A matrix.
Author(s)
Mikhail A. Beketov
See Also
Functions: AmerPutLSM,
AmerPutLSM_AV,
AmerPutLSM_CV,
AsianAmerPutLSM,
QuantoAmerPutLSM, and
QuantoAmerPutLSM_AV.
Examples
1
2
3
mat<-matrix(c(0,0,2,0,4,0,3,0,1,9,8,7), ncol=4)
mat
firstValueRow(mat)
LSMonteCarlo documentation built on May 2, 2019, 8:55 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value Author(s) See Also Examples
View source: R/firstValueRow.R
Description
Technical function implemented in the pricing functions of the package. It returns the first >0 value in each row of a matrix and assign zero to all subsequent values.
Usage
1 |
Arguments
x |
A matrix. |
Value
A matrix.
Author(s)
Mikhail A. Beketov
See Also
Functions: AmerPutLSM,
AmerPutLSM_AV,
AmerPutLSM_CV,
AsianAmerPutLSM,
QuantoAmerPutLSM, and
QuantoAmerPutLSM_AV.
Examples
1 2 3 | mat<-matrix(c(0,0,2,0,4,0,3,0,1,9,8,7), ncol=4)
mat
firstValueRow(mat)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.