| firstValueRow {LSMonteCarlo} | R Documentation |
Returning the first >0 value in each row of a matrix
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
firstValueRow(x)
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
mat<-matrix(c(0,0,2,0,4,0,3,0,1,9,8,7), ncol=4)
mat
firstValueRow(mat)
[Package LSMonteCarlo version 1.0 Index]