Several internal functions, not exported from the NMOF name space.
makeInteger(x, label, min = 1L)
anyNA(x)
checkList(passedList, defaultList, label = "'algo'")
mRU(m,n)
mRN(m,n)
mcList(mc.control)
repair1c(x, up, lo)
Chapters1
Chapters2
due(D, tauD, tau, q)Enrico Schumann
makeInteger coerces the scalar x to
integer. If the result is NA or smaller than
min, an error is issued.
anyNA gives TRUE if any(is.na(x)), else
FALSE. If x is a function or NULL, it
also gives FALSE.
checkList will issue an error if passedList
contains any NA elements. It will give a warning if
any elements in passedList are unnamed, or if an
element in names(passedList) is not found in
names(defaultList).
mRU and mRN create matrices (of size m
times n) of uniform/Gaussian variates.
mcList takes a list of named elements and
‘merges’ them with the default settings of
mclapply from package parallel.
repair1c is described in the vignette on
‘Repairing Solutions’.
Chapters[12] is a vector of length 15, giving the
chapter names as printed in the book. (Can be accessed with
showChapterNames.)
due (dividends until expiry) returns a list with
named components tauD and D: all dividends for
which time-to-payment is greater than zero, but less than or
equal to time-to-expiry.
Gilli, M., Maringer, D. and Schumann, E. (2019) Numerical Methods and Optimization in Finance. 2nd edition. Elsevier. tools:::Rd_expr_doi("10.1016/C2017-0-01621-X")
Schumann, E. (2023) Financial Optimisation with R (NMOF Manual). https://enricoschumann.net/NMOF.htm#NMOFmanual