Question

Hi sorry still learning here and slow to learning code arguments.

Just wondering could anyone explain what a certain part of a function means:

x = sum(abs(apply(embed(y, 4), 1, prod)))

It does give the following on paper:

#sum(y|{j}|*y|{j-1}|*y|{j-2}|*|y{j-3}|)

I am wondering what does the 1 do? as I think the (y, 4) means y with y plus 3 lags and prod I know is product

this specific function was wrote for be by I am trying to modify it to equal:

#sum((|y{j}|^3/2)*(|y{j-1}|^3/2)*(|y{j-2}|^3/2)*(|y{j-3}|^3/2))

So basically I am wondering should my modified function to raise the y’s to ^3/2 should I compute:

x = sum(abs(apply(embed((y^3/2), 4), 1, prod)))

or to:

x = sum(abs(apply(embed(y, 4), 3/2, prod)))

or another?

Any help?

Thank you in advance for your input

Answer 1

1 is part of the apply function of argument called MARGIN. This is why I advocate specifying argument names. Anyway, apply function will “loop” through rows (1) or columns (2) of data frames, arrays, matrices… An expression or an evaluated object should be passed as X or if you prefer your functions bare, the first argument. If you want to raise y by some amount, you will have to do it like you’ve showed in one of the lines: y^(3/2).

In other words, this command will sum all elements across rows:

apply(X = my.object, MARGIN = 1, FUN = sum)

or across columns:

apply(X = my.object, MARGIN = 2, FUN = sum)