Roll, Pitch and Yaw detect 3-axis rotation. from these angles you can build a 3x3 transformation matrix that expresses this rotation ( see here, how )
After you have this matrix, you take your regular vector up, say (0,1,0), if "up "is the y axis and multiply it by the matrix. You will receive the transformed vector.
Edit - Dating Applying the conversion to (0,1,0) is the same as taking the middle row. 3 rows of the matrix make up the orthogonal base of the rotated system. Keep in mind that the 3D graphics API uses 4x4 matrices. Therefore, to make a 4x4 matrix from a 3x3 rotation matrix, you need to add “1” to M [3] [3] (angle) and zeros otherwise like this:
r r r 0
r r r 0
r r r 0
0 0 0 1