From romain.francois at dbmail.com  Wed Sep 30 09:07:06 2009
From: romain.francois at dbmail.com (Romain Francois)
Date: Wed, 30 Sep 2009 09:07:06 +0200
Subject: [Rd] How do I access class slots from C?
In-Reply-To: <fc212e850909292351l654f0a82nc02a1fbc6254a6a9@mail.gmail.com>
References: <fc212e850909290728j1f3a305bkf82db6dfcd42d8a9@mail.gmail.com>	<19138.22581.659836.39730@ron.nulle.part>
	<fc212e850909292351l654f0a82nc02a1fbc6254a6a9@mail.gmail.com>
Message-ID: <4AC3039A.7000002@dbmail.com>

On 09/30/2009 08:51 AM, Abhijit Bera wrote:
>
> Hi
>
> Thanks all of you for your suggestions. I will put up my code shortly based
> on your suggestions.
>
> I wonder how the parsing and eval will work when most of my data comes in
> from an external source like a DB?  Probably it would be more efficient to
> make an object? Hmmmm... maybe it has to be a mix of parsing and eval?

What's in the database ? Is this the data or the R code ? What's wrong 
with writing your own set of R functions and evaluate calls to these 
functions instead of basically replicate this in C or C++ or whatever.

Dirk's code certainly is nicer, but would you really do it like that in 
real life ?

Romain

> Yes, the lang4 c idea sucks. mkstring is better.
>
> Regards
>
> Abhijit
>
>
> On Tue, Sep 29, 2009 at 11:55 PM, Dirk Eddelbuettel<edd at debian.org>  wrote:
>
>>
>> This is so much fun.  The C code posted wasn't exactly legible.  So here is
>> a
>> new C++ variant that I just committed to the RInside SVN as a new example.
>> And it mine works (against RInide and Rcpp as on CRAN):
>>
>> edd at ron:~/svn/rinside/pkg/inst/examples>  ./rinside_sample4
>> Package 'sn', 0.4-12 (2009-03-21). Type 'help(SN)' for summary information
>> Using the GLPK callable library version 4.37
>>
>> Title:
>>   MV Feasible Portfolio
>>   Estimator:         covEstimator
>>   Solver:            solveRquadprog
>>   Optimize:          minRisk
>>   Constraints:       LongOnly
>>
>> Portfolio Weights:
>> SBI SPI SII LMI MPI ALT
>> 0.1 0.1 0.1 0.1 0.3 0.3
>>
>> Covariance Risk Budgets:
>>     SBI     SPI     SII     LMI     MPI     ALT
>> -0.0038  0.1423  0.0125 -0.0058  0.4862  0.3686
>>
>> Target Return and Risks:
>>   mean     mu    Cov  Sigma   CVaR    VaR
>> 0.0548 0.0548 0.4371 0.4371 1.0751 0.6609
>>
>> Description:
>>   Tue Sep 29 13:43:36 2009 by user:
>>              SBI        -0.00380065
>>              SPI           0.142261
>>              SII          0.0125242
>>              LMI        -0.00576251
>>              MPI           0.486228
>>              ALT           0.368551
>> edd at ron:~/svn/rinside/pkg/inst/examples>
>>
>> The final few lines are C++ accessing the result, earlier in the code I
>> assign the weight vector from C++ as you desired from C.  All with error
>> checking / exception handling and what have in under 60 lines of (IMHO more
>> readable) code -- see below.
>>
>> Dirk
>>
>> // -*- mode: C++; c-indent-level: 4; c-basic-offset: 4;  tab-width: 8; -*-
>> //
>> // Another simple example inspired by an r-devel mail by Abhijit Bera
>> //
>> // Copyright (C) 2009 Dirk Eddelbuettel and GPL'ed
>>
>> #include "RInside.h"                    // for the embedded R via RInside
>> #include "Rcpp.h"                       // for the R / Cpp interface used
>> for transfer
>> #include<iomanip>
>>
>> int main(int argc, char *argv[]) {
>>
>>     try {
>>         RInside R(argc, argv);          // create an embedded R instance
>>         SEXP ans;
>>
>>         std::string txt = "suppressMessages(library(fPortfolio))";
>>         if (R.parseEvalQ(txt))          // load library, no return value
>>             throw std::runtime_error("R cannot evaluate '" + txt + "'");
>>
>>         txt = "lppData<- 100 * LPP2005.RET[, 1:6]; "
>>           "ewSpec<- portfolioSpec(); "
>>           "nAssets<- ncol(lppData); ";
>>         if (R.parseEval(txt, ans))      // prepare problem
>>             throw std::runtime_error("R cannot evaluate '" + txt + "'");
>>
>>         const double dvec[6] = { 0.1, 0.1, 0.1, 0.1, 0.3, 0.3 }; // choose
>> any weights you want
>>         const std::vector<double>  w(dvec,&dvec[6]);
>>
>>         R.assign( w, "weightsvec");     // assign STL vector to R's
>> 'weightsvec' variable
>>
>>         txt = "setWeights(ewSpec)<- weightsvec";
>>         if (R.parseEvalQ(txt))          // evaluate assignment
>>             throw std::runtime_error("R cannot evaluate '" + txt + "'");
>>
>>         txt = "ewPortfolio<- feasiblePortfolio(data = lppData, spec =
>> ewSpec, constraints = \"LongOnly\"); "
>>           "print(ewPortfolio); "
>>           "vec<- getCovRiskBudgets(ewPortfolio at portfolio)";
>>         if (R.parseEval(txt, ans))      // assign covRiskBudget weights to
>> ans
>>             throw std::runtime_error("R cannot evaluate '" + txt + "'");
>>         RcppVector<double>  V(ans);      // convert SEXP variable to an
>> RcppMatrix
>>
>>         R.parseEval("names(vec)", ans); // assign columns names to ans
>>         RcppStringVector names(ans);
>>
>>         for (int i=0; i<names.size(); i++) {
>>           std::cout<<  std::setw(16)<<  names(i)<<  "\t"
>>                     <<  std::setw(11)<<  V(i)<<  "\n";
>>         }
>>
>>     } catch(std::exception&  ex) {
>>         std::cerr<<  "Exception caught: "<<  ex.what()<<  std::endl;
>>     } catch(...) {
>>         std::cerr<<  "Unknown exception caught"<<  std::endl;
>>     }
>>
>>     exit(0);
>> }



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Romain Francois
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[Rd] How do I access class slots from C?
Romain Francois