**Thinking inside the box**, and kindly contributed to R-bloggers)

We introduced Rcpp 0.10.0 with a number of very nice new features a

few days ago, and the activity on the rcpp-devel mailing list has been pretty

responsive which is awesome.

But because few things beat a nice example, this post tries to build some more excitement. We will illustrate how *Rcpp attributes*

makes it **really** easy to add C++ code to R session, and that that code is as easy to grasp as R code.

Our motivating example is everybody’s favourite introduction to Monte Carlo simulation: estimating π. A common method uses the fact

the unit circle has a surface area equal to π. We draw two uniform random numbers `x`

and `y`

, each between zero

and one. We then check for the distance of the corresponding point `(x,y)`

relative to the origin. If less than one (or equal),

it is in the circle (or on it); if more than one it is outside. As the first quadrant is a quarter of a square of area one, the area of

the whole circle is π — so our first quadrant approximates π over four. The following figure, kindly borrowed from Wikipedia

with full attribution and credit, illustrates this:

Now, a vectorized version (drawing `N`

such pairs at once) of this approach is provided by the following R function.

piR <- function(N) { x <- runif(N) y <- runif(N) d <- sqrt(x^2 + y^2) return(4 * sum(d < 1.0) / N) }

And in C++ we can write *almost exactly the same function* thanks the Rcpp sugar vectorisation available via Rcpp:

#include <Rcpp.h> using namespace Rcpp; // [[Rcpp::export]] double piSugar(const int N) { RNGScope scope; // ensure RNG gets set/reset NumericVector x = runif(N); NumericVector y = runif(N); NumericVector d = sqrt(x*x + y*y); return 4.0 * sum(d < 1.0) / N; }

Sure, there are small differences: C++ is statically typed, R is not. We need one include file for declaration, and we need one instantiation

of the `RNGScope`

object to ensure random number draws remain coordinated between the calling R process and the C++ function

calling into its (compiled C-code based) random number generators. That way we even get the *exact same draws* for the same seed.

But the basic approach is identical: draw a vector `x`

and vector `y`

, compute the distance to the origin and then

obtain the proportion within the unit circle — which we scale by four. Same idea, same vectorised implementation in C++.

But the real key here is the one short line with the `[[Rcpp::export]]`

attribute. This is **all** it takes (along with

`sourceCpp()`

from Rcpp 0.10.0) to get the C++ code into R.

The full example (which assumes the C++ file is saved as `piSugar.cpp`

in the same directory) is now:

#!/usr/bin/r library(Rcpp) library(rbenchmark) piR <- function(N) { x <- runif(N) y <- runif(N) d <- sqrt(x^2 + y^2) return(4 * sum(d < 1.0) / N) } sourceCpp("piSugar.cpp") N <- 1e6 set.seed(42) resR <- piR(N) set.seed(42) resCpp <- piR(N) ## important: check results are identical with RNG seeded stopifnot(identical(resR, resCpp)) res <- benchmark(piR(N), piSugar(N), order="relative") print(res[,1:4])

and it does a few things: set up the R function, source the C++ function (and presto: we have a callable C++ function just like that),

compute two simulations given the same seed and ensure they are in fact identical — and proceed to compare the timing in a benchmarking

exercise. That last aspect is not even that important — we end up being almost-but-not-quite twice as fast on my machine for different

values of `N`

.

The real takeaway here is the ease with which we can get a C++ function into R — and the new process completely takes care of passing

parameters in, results out, and does the compilation, linking and loading.

More details about *Rcpp attributes* are in the new vignette. Now enjoy the π.

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**Thinking inside the box**.

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