RInside release 0.1.1, and a fresh example

September 29, 2009
By

(This article was first published on Thinking inside the box , and kindly contributed to R-bloggers)

Last week's 0.1.0 release of RInside, and the first to have been published on CRAN, still had some issues with builds and use on OS X. Thanks to testing and fixes by Jan de Leeuw, Jeff Horner and particularly Simon Urbanked, things are said to be better now with the new release 0.1.1 which went onto CRAN yesterday. So no new features, but fixes to the main Makefile as well as the Makefile for the examples directory, some minor fixes and editing for the examples. I also added a file THANKS to show some appreciation for the various patches and fixes I have been receiving -- they are appreciated!

However, today I committed a new example to SVN archive at R-Forge. It is based on this thread on r-devel. Abhijit Bera tries to do this in C, but to me his questions provide rather clear motivation for showing how much simpler things can be via C++ and the Rcpp classes along with RInside. Using a small example, the task was to pass a weight vector to a portfolio solver from the Rmetrics package fPortfolio and to then access the computed solution. The original poster struggled with access from C to the S4 classes used by fPortfolio and could not set the weights. But when using RInside, we simply pass a C++ vector of weights down to R, solve the problem and pass a solution vector back using the handy evaluation of R expressions:

// -*- 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@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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