Hi Simon Thanks. All the confusion between CHAR and STRING. First I read this :
http://www1.cuni.cz/~obo/r_surprises.html In the meantime I got your reply. Then I read the documentation and it made sense! Regards Abhijit Bera On Fri, Aug 28, 2009 at 6:49 PM, Simon Urbanek <simon.urba...@r-project.org>wrote: > > On Aug 28, 2009, at 7:41 AM, Abhijit Bera wrote: > > Hi Martin >> >> Here's the code. I'm stuck at one point. I cannot figure out how to print >> the dimnames. I've commented it in my code: >> >> int main (int argc, char** argv) { >> >> SEXP e,t1,t2,val; >> int errorOccurred,nx,ny,i,j; >> double *v; >> char x[1024],y[1024]; >> >> Rf_initEmbeddedR(argc, argv); >> >> PROTECT(e = lang2(install("library"), mkString("fPortfolio"))); >> R_tryEval(e, R_GlobalEnv, NULL); >> UNPROTECT(1); >> >> >> PROTECT(e = lang2(install("as.matrix"),install("SWX.RET"))); >> PROTECT(t1 = (R_tryEval(e, NULL, &errorOccurred))); >> >> v=REAL(t1); >> >> PROTECT(t2=getAttrib(t1,R_DimSymbol)); >> >> > FWIW no need to protect it - t1 is already protected and even more so you > are blowing t2 away two lines later anyway ... > > > nx=INTEGER(t2)[0]; >> ny=INTEGER(t2)[1]; >> >> PROTECT(t2=getAttrib(t1,R_DimNamesSymbol)); >> >> > Again, no need to protect - you have protected t1 already ... > > > // I'm getting stuck here. >> // I want to print out the dimnames >> // so that I can get the dates for the timeseries object. >> strcpy(x,(CHAR(VECTOR_ELT(t2,0))[0])); >> > > Please read docs about character vectors - what you probably meant is > something like > const char *x = CHAR(STRING_ELT(VECTOR_ELT(t2,0), 0)); > printf("dim 1 = (%s, ...)\n", x); > > Cheers, > Simon > > > > strcpy(y,(CHAR(VECTOR_ELT(t2,1))[0])); >> >> printf("%d * %d\n %s %s \n Matrix:\n",nx,ny,x,y); >> >> // The matrix is stored in column major order so >> // we print it in this manner. >> // my previous code was incorrect. >> for(i=0;i<nx;i++,j++) { >> >> for(j=0;j<ny;j++) >> printf("%f ",v[i+(j*ny)]); >> >> printf("\n"); >> >> } >> >> //UNPROTECT(3); >> >> return 0; >> >> } >> >> On Wed, Aug 26, 2009 at 10:25 PM, Martin Morgan <mtmor...@fhcrc.org> >> wrote: >> >> Hi Abhijit -- >>> >>> Abhijit Bera wrote: >>> >>>> Hi Martin >>>> >>>> Thanks. I think I got it! Read the R extensions documentation again. I >>>> don't even need to convert to a list. This is what I did (just a demo): >>>> >>>> #include <R.h> >>>> #include <Rinternals.h> >>>> #include <Rdefines.h> >>>> #include <Rembedded.h> >>>> >>>> int main (int argc, char** argv) { >>>> >>>> SEXP e,t1,t2,val; >>>> int errorOccurred,nx,ny,i,j; >>>> double *v; >>>> >>>> Rf_initEmbeddedR(argc, argv); >>>> >>>> PROTECT(e = lang2(install("library"), mkString("fPortfolio"))); >>>> R_tryEval(e, R_GlobalEnv, NULL); >>>> UNPROTECT(1); >>>> >>>> /* We try to evaluate the R expression: >>>> * round(cov(100 * SWX.RET), digits = 4) >>>> * we shall split it as: >>>> * t1<-100*SWX.RET >>>> * t2<-cov(t1) >>>> * val<-round(t2,4) >>>> */ >>>> >>>> PROTECT(e = lang3(install("*"),ScalarInteger(100), >>>> >>> install("SWX.RET"))); >>> >>>> PROTECT(t1 = (R_tryEval(e, NULL, &errorOccurred))); >>>> >>> >>> For what it's worth, and realizing that this is sloppiness in my >>> original code, ScalarInteger(100) (and mkString("fPortfolio")) returns >>> an unprotected SEXP, so it could in principle be garbage collected while >>> lang3 is being evaluated... >>> >>> >>>> PROTECT(e = lang2(install("cov"),t1)); >>>> PROTECT(t2 = (R_tryEval(e, NULL, &errorOccurred))); >>>> >>>> PROTECT(e = lang3(install("round"),t2, ScalarInteger(4))); >>>> PROTECT(val = (R_tryEval(e, NULL, &errorOccurred))); >>>> >>>> Rf_PrintValue(val); >>>> >>>> /* This isn't required, is extraneous. >>>> PROTECT(e = lang2(install("as.list"),val)); >>>> PROTECT(t2 = (R_tryEval(e, NULL, &errorOccurred))); >>>> >>>> Rf_PrintValue(t2);*/ >>>> >>> >>> the reason I recommended using as.list (for example) was to respect the >>> implied abstraction between the object (of class 'timeSeries') and it's >>> representation. Apparently there is a method as.list.timeSeries, and a >>> list is something that I am allowed to know about. Your code below >>> works, but doesn't respect the (R-level) abstraction the class author >>> wants. I don't know whether this is regular practice in the R community, >>> but it seems like the right thing to do. >>> >>> Martin >>> >>> >>>> v=REAL(val); >>>> >>>> PROTECT(t2=getAttrib(val,R_DimSymbol)); >>>> >>>> nx=INTEGER(t2)[0]; >>>> ny=INTEGER(t2)[1]; >>>> >>>> /* Just printing out the matrix >>>> * To understand how I can convert >>>> * data types b/w R and C >>>> */ >>>> >>>> printf("Matrix:\n"); >>>> >>>> for(i=0,j=0;i<(nx*ny);i++,j++) { >>>> >>>> printf("%.4f ",v[i]); >>>> >>>> if(j==ny-1) { >>>> printf("\n"); >>>> j=0; >>>> } >>>> >>>> } >>>> >>>> UNPROTECT(6); >>>> >>>> return 0; >>>> >>>> } >>>> >>>> Regards >>>> >>>> Abhijit Bera >>>> >>>> >>>> On Wed, Aug 26, 2009 at 12:37 PM, Abhijit Bera <abhib...@gmail.com >>>> <mailto:abhib...@gmail.com>> wrote: >>>> >>>> Hi Martin >>>> >>>> Thanks. I think I got the hang of it. I will try it out and post any >>>> more queries I have regarding handling data types onto the mailing >>>> >>> list. >>> >>>> >>>> Regards >>>> >>>> Abhijit Bera >>>> >>>> >>>> On Tue, Aug 25, 2009 at 7:15 PM, Martin Morgan <mtmor...@fhcrc.org >>>> <mailto:mtmor...@fhcrc.org>> wrote: >>>> >>>> Abhijit Bera <abhib...@gmail.com <mailto:abhib...@gmail.com>> >>>> writes: >>>> >>>> Hi >>>>> >>>>> I think I have asked these questions earlier, but I been able >>>>> >>>> to find >>>> >>>>> answers from the documentation (which I found poorly written >>>>> >>>> in several >>>> >>>>> places). Will someone be kind enough to give me answers and >>>>> >>>> enlighten me? >>>> >>>>> (as in explain with CODE?) >>>>> >>>>> I want to embed R in my application and use the fPortfolio >>>>> >>>> package for >>>> >>>>> carrying out risk management computations. Right now I'm >>>>> >>>> reading the >>>> >>>>> Rmetrics Ebook and trying to convert the various examples into >>>>> >>>> embedded C >>>> >>>>> code. >>>>> >>>>> Coming from a strictly C background, I have slight difficulty >>>>> >>>> in >>> >>>> comprehending a functional language like R and it gets worse >>>>> >>>> when I try to >>>> >>>>> embed R into a procedural language like C. So here is a list >>>>> >>>> of my doubts: >>>> >>>>> >>>>> 1) I am very confused on how the lang 1 2 3 4 ... set of >>>>> >>>> functions work. I >>>> >>>>> haven't found any relevant documentation explaining it >>>>> >>>> clearly. I have a >>>> >>>>> vague idea but still I cannot understand how I would evaluate >>>>> >>>> an R >>> >>>> expression like Covariance <- round(cov(100 * SWX.RET), digits >>>>> >>>> = 4) using >>>> >>>>> lang, install and R_tryEval. >>>>> >>>> >>>> unroll this as >>>> >>>> tmp0 <- 100 * SWX.RET >>>> tmp1 <- cov(tmp0) >>>> result <- round(tmp2, 4L) >>>> >>>> so (untested) >>>> >>>> PROTECT(expr = >>>> lang3(install("*"), scalarNumeric(100), install("SWX.RET"))); >>>> PROTECT(tmp0 = tryEval(expr, R_GlobalEnv, &errorOccurred)); >>>> if (errorOccurred) >>>> exit(1); >>>> >>>> PROTECT(expr = lang2(install("cov"), tmp0)); >>>> PROTECT(tmp1 = tryEval(expr, R_GlobalEnv, &errorOccurred)); >>>> if (errorOccurred) >>>> exit(1); >>>> >>>> PROTECT(expr = lang3(install("round"), tmp1, scalarInteger(4))); >>>> PROTECT(result = tryEval(expr, R_GlobalEnv, &errorOccurred)); >>>> if (errorOccurred) >>>> exit(1); >>>> >>>> Rf_PrintValue(result); >>>> UNPROTECT(6); >>>> >>>> >>>> >>>> 2) What exactly does install do? >>>>> >>>> >>>> creates or locates a symbol in the global symbol table. Every >>>> >>> unique >>> >>>> symbol is recorded and stored in the 'global symbol table'. An >>>> environment is then a mapping between a symbol from this table, >>>> and a >>>> value unique to the environment. The symbols are being reused >>>> >>> across >>> >>>> environments. >>>> >>>> In R >>>> >>>> x <- 10 >>>> >>>> creates a symbol x in the global symbol table, and in the global >>>> environment associates the value 10 with that symbol. >>>> >>>> env = new.env() >>>> env$x <- 20 >>>> >>>> uses the same symbol 'x' from the same global symbol table, but >>>> associates the value 20 with it in the environment 'env'. >>>> >>>> In C >>>> >>>> install("foo"); >>>> >>>> creates a symbol and returns the appropriate SEXP. And then >>>> >>>> install("foo") >>>> >>>> again finds the already-defined symbol and returns the same SEXP. >>>> >>>> 3) I wrote the following code: >>>>> >>>>> #include <Rinternals.h> >>>>> #include <Rembedded.h> >>>>> >>>>> int main (int argc, char** argv) { >>>>> >>>>> SEXP e,val; >>>>> int errorOccurred; >>>>> >>>>> Rf_initEmbeddedR(argc, argv); >>>>> >>>>> // library("fPortfolio") >>>>> PROTECT(e = lang2(install("library"), >>>>> >>>> mkString("fPortfolio"))); >>>> >>>>> R_tryEval(e, R_GlobalEnv, NULL); >>>>> UNPROTECT(1); >>>>> >>>>> // colMeans(SWX.RET) >>>>> PROTECT(e = lang2(install("colMeans"), >>>>> >>>> install("SWX.RET"))); >>> >>>> val = (R_tryEval(e, NULL, &errorOccurred)); >>>>> >>>>> Rf_PrintValue(val); >>>>> >>>>> return 0; >>>>> >>>>> } >>>>> >>>>> When I tried : >>>>> >>>>> mean(SWX.RET) >>>>>> >>>>> >>>>> in the R prompt I got the following output: >>>>> >>>>> SBI SPI SII LP25 >>>>> >>>> LP40 >>> >>>> LP60 >>>>> 4.660521e-06 2.153198e-04 2.033869e-04 1.388886e-04 >>>>> >>>> 1.349041e-04 >>> >>>> 1.226859e-04 >>>>> >>>>> >>>>> However when I replaced colMeans with mean in the C code above >>>>> >>>> I got a mean >>>> >>>>> of the means (0.0001366410) of all the columns when >>>>> >>>> Rf_PrintValue was >>>> >>>>> called. Using colMeans gave me the output as shown above. Why >>>>> >>>> does this >>>> >>>>> happen? How do I get the above output using mean? >>>>> >>>> >>>> Guessing a little; I don't know what class SWX.RET is, but >>>> >>> perhaps >>> >>>> there is a method mean.class_of_SWX.RET defined in a package that >>>> >>> is >>> >>>> loaded in your R session, but not your C session. In a new R I >>>> >>> see >>> >>>> >>>> library(fPortfolio) >>>>> mean(SWX.RET) >>>>> >>>> [1] 0.0001366410 >>>> >>>> 4) From the above code segment, how can I deal with the >>>>> >>>> SEXPREC val which is >>>> >>>>> returned by R_tryEval in the above code and convert it to my >>>>> >>>> own local >>>> >>>>> vector datatype? How do I access the values of val? val will >>>>> >>>> now be a >>>> >>>>> timeseries so how do i convert it? >>>>> >>>> >>>> Convert it to a 'standard' R object using appropriate R >>>> functions and >>>> access it using C, e.g., >>>> >>>> lst <- as.list(SWX.RET) >>>>> str(lst) >>>>> >>>> List of 6 >>>> $ SBI : num [1:1916] -0.002088 -0.000105 -0.00136 0.000419 0 ... >>>> $ SPI : num [1:1916] -0.03439 -0.01041 0.01212 0.02246 0.00211 >>>> >>> ... >>> >>>> $ SII : num [1:1916] 1.37e-05 -4.96e-03 3.81e-03 -6.16e-04 >>>> 2.38e-03 ... >>>> $ LP25: num [1:1916] -0.01199 -0.00366 -0.00132 0.00771 0.00303 >>>> >>> ... >>> >>>> $ LP40: num [1:1916] -0.01801 -0.00584 -0.00164 0.01166 0.00457 >>>> >>> ... >>> >>>> $ LP60: num [1:1916] -0.02616 -0.00901 -0.0024 0.01706 0.00695 >>>> >>> ... >>> >>>> >>>> so in C, once I have lst, I could >>>> >>>> sbi = VECTOR_ELT(lst, 0); >>>> double *vals = NUMERIC(sbi); >>>> printf("%f", vals[0]); # -002088 >>>> >>>> Hope that helps, and is not too misleading, I didn't have time to >>>> check carefully. >>>> >>>> Martin >>>> >>>> Thanks >>>>> >>>>> Abhijit Bera >>>>> >>>>> [[alternative HTML version deleted]] >>>>> >>>>> ______________________________________________ >>>>> R-devel@r-project.org <mailto:R-devel@r-project.org> mailing >>>>> >>>> list >>> >>>> https://stat.ethz.ch/mailman/listinfo/r-devel >>>>> >>>> >>>> -- >>>> Martin Morgan >>>> Computational Biology / Fred Hutchinson Cancer Research Center >>>> 1100 Fairview Ave. N. >>>> PO Box 19024 Seattle, WA 98109 >>>> >>>> Location: Arnold Building M1 B861 >>>> Phone: (206) 667-2793 >>>> >>>> >>>> >>>> >>> >>> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-devel@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-devel >> >> >> > [[alternative HTML version deleted]] ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
