On 5 January 2012 at 15:04, Ian Schiller wrote:
| Hello everyone!
|
| First of all, please note that I'm working under Windows 7.
|
| I have written a Gibbs sampler in R and I'm now in the process of translating
it in C++ to increase the speed. I'm relatively new to C++ and this question
may be trivial, but my search so far have been unsuccessful. In my Gibbs
sampler I am using some basic R functions (like the rep function for example)
and I was wondering if it was possible to call the R rep function (or any other
existing R function) from within my C++ code. (There may be an equivalent of
the rep function already in C++ but my main interest here is to learn if there
is a way to call the R function within C/C++)
|
| I'm aware that you can call R random number generators as well as probability
distribution functions with the GetRNGstate() but what about other functions?
|
| The sample of the C code below reveals what I would like to do regarding the
rep function.
|
| extern "C" {
| void Gibbs_Sampler (double *vect.PI, int *iteration)
| {
| int i;
| for (int i=0; i<*iteration; i++)
| {
| ...
|
| PI.rep = rep(vec.PI,times=n) // Can we call the R rep
function such that this line of code (or any equivalent code) is valid?
No you cannot. A double* is not known to R. You need to convert to SEXP,
which can be automated if you used proper C++ classes (std::vector, say).
| ...
| }
| }
| }
I am not sure if you have found Rcpp yet, but it has, among other things, an
interface that makes calling R function very, very easy. That is not the
same as fast. In most cases, you want a C++ equivalent. And if you used
RcppArmadillo (a package which uses Rcpp to extend R to the very nice
Armadillo C++ classes) then you get functions for rep() and many other
utilities thrown in for free.
Rcpp is now used by 49 packages on CRAN, including for MCMC work. Have a long
at some, look at the Rcpp-introduction and Rcpp-FAQ vignettes and come on
over to the rcpp-devel list for follow-ups.
Dirk
|
| Thanks,
|
|
|
******************************************************************************************************************************
|
| IAN SCHILLER, M.Sc.
|
|
|
| Statistical research assistant,
|
| Division of Clinical Epidemiology, McGill University Health Center Assistant
de recherche en statistiques, D�partement d'�pid�miologie Clinique, Centre
Universitaire de Sant� Mcgill
|
|
|
| Tel: 514 934 1934 ext. 36925
|
| Email: ian.schil...@clinepi.mcgill.ca<mailto:ian.schil...@clinepi.mcgill.ca>
|
|
| [[alternative HTML version deleted]]
|
|
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