Clarifications please.

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));

   nx=INTEGER(t2)[0];
   ny=INTEGER(t2)[1];

   PROTECT(t2=getAttrib(t1,R_DimNamesSymbol));

   // 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]));

   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 <mtmorgan at 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 <abhibera at gmail.com
<mailto:abhibera at 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  
<mtmorgan at fhcrc.org
   <mailto:mtmorgan at fhcrc.org>> wrote:

       Abhijit Bera <abhibera at gmail.com <mailto:abhibera at 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]]

list

       --
       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]]