Hi Simon/Martin
I have updated the code. I think I may be doing mistakes with PROTECT and
UNPROTECT but the code works fine, no errors or warnings so far. Please
suggest any improvements/changes.
#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;
const char *x,*y;
Rf_initEmbeddedR(argc, argv);
// loading fPortfolio library
PROTECT(e = lang2(install("library"), mkString("fPortfolio")));
R_tryEval(e, R_GlobalEnv, NULL);
UNPROTECT(1);
// This is a demo to print out the SWX.RET built-in object
// Converting SWX.RET into a matrix
PROTECT(e = lang2(install("as.matrix"),install("SWX.RET")));
PROTECT(t1 = (R_tryEval(e, NULL, &errorOccurred)));
v=REAL(t1);
// Finding the dimensions of the matrix
PROTECT(t2=getAttrib(t1,R_DimSymbol));
nx=INTEGER(t2)[0];
ny=INTEGER(t2)[1];
// Obtaining a pointer to the dimnames list of the matrix
PROTECT(t2=getAttrib(t1,R_DimNamesSymbol));
// The matrix is stored in column major order so
// we print it in this manner.
// Printing column headings
// This contains the index names of the SWX.RET object
for(j=0;j<ny;j++)
printf("%s ",(CHAR(STRING_ELT(VECTOR_ELT(t2,1),j))));
printf("\n");
for(i=0;i<nx;i++,j++) {
// Printing the rows of the matrix
// This contains the date/time values of the SWX.RET object
printf("%s ",(CHAR(STRING_ELT(VECTOR_ELT(t2,0),i))));
for(j=0;j<ny;j++)
printf("%f ",v[i+(j*ny)]);
printf("\n");
}
UNPROTECT(3);
return 0;
}
Regards
Abhijit Bera
On Fri, Aug 28, 2009 at 7:12 PM, Abhijit Bera <abhib...@gmail.com> wrote:
> Hi Simon
>
> Thanks. All the confusion between CHAR and STRING. First I read this :
>
> http://www1.cuni.cz/~obo/r_surprises.html<http://www1.cuni.cz/%7Eobo/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
>>>
>>>
>>>
>>
>
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