Re: [Rd] How do I access class slots from C?

Martin Morgan Tue, 29 Sep 2009 09:18:28 -0700

Simon Urbanek wrote:

Abhijit,
as for your subject - it's GET_SLOT,
but why don't you just use ParseVector and eval instead of hand-craftingC code that calls the evaluator? That latter is way more error prone andthe error-handling is a nightmare (your current code is inefficientanyway so you don't gain anything).

My 2 cents: constructing language calls seems much more appropriate thanparsing expressions when the values to be used are from programmingvariables, as is likely the case in most real applications? Andaccessing slots with GET_SLOT seems to break the (hard-won) abstractionlayer of S4, so better to call the R accessors (even when this isinefficient computationally) especially when using objects from packateswhose internals you do not control.


One particular part of the code below

PROTECT(e=lang4(install("c"),mkString("SBI"),mkString("SPI"),mkString("SII")));


could be re-written as

  SEXP x = PROTECT(NEW_CHARACTER(3));
  SET_STRING_ELT(x, 0, mkChar("SBI"));
  etc

In the original, although the outer PROTECT is unnecessary, I wonderabout the mString()... calls, which are not guaranteed to be evaluatedin order and produce unprotected CHARSXPs (prior to being protectedinside lang4). I'm not really sure about the mkChar() in the above,either, and whether there is an opportunity for garbage collection inSET_VECTOR_ELT.


Martin

As for setWeights, you got the code wrong - if you want to mimic the Rcode then it's a call to the assignment "<-" - have a look at the parseresult of

"setWeights(ewSpec) <- rep(1/nAssets, times = nAssets)":

  @d58774 06 LANGSXP g0c0 []
    @809008 01 SYMSXP g1c0 [MARK,gp=0x4000] "<-"
    @d59540 06 LANGSXP g0c0 []
      @1a1af34 01 SYMSXP g0c0 [] "setWeights"
      @d59498 01 SYMSXP g0c0 [] "ewSpec"
    @d58720 06 LANGSXP g0c0 []
      @814ac4 01 SYMSXP g1c0 [MARK,gp=0x4000] "rep"
      @d595b0 06 LANGSXP g0c0 []
    @80ae44 01 SYMSXP g1c0 [MARK,gp=0x4000] "/"
    @1bf8ce8 14 REALSXP g0c1 [] (len=1, tl=0) 1
    @1dbf1ac 01 SYMSXP g0c0 [MARK] "nAssets"
      TAG: @9450fc 01 SYMSXP g1c0 [MARK] "times"
      @1dbf1ac 01 SYMSXP g0c0 [MARK] "nAssets"

Again, I think you would be far better off just using parse instead...

Cheers,
Simon

PS: Your PROTECTs are way off-balance, and you don't need almost any ofthem - langX and listX protect all arguments


On Sep 29, 2009, at 10:28 , Abhijit Bera wrote:

Hi

I'm trying to implement something similar to the following R snippetusing

C. I seem to have hit the wall on accessing class slots using C.

library(fPortfolio)

lppData <- 100 * LPP2005.RET[, 1:6]
ewSpec <- portfolioSpec()
nAssets <- ncol(lppData)
setWeights(ewSpec) <- rep(1/nAssets, times = nAssets)

ewPortfolio <- feasiblePortfolio(
  data = lppData,
  spec = ewSpec,
  constraints = "LongOnly")

ewSpec is an object of type Portfolio Spec which has the following slots:

model slot
   type = "MV"                  a string value
   optimize = "minRisk"         a string value
   estimator = "covEstimator"   a function name
   tailRisk = list()            a list
   params =
     list(alpha=0.05, a=1, ...) a list
portfolio slot                   a list
   weights = NULL               a numeric vector
   targetReturn = NULL          a numeric value
   targetRisk = NULL            a numeric value
   riskFreeRate = 0             a numeric value
   nFrontierPoints = 50         an integer value
   status = NA)                 a integer value
optim slot                       a list
   solver = "solveRquadprog"    a function names
   objective = NULL             function names
   options = list()             a list with parameters
   control = list()             a list with controls
   trace = FALSE)               a logical
messages slot:                   a list
   list = list()                a list

I want to set the weights so that I can compute a feasiblePortfolio.
Unfortunately I cannot figure out how to do this from C.

Here is what I wrote so far:

#include <stdio.h>
#include <R.h>
#include <Rinternals.h>
#include <Rdefines.h>
#include <Rembedded.h>

int main(int argc, char** argv)
{

   SEXP

e,c,portSpec,portData,portConstr,portVal,portWeights,tsAssets,tsReturns,nAssets,reciprocal;

   int errorOccurred,nx,ny,i,j;
   double *v;
   const char *x,*y;

   Rf_initEmbeddedR(argc, argv);

   // loading fPortfolio
   PROTECT(e = lang2(install("library"), mkString("fPortfolio")));
   R_tryEval(e, R_GlobalEnv, NULL);
   UNPROTECT(1);


   // creating a default portfolioSpec object
   PROTECT(e=lang1(install("portfolioSpec")));
   PROTECT(portSpec=R_tryEval(e,R_GlobalEnv, NULL));

   // creating a portfolioData object

PROTECT(e=lang4(install("c"),mkString("SBI"),mkString("SPI"),mkString("SII")));

   PROTECT(tsAssets=R_tryEval(e,R_GlobalEnv,NULL));

PROTECT(e=lang4(install("["),install("SWX.RET"),R_MissingArg,tsAssets));

   PROTECT(tsReturns=R_tryEval(e,R_GlobalEnv,NULL));

   PROTECT(e=lang3(install("*"),ScalarInteger(100),tsReturns));
   PROTECT(tsReturns=R_tryEval(e,R_GlobalEnv,NULL));

   PROTECT(e=lang3(install("portfolioData"),tsReturns,portSpec));
   PROTECT(portData=R_tryEval(e,R_GlobalEnv,NULL));

// Creating a portfolio constraints string
   PROTECT(portConstr=mkString("LongOnly"));

// Setting weights
   PROTECT(e=lang2(install("ncol"),tsReturns));
   PROTECT(nAssets=R_tryEval(e,R_GlobalEnv,NULL));

   PROTECT(e=lang3(install("/"),ScalarInteger(1),nAssets));
   PROTECT(reciprocal=R_tryEval(e,R_GlobalEnv,NULL));

   PROTECT(e=lang3(install("rep"),reciprocal,nAssets));
   PROTECT(portWeights=R_tryEval(e,R_GlobalEnv,NULL));

// Right now the program crashes here. It says: Cannot find function
"setWeights"

// How do I set the weights? It's a standard numeric vector. I'mconfused on

access class slots from C.
// Not much is writted on this in the R extensions manual.

   PROTECT(e=lang3(install("setWeights"),portSpec,portWeights));
   PROTECT(portSpec=R_tryEval(e,R_GlobalEnv,NULL));

   PROTECT(e=lang2(install("print"),portSpec));
   R_tryEval(e,R_GlobalEnv,NULL);

   UNPROTECT(3);

   Rf_endEmbeddedR(0);

   return 0;
}

Regards
Abhijit Bera

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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

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Re: [Rd] How do I access class slots from C?

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