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.
2) What exactly does install do?
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?
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?
Thanks
Abhijit Bera
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