Re: [Rd] build time dependency
On 09/29/2009 04:36 AM, Seth Falcon wrote:
On Mon, Sep 28, 2009 at 11:25 AM, Romain Francois
wrote:
Hi Uwe,
I think you are supposed to do this kind of sequence:
R CMD roxygen yourRoxygenablePackage
R CMD build yourRoxygenablePackage_roxygen
... but I don't like this because what you upload to cran is not the actual
source but somethingalready pre-processed. (This also applies to packages
shipping java code, most people just compile the java code on their machine
and only supply a jar of compiled code, but that's another story I suppose
...)
I'd prefer the roxygenation to be part of the standard build/INSTALL system,
so my plan is to write configure and configure.win which would call
roxygenize to generate Rd.
I can appreciate the desire to make the "true" sources available. At
the same time, I think one should very carefully consider the expense
of external dependencies on a package.
One could view doc generation along the same lines as configure script
generation -- a compilation step that can be done once instead of by
all those who install and as a result reduce the depencency burden of
those wanting to install the package. Configure scripts are almost
universally included pre-built in distribution source packages so that
users do not need to have the right version of autoconf/automake.
The kind of configure[.win] scripts I am using are very simplistic and
do not come from autoconf, etc ...
something like this to compile the java source code using the ant package :
#!/bin/bash
cd inst/java_src
"${R_HOME}/bin/Rscript" -e "ant::ant()"
In other words, are you sure you want to require folks to install
roxygen (or whatever) in order to install your package? Making it easy
to do so is great, but in general if you can find a way to reduce
dependencies and have your package work, that is better. :-)
That is exactly what I am trying to do here, those who build the package
are not necessarily the same as those who install it, so installation
would not depend on roxygen. And Uwe is very right that what I am
looking for is indeed __build__ time rather than __install__ time.
+ seth
--
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Professional R Enthusiast
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Re: [Rd] Downloading R-2.10.0
Duncan is travelling and may not yet have updated his scripts to make alpha versions available (rather than R-devel), please be patient. Best, Uwe Ligges Gabor Grothendieck wrote: For Windows, this page http://cran.r-project.org/bin/windows/base/ gives a link to download - R 2.9.2 - r-patched (R 2.9.2 patched) - old releases and - r-devel (R 2.11.0) but there is no obvious link to R 2.10.0. From where do we download that? __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
Re: [Rd] build time dependency
Romain Francois wrote:
On 09/29/2009 04:36 AM, Seth Falcon wrote:
On Mon, Sep 28, 2009 at 11:25 AM, Romain Francois
wrote:
Hi Uwe,
I think you are supposed to do this kind of sequence:
R CMD roxygen yourRoxygenablePackage
R CMD build yourRoxygenablePackage_roxygen
... but I don't like this because what you upload to cran is not the
actual
source but somethingalready pre-processed. (This also applies to
packages
shipping java code, most people just compile the java code on their
machine
and only supply a jar of compiled code, but that's another story I
suppose
...)
I'd prefer the roxygenation to be part of the standard build/INSTALL
system,
so my plan is to write configure and configure.win which would call
roxygenize to generate Rd.
I can appreciate the desire to make the "true" sources available. At
the same time, I think one should very carefully consider the expense
of external dependencies on a package.
One could view doc generation along the same lines as configure script
generation -- a compilation step that can be done once instead of by
all those who install and as a result reduce the depencency burden of
those wanting to install the package. Configure scripts are almost
universally included pre-built in distribution source packages so that
users do not need to have the right version of autoconf/automake.
The kind of configure[.win] scripts I am using are very simplistic and
do not come from autoconf, etc ...
something like this to compile the java source code using the ant package :
#!/bin/bash
cd inst/java_src
"${R_HOME}/bin/Rscript" -e "ant::ant()"
In other words, are you sure you want to require folks to install
roxygen (or whatever) in order to install your package? Making it easy
to do so is great, but in general if you can find a way to reduce
dependencies and have your package work, that is better. :-)
That is exactly what I am trying to do here, those who build the package
are not necessarily the same as those who install it, so installation
would not depend on roxygen. And Uwe is very right that what I am
looking for is indeed __build__ time rather than __install__ time.
I think you should talk to Manuel whose intention really was the usage
you mentioned above (i.e. before or at build time).
Best,
Uwe
+ seth
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[Rd] Probability of data values form empirical distribution
Hello, Â Could someone help me please and to tell how to get the probability from empirical distribution (not parametric) for each data value (R function). For example, for normal distribution there is such a function like: Â âpnorm(q, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)â Â I need the same function only for the empirical distribution (which does not correspond to any typical distribution). R plots the density function of any data: Â âplot(density(x))â Â I need to find out the probability for each data value from this plot-line. Â Best regards, Lina [[alternative HTML version deleted]] __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
Re: [Rd] Probability of data values form empirical distribution
The function ecdf(x) computes the empirical cdf from data in the vector x. You can plot it with plot(ecdf(x)), or compute the emp. cdf at new values, e.g. my.cdf <- ecdf(x) my.cdf( 0:3 ) # computes the emp. cdf at 0,1,2,3 John ... John P. Nolan Math/Stat Department 227 Gray Hall American University 4400 Massachusetts Avenue, NW Washington, DC 20016-8050 jpno...@american.edu 202.885.3140 voice 202.885.3155 fax http://academic2.american.edu/~jpnolan ... -r-devel-boun...@r-project.org wrote: - To: R help From: Lina Rusyte Sent by: r-devel-boun...@r-project.org Date: 09/29/2009 04:51AM Cc: R devel Subject: [Rd] Probability of data values form empirical distribution Hello, à Could someone help me please and to tell how to get the probability from empirical distribution (not parametric) for each data value (R function). For example, for normal distribution there is such a function like: à ââ¬Åpnorm(q, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)ââ¬Â à I need the same function only for the empirical distribution (which does not correspond to any typical distribution). R plots the density function of any data: à ââ¬Åplot(density(x))ââ¬Â à I need to find out the probability for each data value from this plot-line. à Best regards, Lina [[alternative HTML version deleted]] __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel [[alternative HTML version deleted]] __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
[Rd] How do I access class slots from C?
Hi
I'm trying to implement something similar to the following R snippet using
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 = NULLa 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
#include
#include
#include
#include
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'm confused 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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[Rd] Problem installing RMAGEML package
Hi all, I ran in to a problem while trying to install RMAGEML package. /usr/bin/ld: cannot find -ljava . (please look at the bottom for details of the error) I have set the following in ~/.bashrc file. export JAVA_HOME=/usr/lib/jvm/java-1.6.0-openjdk-1.6.0.0.x86_64 export LD_LIBRARY_PATH=/home/mamun/R-2.9.0/lib64/R/library/rJava/jri:/home/mamun/R-2.9.0/lib64/R/lib:/usr/lib/jvm/java-1.6.0-openjdk-1.6.0.0.x86_64/jre/lib/amd64:/usr/lib/jvm/java-1.6.0-openjdk-1.6.0.0.x86_64/jre/lib/amd64/native_threads My system details: linux version - Fedora 11, java version - java-1.6.0-openjdk-1.6.0.0.x86_64 R-version - 2.9.0 Any suggestion is welcome. thanks in advance. regards, Mamun ** Details of the problem : ** rmageml.c: In function updateMAGEML: rmageml.c:599: warning: cast from pointer to integer of different size gcc -std=gnu99 -shared -L/usr/local/lib64 -o RMAGEML.so rmageml.o -L/usr/lib/jvm/java-1.6.0-openjdk-1.6.0.0.x86_64/jre/jre/lib/amd64 -L/usr/lib/jvm/java-1.6.0-openjdk-1.6.0.0.x86_64/jre/jre/lib/i386 -ljava -L/usr/lib/jvm/java-1.6.0-openjdk-1.6.0.0.x86_64/jre/jre/lib/amd64/server -L/usr/lib/jvm/java-1.6.0-openjdk-1.6.0.0.x86_64/jre/jre/lib/i386/client -ljvm -L/home/mamun/R-2.9.0/lib64/R/lib -lR /usr/bin/ld: cannot find -ljava collect2: ld returned 1 exit status make: *** [RMAGEML.so] Error 1 ERROR: compilation failed for package RMAGEML * Removing /home/mamun/R-2.9.0/lib64/R/library/RMAGEML _ Show them the way! Add maps and directions to your party invites. [[alternative HTML version deleted]] __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
Re: [Rd] How do I access class slots from C?
Hi,
There is a GET_SLOT macro in Rdefines.h
Cheers,
Romain
On 09/29/2009 04:28 PM, Abhijit Bera wrote:
Hi
I'm trying to implement something similar to the following R snippet using
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 = NULLa 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
#include
#include
#include
#include
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'm confused 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
--
Romain Francois
Professional R Enthusiast
+33(0) 6 28 91 30 30
http://romainfrancois.blog.free.fr
|- http://tr.im/ztCu : RGG #158:161: examples of package IDPmisc
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__
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Re: [Rd] How do I access class slots from C?
Abhijit,
as for your subject - it's GET_SLOT,
but why don't you just use ParseVector and eval instead of hand-
crafting C code that calls the evaluator? That latter is way more
error prone and the error-handling is a nightmare (your current code
is inefficient anyway so you don't gain anything).
As for setWeights, you got the code wrong - if you want to mimic the R
code then it's a call to the assignment "<-" - have a look at the
parse result 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
of them - 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 snippet
using
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 = NULLa 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
#include
#include
#include
#include
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'm
confused 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);
ret
Re: [Rd] How do I access class slots from C?
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-crafting
C code that calls the evaluator? That latter is way more error prone and
the error-handling is a nightmare (your current code is inefficient
anyway so you don't gain anything).
My 2 cents: constructing language calls seems much more appropriate than
parsing expressions when the values to be used are from programming
variables, as is likely the case in most real applications? And
accessing slots with GET_SLOT seems to break the (hard-won) abstraction
layer of S4, so better to call the R accessors (even when this is
inefficient computationally) especially when using objects from packates
whose 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 wonder
about the mString()... calls, which are not guaranteed to be evaluated
in order and produce unprotected CHARSXPs (prior to being protected
inside lang4). I'm not really sure about the mkChar() in the above,
either, and whether there is an opportunity for garbage collection in
SET_VECTOR_ELT.
Martin
As for setWeights, you got the code wrong - if you want to mimic the R
code then it's a call to the assignment "<-" - have a look at the parse
result 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 of
them - 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 snippet
using
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 = NULLa 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
#include
#include
#include
#include
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,NU
Re: [Rd] model.matrix troubles with AlgDesign
Hi Ulrike,
It looks like 'aus' is created by fac.design(); is there any reason why
you can't add the variable
y <- 1:nrow(aus)
to this data frame and use y as the response in your formula?
Otherwise I think aus needs to be in the environment of frml (or frml
needs to be given the environment of aus).
Heather
Ulrike Groemping wrote:
> Dear DevelopeRs,
>
> in continuing with my suite of packages on experimental design, I am stuck
> with an issue that appears to be related to package AlgDesign - I have tried
> to get it solved by Bob Wheeler, but he seems to be stuck as well.
>
> Whenever AlgDesign is loaded, some of my code does not work any more. For
> example, in a fresh R session:
>
> require(DoE.base)
> fac.design(nlevels=c(2,6,2))
> require(AlgDesign)
> fac.design(nlevels=c(2,6,2))
>> Error in nrow(aus) : object 'aus' not found
>
> The reason seems to be that AlgDesign creates a function
> model.matrix.formula that only finds variables that are in the global
> environment and variables that are in the data frame given with the formula,
> but not calculation results from the intermediate calling environment.
>
> Results from traceback():
> 9: nrow(aus)
> 8: eval(expr, envir, enclos)
> 7: eval(predvars, data, env)
> 6: model.frame.default(object, data, xlev = xlev)
> 5: model.frame(object, data, xlev = xlev)
> 4: model.matrix.default(frml, data, ...)
> 3: model.matrix.formula(1:nrow(aus) ~ ., data = aus)
> 2: model.matrix(1:nrow(aus) ~ ., data = aus)
> 1: fac.design(nlevels = c(2, 6, 2))
>
> If I reset model.matrix.formula to model.matrix.default, the problem
> disappears (but AlgDesign's comfort functions for squares etc. do not work
> any longer). In this particular case, I can also avoid the issue by
> modifying the formula in fac.design, removing the left-hand side. But this
> just means to wait for the next place where troubles occur. Between 3 and 4
> of the traceback(), AlgDesign's function model.matrix.formula modifies the
> formula frml using AlgDesign's function expand.formula:
>
> model.matrix.formula <- function (frml, data = sys.frame(sys.parent()), ...)
> {
> if (!missing(data)) {
> if (!inherits(data, "data.frame"))
> stop("data must be a data.frame")
> if (!inherits(frml, "formula"))
> stop("frml must be a formuls")
> frml <- expand.formula(frml, colnames(data))
> }
> model.matrix.default(frml, data, ...)
> }
>
>
> I have looked at expand.formula as well, and I've been wondering whether a
> simple fix can be found by adding environment information (which?) within
> that function (I believe that the relevant portion of the code is included
> below):
>
> expand.formula <- function (frml, varNames, const = TRUE, numerics = NULL)
> {
> ## omitted quite a bit of code
> ##...
> frml <- deparse(frml, width = 500)
> while ((0 != (pos <- findFunction("quad", frml))[1]) || (0 !=
> (pos <- findFunction("cubicS", frml))[1]) || (0 != (pos <-
> findFunction("cubic",
> frml))[1])) {
> prog <- substr(frml, pos[1], pos[2])
> strHead <- substr(frml, 1, pos[1] - 1)
> strTail <- substr(frml, pos[2] + 1, nchar(frml))
> prog <- eval(parse(text = prog))
> frml <- paste(strHead, prog, strTail, sep = "")
> }
> if (0 != (pos <- findDot(".", frml))[1]) {
> strHead <- substr(frml, 1, pos[1] - 1)
> strTail <- substr(frml, pos[2] + 1, nchar(frml))
> prog <- eval(parse(text = "doDot()"))
> frml <- paste(strHead, prog, strTail, sep = "")
> }
> if (!const)
> frml <- paste(frml, "+0", sep = "")
> frml <- as.formula(frml)
> frml
> }
>
> Any help would be greatly appreciated.
>
> Regards, Ulrike
>
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Re: [Rd] Downloading R-2.10.0
On 9/29/2009 4:03 AM, Uwe Ligges wrote: Duncan is travelling and may not yet have updated his scripts to make alpha versions available (rather than R-devel), please be patient. I'm back now, but stuck in a meeting all afternoon. I should be able to get the builds started tonight, but there may be some glitches... Duncan Murdoch Best, Uwe Ligges Gabor Grothendieck wrote: For Windows, this page http://cran.r-project.org/bin/windows/base/ gives a link to download - R 2.9.2 - r-patched (R 2.9.2 patched) - old releases and - r-devel (R 2.11.0) but there is no obvious link to R 2.10.0. From where do we download that? __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
Re: [Rd] model.matrix troubles with AlgDesign
Hi Heather,
thanks, I would be able to add the variable y <- 1:nrow(aus), I would even
be able to omit these.
What concerns me is the fact that the presence of function
model.matrix.formula in package AlgDesign will stop model.matrix from
working as expected in further situations that I have not spotted yet.
For the future development of package DoE.wrapper, I would like to include
AlgDesign in the Depends field, and that would mean that the package would
then stop user functions with perfectly valid code from working correctly.
So I would like to find a way to modify model.matrix.formula or
expand.formula from AlgDesign so that AlgDesign stops messing up usages of
model.matrix in other contexts. I think that the solution may perhaps lie in
assigning the right environment to frml in expand.formula, but I am not
familiar enough with assigning environments to know what the right strategy
would be.
Any suggestions ?
Regards,
Ulrike
Heather Turner wrote:
>
> Hi Ulrike,
>
> It looks like 'aus' is created by fac.design(); is there any reason why
> you can't add the variable
> y <- 1:nrow(aus)
> to this data frame and use y as the response in your formula?
>
> Otherwise I think aus needs to be in the environment of frml (or frml
> needs to be given the environment of aus).
>
> Heather
>
> Ulrike Groemping wrote:
>> Dear DevelopeRs,
>>
>> in continuing with my suite of packages on experimental design, I am
>> stuck
>> with an issue that appears to be related to package AlgDesign - I have
>> tried
>> to get it solved by Bob Wheeler, but he seems to be stuck as well.
>>
>> Whenever AlgDesign is loaded, some of my code does not work any more. For
>> example, in a fresh R session:
>>
>> require(DoE.base)
>> fac.design(nlevels=c(2,6,2))
>> require(AlgDesign)
>> fac.design(nlevels=c(2,6,2))
>>> Error in nrow(aus) : object 'aus' not found
>>
>> The reason seems to be that AlgDesign creates a function
>> model.matrix.formula that only finds variables that are in the global
>> environment and variables that are in the data frame given with the
>> formula,
>> but not calculation results from the intermediate calling environment.
>>
>> Results from traceback():
>> 9: nrow(aus)
>> 8: eval(expr, envir, enclos)
>> 7: eval(predvars, data, env)
>> 6: model.frame.default(object, data, xlev = xlev)
>> 5: model.frame(object, data, xlev = xlev)
>> 4: model.matrix.default(frml, data, ...)
>> 3: model.matrix.formula(1:nrow(aus) ~ ., data = aus)
>> 2: model.matrix(1:nrow(aus) ~ ., data = aus)
>> 1: fac.design(nlevels = c(2, 6, 2))
>>
>> If I reset model.matrix.formula to model.matrix.default, the problem
>> disappears (but AlgDesign's comfort functions for squares etc. do not
>> work
>> any longer). In this particular case, I can also avoid the issue by
>> modifying the formula in fac.design, removing the left-hand side. But
>> this
>> just means to wait for the next place where troubles occur. Between 3 and
>> 4
>> of the traceback(), AlgDesign's function model.matrix.formula modifies
>> the
>> formula frml using AlgDesign's function expand.formula:
>>
>> model.matrix.formula <- function (frml, data = sys.frame(sys.parent()),
>> ...)
>> {
>> if (!missing(data)) {
>> if (!inherits(data, "data.frame"))
>> stop("data must be a data.frame")
>> if (!inherits(frml, "formula"))
>> stop("frml must be a formuls")
>> frml <- expand.formula(frml, colnames(data))
>> }
>> model.matrix.default(frml, data, ...)
>> }
>>
>>
>> I have looked at expand.formula as well, and I've been wondering whether
>> a
>> simple fix can be found by adding environment information (which?) within
>> that function (I believe that the relevant portion of the code is
>> included
>> below):
>>
>> expand.formula <- function (frml, varNames, const = TRUE, numerics =
>> NULL)
>> {
>> ## omitted quite a bit of code
>> ##...
>> frml <- deparse(frml, width = 500)
>> while ((0 != (pos <- findFunction("quad", frml))[1]) || (0 !=
>> (pos <- findFunction("cubicS", frml))[1]) || (0 != (pos <-
>> findFunction("cubic",
>> frml))[1])) {
>> prog <- substr(frml, pos[1], pos[2])
>> strHead <- substr(frml, 1, pos[1] - 1)
>> strTail <- substr(frml, pos[2] + 1, nchar(frml))
>> prog <- eval(parse(text = prog))
>> frml <- paste(strHead, prog, strTail, sep = "")
>> }
>> if (0 != (pos <- findDot(".", frml))[1]) {
>> strHead <- substr(frml, 1, pos[1] - 1)
>> strTail <- substr(frml, pos[2] + 1, nchar(frml))
>> prog <- eval(parse(text = "doDot()"))
>> frml <- paste(strHead, prog, strTail, sep = "")
>> }
>> if (!const)
>> frml <- paste(frml, "+0", sep = "")
>> frml <- as.formula(frml)
>> frml
>> }
>>
>> Any help would be greatly appreciated.
>>
>> Regards, Ulrike
>>
>
> __
> R-devel@r-project.org mailing list
> https://stat.ethz.ch/
Re: [Rd] How do I access class slots from C?
MArtin,
On Sep 29, 2009, at 12:17 , Martin Morgan wrote:
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-
crafting C code that calls the evaluator? That latter is way more
error prone and the error-handling is a nightmare (your current
code is inefficient anyway so you don't gain anything).
My 2 cents: constructing language calls seems much more appropriate
than parsing expressions when the values to be used are from
programming variables, as is likely the case in most real
applications?
Yes, but not in this case - it's all just replication of a script that
could be evaluated with one call, there are no native objects
involved. As soon as you start using more than one eval in the C code,
it is very likely not the right way to go. I do agree that constructed
expressions are useful if you have a) a very short call that cannot be
easily done at C level or b) it involves unassigned objects generated
in the C code -- but neither it the case here.
And accessing slots with GET_SLOT seems to break the (hard-won)
abstraction layer of S4, so better to call the R accessors (even
when this is inefficient computationally) especially when using
objects from packates whose internals you do not control.
Agreed, again something that could be prevented with parse + eval ;).
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 wonder
about the mString()... calls, which are not guaranteed to be
evaluated in order and produce unprotected CHARSXPs (prior to being
protected inside lang4). I'm not really sure about the mkChar() in
the above, either, and whether there is an opportunity for garbage
collection in SET_VECTOR_ELT.
CHARSXPs are always protected by enclosing STRSXP and
SET_STRING_ELT(x, i, mkChar()) is always safe. And yes, the lang4 "c"
construct is a bad idea.
Cheers,
Simon
As for setWeights, you got the code wrong - if you want to mimic
the R code then it's a call to the assignment "<-" - have a look at
the parse result 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 of them - 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
snippet using
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 = NULLa 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
#include
#include
#include
#include
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;
Re: [Rd] enabling core dumps
... If I launch gdb this way I don't have any means to navigate through previously executed gdb lines using M-p and M-n, but following a (gdb) run or (gdb) continue I can use M-p and M-n to recall previous R commands If I launch gdb in other ways M-p and M-n function as expected. I suppose there is a confusion between gdb's M-p and ESS's M-p so that M-p only functions in the ESS session. I quite like running gdb using R's -d flag, but not being able to navigate through the line history is sub-optimal. I'd be interested to hear if other people running gdb this way encountered this problem and how they resolved it. This had a one line solution (section 19.3, page 216, gdb manual) gdb> set history save on __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
Re: [Rd] How do I access class slots from C?
This is so much fun. The C code posted wasn't exactly legible. So here is a
new C++ variant that I just committed to the RInside SVN as a new example.
And it mine works (against RInide and Rcpp as on CRAN):
e...@ron:~/svn/rinside/pkg/inst/examples> ./rinside_sample4
Package 'sn', 0.4-12 (2009-03-21). Type 'help(SN)' for summary information
Using the GLPK callable library version 4.37
Title:
MV Feasible Portfolio
Estimator: covEstimator
Solver:solveRquadprog
Optimize: minRisk
Constraints: LongOnly
Portfolio Weights:
SBI SPI SII LMI MPI ALT
0.1 0.1 0.1 0.1 0.3 0.3
Covariance Risk Budgets:
SBI SPI SII LMI MPI ALT
-0.0038 0.1423 0.0125 -0.0058 0.4862 0.3686
Target Return and Risks:
mean muCov Sigma CVaRVaR
0.0548 0.0548 0.4371 0.4371 1.0751 0.6609
Description:
Tue Sep 29 13:43:36 2009 by user:
SBI-0.00380065
SPI 0.142261
SII 0.0125242
LMI-0.00576251
MPI 0.486228
ALT 0.368551
e...@ron:~/svn/rinside/pkg/inst/examples>
The final few lines are C++ accessing the result, earlier in the code I
assign the weight vector from C++ as you desired from C. All with error
checking / exception handling and what have in under 60 lines of (IMHO more
readable) code -- see below.
Dirk
// -*- mode: C++; c-indent-level: 4; c-basic-offset: 4; tab-width: 8; -*-
//
// Another simple example inspired by an r-devel mail by Abhijit Bera
//
// Copyright (C) 2009 Dirk Eddelbuettel and GPL'ed
#include "RInside.h"// for the embedded R via RInside
#include "Rcpp.h" // for the R / Cpp interface used for
transfer
#include
int main(int argc, char *argv[]) {
try {
RInside R(argc, argv); // create an embedded R instance
SEXP ans;
std::string txt = "suppressMessages(library(fPortfolio))";
if (R.parseEvalQ(txt)) // load library, no return value
throw std::runtime_error("R cannot evaluate '" + txt + "'");
txt = "lppData <- 100 * LPP2005.RET[, 1:6]; "
"ewSpec <- portfolioSpec(); "
"nAssets <- ncol(lppData); ";
if (R.parseEval(txt, ans)) // prepare problem
throw std::runtime_error("R cannot evaluate '" + txt + "'");
const double dvec[6] = { 0.1, 0.1, 0.1, 0.1, 0.3, 0.3 }; // choose any
weights you want
const std::vector w(dvec, &dvec[6]);
R.assign( w, "weightsvec"); // assign STL vector to R's
'weightsvec' variable
txt = "setWeights(ewSpec) <- weightsvec";
if (R.parseEvalQ(txt)) // evaluate assignment
throw std::runtime_error("R cannot evaluate '" + txt + "'");
txt = "ewPortfolio <- feasiblePortfolio(data = lppData, spec = ewSpec,
constraints = \"LongOnly\"); "
"print(ewPortfolio); "
"vec <- getCovRiskBudgets(ewportfo...@portfolio)";
if (R.parseEval(txt, ans)) // assign covRiskBudget weights to ans
throw std::runtime_error("R cannot evaluate '" + txt + "'");
RcppVector V(ans); // convert SEXP variable to an
RcppMatrix
R.parseEval("names(vec)", ans); // assign columns names to ans
RcppStringVector names(ans);
for (int i=0; ihttps://stat.ethz.ch/mailman/listinfo/r-devel
[Rd] Problems connecting to httpd help server with some browsers
Hello,
sorry to provide only very little testing, but with the release date nearing,
I thought it better to report this quickly than to wait for an uncertain
period until I find more time.
I'm observing strange problems connecting to the httpd help server with
konqueror (KDE 4.3.1):
options (help_type="html")
options (browser="konqueror")
help ("print")
The first page opens in a konqueror window as expected. However, clicking on
any links does not have any result. Konqueror just says "waiting for reply"
forever. There does not even seem to be a timeout. Pointing the same browser
instance to some other url works fine.
Trying to use lynx as a browser (since it's a terminal browser, you need open
lynx in a separate terminal and point it to the httpd help server manually)
causes lynx to become unresponsive.
Both konqueror and lynx are able to browse the static html files just fine.
Firefox and Opera work fine with the httpd server on the same computer.
Does anybody else see similar symptoms?
Regards
Thomas
> R.version
_
platform i686-pc-linux-gnu
arch i686
os linux-gnu
system i686, linux-gnu
status Under development (unstable)
major 2
minor 11.0
year 2009
month 09
day29
svn rev49866
language R
version.string R version 2.11.0 Under development (unstable) (2009-09-29
r49866)
signature.asc
Description: This is a digitally signed message part.
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Re: [Rd] model.matrix troubles with AlgDesign
Ah ok, I get the problem now.
I think you just need to modify model.matrix.formula as follows
model.matrix.formula <- function (frml, data = sys.frame(sys.parent()),
...)
{
if (!missing(data)) {
if (!inherits(data, "data.frame"))
stop("data must be a data.frame")
if (!inherits(frml, "formula"))
stop("frml must be a formuls")
env <- environment(frml)
frml <- expand.formula(frml, colnames(data))
environment(frml) <- env
}
model.matrix.default(frml, data, ...)
}
or the equivalent could be done inside expand.formula, which might be
neater actually.
Hope that fixes it,
Heather
Ulrike Groemping wrote:
> Hi Heather,
>
> thanks, I would be able to add the variable y <- 1:nrow(aus), I would even
> be able to omit these.
> What concerns me is the fact that the presence of function
> model.matrix.formula in package AlgDesign will stop model.matrix from
> working as expected in further situations that I have not spotted yet.
>
> For the future development of package DoE.wrapper, I would like to include
> AlgDesign in the Depends field, and that would mean that the package would
> then stop user functions with perfectly valid code from working correctly.
> So I would like to find a way to modify model.matrix.formula or
> expand.formula from AlgDesign so that AlgDesign stops messing up usages of
> model.matrix in other contexts. I think that the solution may perhaps lie in
> assigning the right environment to frml in expand.formula, but I am not
> familiar enough with assigning environments to know what the right strategy
> would be.
>
> Any suggestions ?
>
> Regards,
> Ulrike
>
>
>
> Heather Turner wrote:
>> Hi Ulrike,
>>
>> It looks like 'aus' is created by fac.design(); is there any reason why
>> you can't add the variable
>> y <- 1:nrow(aus)
>> to this data frame and use y as the response in your formula?
>>
>> Otherwise I think aus needs to be in the environment of frml (or frml
>> needs to be given the environment of aus).
>>
>> Heather
>>
>> Ulrike Groemping wrote:
>>> Dear DevelopeRs,
>>>
>>> in continuing with my suite of packages on experimental design, I am
>>> stuck
>>> with an issue that appears to be related to package AlgDesign - I have
>>> tried
>>> to get it solved by Bob Wheeler, but he seems to be stuck as well.
>>>
>>> Whenever AlgDesign is loaded, some of my code does not work any more. For
>>> example, in a fresh R session:
>>>
>>> require(DoE.base)
>>> fac.design(nlevels=c(2,6,2))
>>> require(AlgDesign)
>>> fac.design(nlevels=c(2,6,2))
Error in nrow(aus) : object 'aus' not found
>>> The reason seems to be that AlgDesign creates a function
>>> model.matrix.formula that only finds variables that are in the global
>>> environment and variables that are in the data frame given with the
>>> formula,
>>> but not calculation results from the intermediate calling environment.
>>>
>>> Results from traceback():
>>> 9: nrow(aus)
>>> 8: eval(expr, envir, enclos)
>>> 7: eval(predvars, data, env)
>>> 6: model.frame.default(object, data, xlev = xlev)
>>> 5: model.frame(object, data, xlev = xlev)
>>> 4: model.matrix.default(frml, data, ...)
>>> 3: model.matrix.formula(1:nrow(aus) ~ ., data = aus)
>>> 2: model.matrix(1:nrow(aus) ~ ., data = aus)
>>> 1: fac.design(nlevels = c(2, 6, 2))
>>>
>>> If I reset model.matrix.formula to model.matrix.default, the problem
>>> disappears (but AlgDesign's comfort functions for squares etc. do not
>>> work
>>> any longer). In this particular case, I can also avoid the issue by
>>> modifying the formula in fac.design, removing the left-hand side. But
>>> this
>>> just means to wait for the next place where troubles occur. Between 3 and
>>> 4
>>> of the traceback(), AlgDesign's function model.matrix.formula modifies
>>> the
>>> formula frml using AlgDesign's function expand.formula:
>>>
>>> model.matrix.formula <- function (frml, data = sys.frame(sys.parent()),
>>> ...)
>>> {
>>> if (!missing(data)) {
>>> if (!inherits(data, "data.frame"))
>>> stop("data must be a data.frame")
>>> if (!inherits(frml, "formula"))
>>> stop("frml must be a formuls")
>>> frml <- expand.formula(frml, colnames(data))
>>> }
>>> model.matrix.default(frml, data, ...)
>>> }
>>>
>>>
>>> I have looked at expand.formula as well, and I've been wondering whether
>>> a
>>> simple fix can be found by adding environment information (which?) within
>>> that function (I believe that the relevant portion of the code is
>>> included
>>> below):
>>>
>>> expand.formula <- function (frml, varNames, const = TRUE, numerics =
>>> NULL)
>>> {
>>> ## omitted quite a bit of code
>>> ##...
>>> frml <- deparse(frml, width = 500)
>>> while ((0 != (pos <- findFunction("quad", frml))[1]) || (0 !=
>>> (pos <- findFunction("cubicS", frml))[1]) || (0 != (pos <-
>>> findFunction("cubic",
>>> frml))[1])) {
>>> prog <- substr(f
Re: [Rd] Problems connecting to httpd help server with some browsers
Thomas,
On Sep 29, 2009, at 15:15 , Thomas Friedrichsmeier wrote:
Hello,
sorry to provide only very little testing, but with the release date
nearing, I thought it better to report this quickly than to wait for
an uncertain period until I find more time.
Yes, good thinking :).
I'm observing strange problems connecting to the httpd help server
with
konqueror (KDE 4.3.1):
options (help_type="html")
options (browser="konqueror")
help ("print")
The first page opens in a konqueror window as expected. However,
clicking on
any links does not have any result. Konqueror just says "waiting for
reply"
forever. There does not even seem to be a timeout. Pointing the same
browser
instance to some other url works fine.
Trying to use lynx as a browser (since it's a terminal browser, you
need open
lynx in a separate terminal and point it to the httpd help server
manually)
causes lynx to become unresponsive.
I don't have konqueror at hand, so I have tested and fixed the lynx
case (lynx is acting as an HTTP/1.0 client and expects non-persistent
connection). With some luck the fix may solve the konqueror issue as
well (although I'd be a bit surprised if konqueror was not 1.1-
capable..).
Thanks,
Simon
Both konqueror and lynx are able to browse the static html files
just fine.
Firefox and Opera work fine with the httpd server on the same
computer.
Does anybody else see similar symptoms?
Regards
Thomas
R.version
_
platform i686-pc-linux-gnu
arch i686
os linux-gnu
system i686, linux-gnu
status Under development (unstable)
major 2
minor 11.0
year 2009
month 09
day29
svn rev49866
language R
version.string R version 2.11.0 Under development (unstable)
(2009-09-29
r49866)
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Re: [Rd] Problems connecting to httpd help server with some browsers
Simon Urbanek wrote:
[...]
I don't have konqueror at hand, so I have tested and fixed the lynx case
(lynx is acting as an HTTP/1.0 client and expects non-persistent
connection). With some luck the fix may solve the konqueror issue as
well (although I'd be a bit surprised if konqueror was not 1.1-capable..).
Konqueror didn't like the extra newline in the Location header:
Index: src/library/tools/R/dynamicHelp.R
===
--- src/library/tools/R/dynamicHelp.R (revision 49890)
+++ src/library/tools/R/dynamicHelp.R (working copy)
@@ -172,7 +172,7 @@
return(list(payload = paste('Redirect to "',
basename(file), '"', sep=''),
"content-type" = 'text/html',
- header = paste('Location: ', file, '\n', sep=''),
+ header = paste('Location: ', file, sep=''),
"status code" = 302L)) # temporary redirect
} else if (length(file) > 1L) {
paths <- dirname(dirname(file))
Jeff
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[Rd] unable to load shared library (Symbol not found: _PQbackendPID)
I can't get the RPostgreSQL library to load on OSX and have no idea where it's going wrong... > library( RPostgreSQL ) Error in dyn.load(file, DLLpath = DLLpath, ...) : unable to load shared library '/Users/hamannj/Library/R/2.9/library/ RPostgreSQL/libs/i386/RPostgreSQL.so': dlopen(/Users/hamannj/Library/R/2.9/library/RPostgreSQL/libs/i386/ RPostgreSQL.so, 6): Symbol not found: _PQbackendPID Referenced from: /Users/hamannj/Library/R/2.9/library/RPostgreSQL/ libs/i386/RPostgreSQL.so Expected in: flat namespace in /Users/hamannj/Library/R/2.9/library/RPostgreSQL/libs/i386/ RPostgreSQL.so Error: package/namespace load failed for 'RPostgreSQL' I've used this on OSX before and have had to recently rebuild... does anyone know if an older archive works? Jeff Hamann, PhD PO Box 1421 Corvallis, Oregon 97339-1421 541-754-2457 jeff.hamann[at]forestinformatics[dot]com http://www.forestinformatics.com [[alternative HTML version deleted]] __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
Re: [Rd] unable to load shared library (Symbol not found: _PQbackendPID)
Jeff, On 29 September 2009 at 17:50, Jeff Hamann wrote: | I can't get the RPostgreSQL library to load on OSX and have no idea | where it's going wrong... | | > library( RPostgreSQL ) | Error in dyn.load(file, DLLpath = DLLpath, ...) : |unable to load shared library '/Users/hamannj/Library/R/2.9/library/ | RPostgreSQL/libs/i386/RPostgreSQL.so': |dlopen(/Users/hamannj/Library/R/2.9/library/RPostgreSQL/libs/i386/ | RPostgreSQL.so, 6): Symbol not found: _PQbackendPID |Referenced from: /Users/hamannj/Library/R/2.9/library/RPostgreSQL/ | libs/i386/RPostgreSQL.so |Expected in: flat namespace | in /Users/hamannj/Library/R/2.9/library/RPostgreSQL/libs/i386/ | RPostgreSQL.so | Error: package/namespace load failed for 'RPostgreSQL' As you know, questions / complaints about contributed packages should go to the maintainer first, i.e. me. Now, I do not have access to OS X -- but Neil (CC'ed) kindly covers that angle. Maybe the two of you can sort this out? | I've used this on OSX before and have had to recently rebuild... does | anyone know if an older archive works? The current version works for other on OS X as far as I know. Dirk -- Three out of two people have difficulties with fractions. __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
Re: [Rd] How do I access class slots from C?
Hi
Thanks all of you for your suggestions. I will put up my code shortly based
on your suggestions.
I wonder how the parsing and eval will work when most of my data comes in
from an external source like a DB? Probably it would be more efficient to
make an object? H... maybe it has to be a mix of parsing and eval?
Yes, the lang4 c idea sucks. mkstring is better.
Regards
Abhijit
On Tue, Sep 29, 2009 at 11:55 PM, Dirk Eddelbuettel wrote:
>
> This is so much fun. The C code posted wasn't exactly legible. So here is
> a
> new C++ variant that I just committed to the RInside SVN as a new example.
> And it mine works (against RInide and Rcpp as on CRAN):
>
> e...@ron:~/svn/rinside/pkg/inst/examples> ./rinside_sample4
> Package 'sn', 0.4-12 (2009-03-21). Type 'help(SN)' for summary information
> Using the GLPK callable library version 4.37
>
> Title:
> MV Feasible Portfolio
> Estimator: covEstimator
> Solver:solveRquadprog
> Optimize: minRisk
> Constraints: LongOnly
>
> Portfolio Weights:
> SBI SPI SII LMI MPI ALT
> 0.1 0.1 0.1 0.1 0.3 0.3
>
> Covariance Risk Budgets:
>SBI SPI SII LMI MPI ALT
> -0.0038 0.1423 0.0125 -0.0058 0.4862 0.3686
>
> Target Return and Risks:
> mean muCov Sigma CVaRVaR
> 0.0548 0.0548 0.4371 0.4371 1.0751 0.6609
>
> Description:
> Tue Sep 29 13:43:36 2009 by user:
> SBI-0.00380065
> SPI 0.142261
> SII 0.0125242
> LMI-0.00576251
> MPI 0.486228
> ALT 0.368551
> e...@ron:~/svn/rinside/pkg/inst/examples>
>
> The final few lines are C++ accessing the result, earlier in the code I
> assign the weight vector from C++ as you desired from C. All with error
> checking / exception handling and what have in under 60 lines of (IMHO more
> readable) code -- see below.
>
> Dirk
>
> // -*- mode: C++; c-indent-level: 4; c-basic-offset: 4; tab-width: 8; -*-
> //
> // Another simple example inspired by an r-devel mail by Abhijit Bera
> //
> // Copyright (C) 2009 Dirk Eddelbuettel and GPL'ed
>
> #include "RInside.h"// for the embedded R via RInside
> #include "Rcpp.h" // for the R / Cpp interface used
> for transfer
> #include
>
> int main(int argc, char *argv[]) {
>
>try {
>RInside R(argc, argv); // create an embedded R instance
>SEXP ans;
>
>std::string txt = "suppressMessages(library(fPortfolio))";
>if (R.parseEvalQ(txt)) // load library, no return value
>throw std::runtime_error("R cannot evaluate '" + txt + "'");
>
>txt = "lppData <- 100 * LPP2005.RET[, 1:6]; "
> "ewSpec <- portfolioSpec(); "
> "nAssets <- ncol(lppData); ";
>if (R.parseEval(txt, ans)) // prepare problem
>throw std::runtime_error("R cannot evaluate '" + txt + "'");
>
>const double dvec[6] = { 0.1, 0.1, 0.1, 0.1, 0.3, 0.3 }; // choose
> any weights you want
>const std::vector w(dvec, &dvec[6]);
>
>R.assign( w, "weightsvec"); // assign STL vector to R's
> 'weightsvec' variable
>
>txt = "setWeights(ewSpec) <- weightsvec";
>if (R.parseEvalQ(txt)) // evaluate assignment
>throw std::runtime_error("R cannot evaluate '" + txt + "'");
>
>txt = "ewPortfolio <- feasiblePortfolio(data = lppData, spec =
> ewSpec, constraints = \"LongOnly\"); "
> "print(ewPortfolio); "
> "vec <- getCovRiskBudgets(ewportfo...@portfolio)";
>if (R.parseEval(txt, ans)) // assign covRiskBudget weights to
> ans
>throw std::runtime_error("R cannot evaluate '" + txt + "'");
>RcppVector V(ans); // convert SEXP variable to an
> RcppMatrix
>
>R.parseEval("names(vec)", ans); // assign columns names to ans
>RcppStringVector names(ans);
>
>for (int i=0; i std::cout << std::setw(16) << names(i) << "\t"
><< std::setw(11) << V(i) << "\n";
>}
>
>} catch(std::exception& ex) {
>std::cerr << "Exception caught: " << ex.what() << std::endl;
>} catch(...) {
>std::cerr << "Unknown exception caught" << std::endl;
>}
>
>exit(0);
> }
>
>
>
> --
> Three out of two people have difficulties with fractions.
>
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[Rd] build issues on Solaris (PR#13975)
Full_Name: Rodney Sparapani
Version: 2.9.2
OS: Solaris 10
Submission from: (NULL) (141.106.121.40)
There are a few issues with building on Solaris (and UNIX in general, I
suppose).
1. on line 50686 of configure, I'm seeing some trouble:
lib=`echo ${lib}|sed -e s:${JAVA_HOME}:\$\{JAVA_HOME\}:g`
Evidently, $lib contains colons which will confuse sed, so you can work around
this like:
lib=`echo ${lib}|sed -e s...@${java_home}@\$\{java_hom...@g`
2. in various Makefiles, FRONTFILES is blank which causes the error:
syntax error at line 1 : `;' unexpected
FRONTFILES is only necessary in one Makefile:
src/library/stats/Makefile
Therefore, adding the following in that file:
.PHONY: frontfiles
frontfiles:
@for f in $(FRONTFILES); do \
if test -f $(srcdir)/$${f}; then \
$(INSTALL_DATA) $(srcdir)/$${f} \
$(top_builddir)/library/$(pkg); \
fi; \
done
with the associated change of front to frontfiles a few lines above. And
changing:
share/make/basepkg.mk
as follows:
front:
# @for f in $(FRONTFILES); do \
# if test -f $(srcdir)/$${f}; then \
# $(INSTALL_DATA) $(srcdir)/$${f} \
# $(top_builddir)/library/$(pkg); \
# fi; \
# done
fixes that problem.
3. If you try to configure after a make distclean, I get the error:
config.status: error: cannot find input file: etc/Makefile.in
You can workaround this, by starting all over with a fresh unpacking of that
tgzball.
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