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Today's Topics:
1. [ANN] Rcpp 0.10.0 (Dirk Eddelbuettel)
2. Sample function(s) for inclusion in RcppArmadillo
(Christian Gunning)
3. Re: Sample function(s) for inclusion in RcppArmadillo
(Dirk Eddelbuettel)
4. Re: Sample function(s) for inclusion in RcppArmadillo
(Romain Francois)
----------------------------------------------------------------------
Message: 1
Date: Wed, 14 Nov 2012 06:42:15 -0600
From: Dirk Eddelbuettel <e...@debian.org>
To: rcpp-devel <rcpp-devel@lists.r-forge.r-project.org>
Subject: [Rcpp-devel] [ANN] Rcpp 0.10.0
Message-ID: <20643.37287.636306.45...@max.nulle.part>
Content-Type: text/plain; charset=us-ascii
We are very excited about Rcpp 0.10.0 which appeared on CRAN this morning.
The announcement text included in the package is below -- see in particular
the new vignette Rcpp-attributes.
We will probably provide more example in the following days and weeks.
Cheers, Dirk
===== Summary =====
Version 0.10.0 of the Rcpp package is now on CRAN and its mirrors.
This new release brings a number of new features, as well as extensions to
existing features, to the package. Several key aspects are highlighted
below, and further details can be found in the NEWS and ChangeLog files which
are included in the package.
===== Overview =====
Rcpp is an R package and associated C++ library for seamless integration
between C++ and R.
It has been described in a recent paper in the Journal of Statistical
Software (Vol 40, Issue 08) which is also included in the package as the
"Rcpp-introduction" pdf vignette.
As of late 2012, Rcpp is used by over 80 other CRAN packages making it the
most widely-used language interface for R.
Several key features of the new 0.10.0 release are described below.
===== Rcpp attributes =====
Rcpp attributes are a new feature of Rcpp version 0.10.0 that provide
infrastructure for seamless language bindings between R and C++. With
attributes we hope to eliminate the need to write boilerplate conversion
and marshaling code, make it much easier to use C++ within interactive
R sessions, and reduce the learning curve associated with using C++
and R together.
Rcpp attributes derive their syntax from C++11 style attributes and
are included in C++ source files using specially formatted comments.
For example, the following source file includes the definition of
a fibonacci function with an Rcpp::export attribute included
immediately above the function definition:
#include <Rcpp.h>
using namespace Rcpp;
// [[Rcpp::export]]
int fibonacci(const int x) {
if (x < 2)
return x;
else
return (fibonacci(x - 1)) + fibonacci(x - 2);
}
The export attribute indicates that we'd like the function to be callable
from R. We can now "source" this C++ file at the R prompt and then call
the function as follows:
R> source("fibonacci.cpp")
R> fibonacci(20)
[1] 6765
Rcpp attributes build upon Rcpp modules (described in another vignette in the
package), as well as the automatic type converters Rcpp::as<>() and Rcpp::wrap.
The converters can already be used for a wide variety of standard C and C++
types, and can also be adapted to other C++ types and libraries as described
in the Rcpp-extending vignette.
Rcpp attributes and their supporting functions include:
- Rcpp::export attribute to export a C++ function to R
- sourceCpp function to source exported functions from a file
- cppFunction and evalCpp functions for inline declarations and execution
- Rcpp::depends attribute for specifying additional build dependencies
for sourceCpp
Attributes can also be used for package development via the `compileAttributes`
function, which generates an Rcpp module for all exported functions within
an R package.
More details are provided in the new vignette Rcpp-attributes. We also intend
to provide further illustrations via our blogs following the release.
===== Rcpp modules =====
Rcpp modules provide an easy way to expose C++ functions and classes to R using
a declarative syntax. We declare which functions and which classes we want to
make available to R and modules takes care of automatically (via the compiler,
through template deduction ...) creating the interface code between the C++
code and R.
Rcpp modules have been extended for the new release. A brief
summary of new key features is:
- inheritance: A class can now declare that it inherits from another class;
the exposed class gains methods and properties (fields) from its parent
class.
- Functions and methods can now return objects from classes that are exposed
through modules. The macro RCPP_EXPOSED_CLASS and RCPP_EXPOSED_CLASS_NODECL
can be used to declared the required type traits.
- Classes exposed through modules can also be used as parameters of exposed
functions or methods.
- Exposed classes can declare factories, i.e. a C++ function returning a
pointer to the target class, providing an alternative way to construct
objects.
- "converter" can be used to declare a way to convert ("cast") an object of
a type to another type. This is translated at the R level in terms of an "as"
method.
We intend to provide example packages using these new features in the near
future.
===== New sugar functions =====
Rcpp sugar provides "syntactic sugar" familiar to R programmers at the C++
level, including a large number of vectorised functions. In this release, we
added
- which_min() and which_max() returning the index of the first object
matching the condition
- unique() and sort_unique()
===== New I/O facilities =====
The Rcpp::Rcout object now supports the std::flush manipulator, which calls
R_FlushConsole. A new object Rcpp::Rcerr has been added with passes content
for error messages to REprintf().
===== New namespace "R::" for Rmath functions =====
A side-effect of Rcpp sugar providing vectorised d/p/q/r functions for the
various statistical distribution was that the scalar variants of these
functions (available from Rmath.h) were masked behind a Rf_ prefix.
Previously, one had to call ::Rf_pnorm5() to compute pnorm() -- but now a
cleaner interface R::pnorm() is available. Unit tests were added as well.
===== Links =====
Rcpp main page:
http://dirk.eddelbuettel.com/code/rcpp.html
R-forge project page:
http://r-forge.r-project.org/projects/rcpp/
Dirk's blog section about Rcpp
Rcpp: http://dirk.eddelbuettel.com/blog/code/rcpp/
Romain's blog section about Rcpp:
http://romainfrancois.blog.free.fr/index.php?category/R-package/Rcpp
RStudio blog:
http://blog.rstudio.org
Google+:
https://plus.google.com/b/107029540907667241299/107029540907667241299/posts
Facebook:
http://www.facebook.com/pages/Rcpp/213047595425775
Twitter:
https://twitter.com/eddelbuettel
https://twitter.com/romain_francois
===== Support =====
Questions about Rcpp should be directed to the Rcpp-devel mailing list
https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
While we prefer the mailing list, StackOverflow has also become a frequently
used resource under the [rcpp] tag:
http://stackoverflow.com/questions/tagged/rcpp
Dirk Eddelbuettel, Romain Francois, Doug Bates, John Chambers and JJ Allaire
November 2012
--
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
------------------------------
Message: 2
Date: Wed, 14 Nov 2012 06:05:48 -0700
From: Christian Gunning <x...@unm.edu>
To: rcpp-devel@lists.r-forge.r-project.org
Subject: [Rcpp-devel] Sample function(s) for inclusion in
RcppArmadillo
Message-ID:
<CADNH-Puxd0bVd_VtYzi3eEHqcXN_=+8jfypbk0mczt_zmtp...@mail.gmail.com>
Content-Type: text/plain; charset="utf-8"
Dear all,
The attached file is for inclusion in RcppArmadillo/src. It's a templated
implementation of R's sample that relies on a few Armadillo functions. It
should produce results identical to R, except when R uses Walker's alias
method (with replacement, more than 200 nonzero probabilities given).
This is intended to be used solely in C++ code, and is not exported.
best,
Christian
University of New Mexico
--
A man, a plan, a cat, a ham, a yak, a yam, a hat, a canal ? Panama!
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------------------------------
Message: 3
Date: Wed, 14 Nov 2012 07:14:51 -0600
From: Dirk Eddelbuettel <e...@debian.org>
To: x...@unm.edu
Cc: rcpp-devel@lists.r-forge.r-project.org
Subject: Re: [Rcpp-devel] Sample function(s) for inclusion in
RcppArmadillo
Message-ID: <20643.39243.770474.293...@max.nulle.part>
Content-Type: text/plain; charset=utf-8
Christian,
On 14 November 2012 at 06:05, Christian Gunning wrote:
| Dear all,
|
| The attached file is for inclusion in RcppArmadillo/src.? It's a templated
| implementation of R's sample that relies on a few Armadillo functions.? It
| should produce results identical to R, except when R uses Walker's alias
method
| (with replacement, more than 200 nonzero probabilities given).?
|
| This is intended to be used solely in C++ code, and is not exported.
Thank you, got both emails! Will take a closer look -- we were busy with
releasing Rcpp 0.10.0 which will rock :)
Would this make sense "upstream" in Armadillo? Or do you want the R RNG for
reproducibility? Also, you may need to add RNGScope() if you use R's RNG.
Dirk
| best,
| Christian
| University of New Mexico
|
| --
| A man, a plan, a cat, a ham, a yak, a yam, a hat, a canal ? Panama!
|
| ----------------------------------------------------------------------
| // -*- mode: C++; c-indent-level: 4; c-basic-offset: 4; tab-width: 8 -*-
| //
| // sample.cpp: Rcpp/Armadillo equivalent to R's sample().
| // This is to be used in C++ functions, and should *not* be called from R.
| // It should yield identical results to R in most cases
| // (note that Walker's alias method is not implemented).
| //
| // Copyright (C) 2012 Christian Gunning
| //
| // This file is part of RcppArmadillo.
| //
| // RcppArmadillo is free software: you can redistribute it and/or modify it
| // under the terms of the GNU General Public License as published by
| // the Free Software Foundation, either version 2 of the License, or
| // (at your option) any later version.
| //
| // RcppArmadillo is distributed in the hope that it will be useful, but
| // WITHOUT ANY WARRANTY; without even the implied warranty of
| // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
| // GNU General Public License for more details.
| //
| // You should have received a copy of the GNU General Public License
| // along with RcppArmadillo. If not, see <http://www.gnu.org/licenses/>.
|
| #include <RcppArmadillo.h>
|
| using namespace Rcpp;
|
| //Declarations
| void SampleReplace( IntegerVector &index, int nOrig, int size);
| void SampleNoReplace( IntegerVector &index, int nOrig, int size);
| void ProbSampleReplace(IntegerVector &index, int nOrig, int size, arma::vec
&prob);
| void ProbSampleNoReplace(IntegerVector &index, int nOrig, int size, arma::vec
&prob);
| void FixProb(NumericVector &prob, int size, bool replace);
|
| template <class T>
| T sample(const T &x, const int size, const bool replace, NumericVector prob_
= NumericVector(0) ) {
| // Templated sample -- should work on any Rcpp Vector
| int ii, jj;
| int nOrig = x.size();
| int probsize = prob_.size();
| // Create return object
| T ret(size);
| if ( size > nOrig && !replace) throw std::range_error( "Tried to sample more
elements than in x without replacement" ) ;
| // Store the sample ids here, modify in-place
| IntegerVector index(size);
| if (probsize == 0) { // No probabilities given
| if (replace) {
| SampleReplace(index, nOrig, size);
| } else {
| SampleNoReplace(index, nOrig, size);
| }
| } else {
| if (probsize != nOrig) throw std::range_error( "Number of probabilities
must equal input vector length" ) ;
| // normalize, error-check probability vector
| // Will be modified in-place
| FixProb(prob_, size, replace);
| //
| // Copy the given probabilities into an arma vector
| arma::vec prob(prob_.begin(), prob_.size());
| if (replace) {
| // check for walker alias conditions here??
| ProbSampleReplace(index, nOrig, size, prob);
| } else {
| ProbSampleNoReplace(index, nOrig, size, prob);
| }
| }
| // copy the results into the return vector
| for (ii=0; ii<size; ii++) {
| jj = index[ii];
| ret[ii] = x[jj];
| }
| return(ret);
| }
|
| void SampleReplace( IntegerVector &index, int nOrig, int size) {
| int ii;
| for (ii = 0; ii < size; ii++) {
| index[ii] = nOrig * unif_rand();
| }
| }
|
| void SampleNoReplace( IntegerVector &index, int nOrig, int size) {
| int ii, jj;
| IntegerVector sub(nOrig);
| for (ii = 0; ii < nOrig; ii++) {
| sub[ii] = ii;
| }
| for (ii = 0; ii < size; ii++) {
| jj = nOrig * unif_rand();
| index[ii] = sub[jj];
| // replace sampled element with last, decrement
| sub[jj] = sub[--nOrig];
| }
| }
|
| void FixProb(NumericVector &prob, const int size, const bool replace) {
| // prob is modified in-place.
| // Is this better than cloning it?
| double sum = 0.0;
| int ii, nPos = 0;
| int nn = prob.size();
| for (ii = 0; ii < nn; ii++) {
| if (!R_FINITE(prob[ii])) //does this work??
| throw std::range_error( "NAs not allowed in probability" ) ;
| if (prob[ii] < 0)
| throw std::range_error( "Negative probabilities not allowed" ) ;
| if (prob[ii] > 0) {
| nPos++;
| sum += prob[ii];
| }
| }
| if (nPos == 0 || (!replace && size > nPos)) {
| throw std::range_error("Not enough positive probabilities");
| }
| prob = prob / sum; //sugar
| }
|
| // Unequal probability sampling with replacement
| void ProbSampleReplace(IntegerVector &index, int nOrig, int size, arma::vec
&prob){
| double rU;
| int ii, jj;
| int size_1 = size - 1;
| arma::uvec perm = arma::sort_index(prob, 1); //descending sort of index
| prob = arma::sort(prob, 1); // descending sort of prob
| // cumulative probabilities
| prob = arma::cumsum(prob);
| // compute the sample
| for (ii = 0; ii < size; ii++) {
| rU = unif_rand();
| for (jj = 0; jj < size_1; jj++) {
| if (rU <= prob[jj])
| break;
| }
| index[ii] = perm[jj];
| }
| }
|
| // Unequal probability sampling without replacement
| void ProbSampleNoReplace(IntegerVector &index, int nOrig, int size, arma::vec
&prob){
| int ii, jj, kk;
| int size_1 = size - 1;
| double rT, mass, totalmass = 1.0;
| arma::uvec perm = arma::sort_index(prob, 1); //descending sort of index
| prob = arma::sort(prob, 1); // descending sort of prob
| // compute the sample
| for (ii = 0; ii < size; ii++, size_1--) {
| rT = totalmass * unif_rand();
| mass = 0;
| for (jj = 0; jj < size_1; jj++) {
| mass += prob[jj];
| if (rT <= mass)
| break;
| }
| index[ii] = perm[jj];
| totalmass -= prob[jj];
| for ( kk = jj; kk < size_1; kk++) {
| prob[kk] = prob[kk+1];
| perm[kk] = perm[kk+1];
| }
| }
| }
|
| ----------------------------------------------------------------------
| _______________________________________________
| Rcpp-devel mailing list
| Rcpp-devel@lists.r-forge.r-project.org
| https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
--
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
------------------------------
Message: 4
Date: Wed, 14 Nov 2012 14:16:59 +0100
From: Romain Francois <rom...@r-enthusiasts.com>
To: rcpp-devel@lists.r-forge.r-project.org
Subject: Re: [Rcpp-devel] Sample function(s) for inclusion in
RcppArmadillo
Message-ID: <50a399cb.5060...@r-enthusiasts.com>
Content-Type: text/plain; charset=windows-1252; format=flowed
Le 14/11/12 14:05, Christian Gunning a ?crit :
Dear all,
The attached file is for inclusion in RcppArmadillo/src. It's a
templated implementation of R's sample that relies on a few Armadillo
functions. It should produce results identical to R, except when R uses
Walker's alias method (with replacement, more than 200 nonzero
probabilities given).
This is intended to be used solely in C++ code, and is not exported.
best,
Christian
University of New Mexico
--
A man, a plan, a cat, a ham, a yak, a yam, a hat, a canal ? Panama!
Interesting. With some more work, we could even make this sugary. i.e.
have this signature:
template <int RTYPE, bool NA, typename T>
Rcpp::Vector<RTYPE> sample(const Rcpp::VectorBase<RTYPE,NA,T> &x, const
int size, const bool replace, NumericVector prob_ = NumericVector(0) ) {
typedef Rcpp::Vector<RTYPE> TARGET ;
// Templated sample -- should work on any Rcpp Vector
int ii, jj;
int nOrig = x.size();
int probsize = prob_.size();
// Create return object
TARGET ret(size);
if ( size > nOrig && !replace) throw std::range_error( "Tried to sample
more elements than in x without replacement" ) ;
...
}
So that we could sample sugar expressions :-)
Romain
--
Romain Francois
Professional R Enthusiast
+33(0) 6 28 91 30 30
R Graph Gallery: http://gallery.r-enthusiasts.com
`- http://bit.ly/SweN1Z : SuperStorm Sandy
blog: http://romainfrancois.blog.free.fr
|- http://bit.ly/RE6sYH : OOP with Rcpp modules
`- http://bit.ly/Thw7IK : Rcpp modules more flexible
------------------------------
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