Hmm. This does fix the problem:
DataFrame PLrecord = DataFrame::create(
Named("txn.qty" , wrap( txn_qty ) ),
Named("txn.prc" , wrap( txn_prc ) ),
Named("txn.fee" , wrap( txn_fee ) ),
Named("pos.qty" , wrap( pos_qty ) ),
Named("close.prc", wrap( close_prc) ),
Named("PL" , wrap( PL ) )
);
So we might do something wrong with copying objects.
Le 27/03/13 14:19, 该走了 a écrit :
Dear Rcpp developer,
I am tried return a big DataFrame from Rcpp to R, but met some problem!
### begin dataframetest.cpp
#include <Rcpp.h>
using namespace Rcpp;
using namespace std;
// [[Rcpp::export]]
DataFrame dataframetest(NumericVector close){
int nrow = close.size();
vector<double> txn_qty = vector<double>(nrow);
vector<double> txn_prc = vector<double>(nrow);
vector<double> txn_fee = vector<double>(nrow);
vector<double> pos_qty = vector<double>(nrow);
vector<double> close_prc = as<vector<double> >(close);
vector<double> PL = vector<double>(nrow);
DataFrame PLrecord = DataFrame::create(Named("txn.qty", txn_qty),
Named("txn.prc", txn_prc),
Named("txn.fee", txn_fee),
Named("pos.qty", pos_qty),
Named("close.prc", close_prc),
Named("PL", PL));
return PLrecord;
}
#### end dataframetest.cpp
### R code
n <- 4e5
x.prc <- 1:n
library(Rcpp)
sourceCpp("./dataframetest.cpp")
aa <- dataframetest(x.prc)
##### end R code
When n is big, like 4e5, then it will exhaust the memory or crash;
when n is small, like 4e3, it can return the correct DataFrame. I was
wondering if Rcpp::DataFrame can handle so big DataFrame. In my opinion,
n = 4e5 is not big, I can create such a long data.frame from R code
easily, without any problem. Why Rcpp can not? Or I miss something?
### R code
n <- 4e5
x.prc <- rnorm(n)
a <- data.frame(x = x.prc,
y = x.prc,
d = x.prc,
e = x.prc,
f = x.prc,
k = x.prc)
head(a)
x y d e f k
1 -0.45145433 -0.45145433 -0.45145433 -0.45145433 -0.45145433 -0.45145433
2 -0.55851370 -0.55851370 -0.55851370 -0.55851370 -0.55851370 -0.55851370
3 0.18209145 0.18209145 0.18209145 0.18209145 0.18209145 0.18209145
4 -0.56092768 -0.56092768 -0.56092768 -0.56092768 -0.56092768 -0.56092768
5 0.25689622 0.25689622 0.25689622 0.25689622 0.25689622 0.25689622
6 -0.04558792 -0.04558792 -0.04558792 -0.04558792 -0.04558792 -0.04558792
#### sessionInfo
sessionInfo()
R version 2.15.3 (2013-03-01)
Platform: x86_64-suse-linux-gnu (64-bit)
locale:
[1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
[3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8
[5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8
[7] LC_PAPER=C LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] Rcpp_0.10.3 data.table_1.8.8
loaded via a namespace (and not attached):
[1] compiler_2.15.3 tools_2.15.3
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