Translating reference-based OOP designs from other languages into R seems like a bad idea, and on the surface looks like re-inventing the wheel. Are you sure this couldn't be done with one of the existing packages for doing MCMC?
On April 10, 2020 2:21:13 AM PDT, eva lehner <eva-vale...@gmx.at> wrote: >Hi Dirk, >Below is my question in text format since there were troubles with the >html formating. > >I want to „translate“ a MCMC algorithm written in matlab to R to >eventually release it in a package. In the matlab version model input, >state of the chain and chain output is stored in structs. Updating >different parameters of the underlying model is performed with >different functions. I already have a very raw R version where these >structs are implemented as S4 classes and updates are performed with >generic functions taking both classes as input. I would like to >increase performance with RcppArmadillo. However, I struggle to choose >a good approach since I am not very experienced in any of the above >subjects and have difficulties putting together the different concepts. >It would be very helpful if you could give me your thoughts on what I >think my main options are, tell me in case I misunderstood some >concepts or point me into a better direction. > >Option 1: mainly R >Keeping R S4 classes (or rewrite them as Reference Classes since I >think they would have been a better choice for defining a class storing >states of a model) and the algorithm written in R and write updating >functions in RcppArmadillo. These functions can be exposed to R with >Rcpp modules or attributes. >+ possibly the easiest version since I only have to rewrite the >functions in Rcpp >- Still a lot of R which could come with performance costs > >Option2: mainly Rcpp >Define one Cpp class which stores input and updated parameters as >member variables and the updating functions as member functions. Then I >could write the main MCMC algorithm as a separate function that creates >an instance of this class, calls the updating functions and returns a >list containing the output. I could only expose this main algorithm >(with Rcpp modules or attributes) to R and avoid exposing the internal >classes. (Currently I don’t think exposure of the classes is necessary >and seems more difficult than exposing functions).The part involving >the class is taken from the Kalman filter example (RcppArmadillo-intro >vignette) and I imagine the structure of the algorithm function and >returned list similar to the gallery entry on the EM Algorithm for >Probit Regressions >(https://gallery.rcpp.org/articles/EM-algorithm-example/#attempt-1[https://deref-gmx.net/mail/client/Q6JdcN6Rp84/dereferrer/?redirectUrl=https%3A%2F%2Fgallery.rcpp.org%2Farticles%2FEM-algorithm-example%2F%23attempt-1]). >+ probably faster >+ possibly cleaner >- more difficult and I have very little Cpp experience (especially with >classes) > >Personally, I aim for a compromise between performance, implementation >difficulty and the best approach since this is for my master’s thesis >and I also have to consider the deadline. I think this compromise would >be to stay with the main R version but rewrite the S4 classes as >Reference Class. >I'm looking forward to hearing your feedback, thoughts and experiences, >Eva > > > >Gesendet: Donnerstag, 09. April 2020 um 14:51 Uhr >Von: "Dirk Eddelbuettel" <e...@debian.org> >An: "eva lehner" <eva-vale...@gmx.at> >Cc: rcpp-devel@lists.r-forge.r-project.org >Betreff: Re: [Rcpp-devel] Input on code design implementing a MCMC >algorithm in R and improving performance with RcppArmadillo >Hi Eva, > >My email client doesn't display you html email, possibly a fault at my >end. >But text-only email is still a default in most places. Can you maybe >resend >text-only please? Thanks! > >Cheers, Dirk > >-- >http://dirk.eddelbuettel.com[http://dirk.eddelbuettel.com] | >@eddelbuettel | e...@debian.org >_______________________________________________ >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 -- Sent from my phone. Please excuse my brevity. _______________________________________________ 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
