Rcpp Version 0.12.12
lmGSL.R
Go to the documentation of this file.
1 #
2 # lm() via GNU GSL -- building on something from the Intro to HPC tutorials
3 #
4 # Copyright (C) 2010 Dirk Eddelbuettel and Romain Francois
5 #
6 # This file is part of Rcpp.
7 #
8 # Rcpp is free software: you can redistribute it and/or modify it
9 # under the terms of the GNU General Public License as published by
10 # the Free Software Foundation, either version 2 of the License, or
11 # (at your option) any later version.
12 #
13 # Rcpp is distributed in the hope that it will be useful, but
14 # WITHOUT ANY WARRANTY; without even the implied warranty of
15 # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
16 # GNU General Public License for more details.
17 #
18 # You should have received a copy of the GNU General Public License
19 # along with Rcpp. If not, see <http://www.gnu.org/licenses/>.
20 
21 suppressMessages(require(Rcpp))
22 
23 ## NOTE: This is the old way to compile Rcpp code inline.
24 ## The code here has left as a historical artifact and tribute to the old way.
25 ## Please use the code under the "new" inline compilation section.
26 
27 suppressMessages(require(inline))
28 
29 lmGSL_old <- function() {
30 
31  src <- '
32 
33  Rcpp::NumericVector Yr(Ysexp);
34  Rcpp::NumericMatrix Xr(Xsexp);
35 
36  int i,j,n = Xr.nrow(), k = Xr.ncol();
37  double chisq;
38 
39  gsl_matrix *X = gsl_matrix_alloc (n, k);
40  gsl_vector *y = gsl_vector_alloc (n);
41  gsl_vector *c = gsl_vector_alloc (k);
42  gsl_matrix *cov = gsl_matrix_alloc (k, k);
43  for (i = 0; i < n; i++) {
44  for (j = 0; j < k; j++)
45  gsl_matrix_set (X, i, j, Xr(i,j));
46  gsl_vector_set (y, i, Yr(i));
47  }
48 
49  gsl_multifit_linear_workspace *work = gsl_multifit_linear_alloc (n, k);
50  gsl_multifit_linear (X, y, c, cov, &chisq, work);
51  gsl_multifit_linear_free (work);
52 
53  Rcpp::NumericVector coefr(k), stderrestr(k);
54  for (i = 0; i < k; i++) {
55  coefr(i) = gsl_vector_get(c,i);
56  stderrestr(i) = sqrt(gsl_matrix_get(cov,i,i));
57  }
58  gsl_matrix_free (X);
59  gsl_vector_free (y);
60  gsl_vector_free (c);
61  gsl_matrix_free (cov);
62 
63 
64  return Rcpp::List::create( Rcpp::Named( "coef", coefr),
65  Rcpp::Named( "stderr", stderrestr));
66  '
67 
68  ## turn into a function that R can call
69  ## compileargs redundant on Debian/Ubuntu as gsl headers are found anyway
70  fun_old <- cxxfunction(signature(Ysexp="numeric", Xsexp="numeric"),
71  src,
72  includes="#include <gsl/gsl_multifit.h>",
73  plugin="RcppGSL")
74 }
75 
76 ## NOTE: Within this section, the new way to compile Rcpp code inline has been
77 ## written. Please use the code next as a template for your own project.
78 
79 lmGSL <- function() {
80 
81 sourceCpp(code='
82 #include <RcppGSL.h>
83 #include <gsl/gsl_multifit.h>
84 // [[Rcpp::depends(RcppGSL)]]
85 
86 // [[Rcpp::export]]
87 Rcpp::List fun(Rcpp::NumericVector Yr, Rcpp::NumericMatrix Xr){
88 
89  int i, j, n = Xr.nrow(), k = Xr.ncol();
90  double chisq;
91 
92  RcppGSL::Matrix X(n, k); // allocate a gsl_matrix<double> of dim n, k
93  RcppGSL::Vector y(n); // allocate a gsl_vector<double> of length n
94  RcppGSL::Vector c(k); // allocate a gsl_vector<double> of length k
95  RcppGSL::Matrix cov(k, k); // allocate a gsl_matrix<double> of dim k, k
96 
97  for (i = 0; i < n; i++) {
98  for (j = 0; j < k; j++)
99  X(i, j) = Xr(i, j);
100  y[i] = Yr(i); // Note vector requires [] not ()
101  }
102 
103  gsl_multifit_linear_workspace *work = gsl_multifit_linear_alloc (n, k);
104  gsl_multifit_linear (X, y, c, cov, &chisq, work);
105  gsl_multifit_linear_free (work);
106 
107  Rcpp::NumericVector coefr(k), stderrestr(k);
108  for (i = 0; i < k; i++) {
109  coefr(i) = c[i];
110  stderrestr(i) = sqrt(cov(i,i));
111  }
112 
113 
114  return Rcpp::List::create( Rcpp::Named("coef") = coefr,
115  Rcpp::Named("stderr") = stderrestr);
116 }')
117 fun
118 }