[Rd] How do I access class slots from C?

[Romain Francois]

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 = NULL            a 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<stdio.h>
> #include<R.h>
> #include<Rinternals.h>
> #include<Rdefines.h>
> #include<Rembedded.h>
>
> 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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Romain Francois
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