README

C to R programming

Examples of C, C++ functions that can be called from R.
Mainly oriented to the use of C++ Armadillo.

Libraries used and required

• inline
• Rcpp
• RcppArmadillo
• rbenchmark
• compiler

Methods

• Use notebooks to:

  • call C++ code with sourceCpp
  • show and run C code with inline
  • write directly C++ code in R chunks using engine='Rcpp'
  • run inline C++ code with the cxxfunction function

• Use C, C++ files:

  • when these codes will be called from a notebook
  • the C++ files can have R calls

• C++ code located under ./src folder contain R that run the functions in the same script

• R code cannot be run from within the C file. It must be compiled first and called from a notebook or from an R script

Example: to run the function bessel:

system("R CMD SHLIB ../src/bessel.c")                             # compile

dyn.load(paste("../src/bessel", .Platform$dynlib.ext, sep = ""))  # load

Comparison of R vs C++

There is a notebook, Kalman.Rmd, that compares different implementations of R code vs a single C++ program. The example uses C++ classes.

Other examples will have a description benchmark when performing a comparison between R functions and C++ functions.

Findings

• RcppArmadillo is easier to understand and program than pure C++. It contains a types abstracton that makes it similar to Matlab/Octave.

• Rcpp can achieve the same results but would take mode development time than RcppArmadillo

• RcppArmadillo has a 3D type called cube which is a tensor of the third-level. Not all the matrix functions are implemented for the cube type.

• RcppArmadillo allows to write variables directly to files. It is also easy to print to the console using cout << notation

• It is better to code the algorithm first in R and the translate it to C++

• Rcpp and RcppArmadillo types can be mixed but some do not carry over exactly well

Observations

• Keep always in mind the array/matrix/vector indices; in C and C++ the index starts at 0

• C code is called with the function .C()

Benchmarks

• arma-classes-simple-array.Rmd

• arma-cxxfunction-classes-kalman.Rmd

• arma-engine-pass_by_ref_by_value.Rmd

• arma-engine-pass_by_ref_by_value.Rmd

• arma-engine-simulate_multivariate.Rmd

Other

C++ 11 being used as well in couple of examples.