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

[Simon Urbanek]

Abhijit,

as for your subject - it's GET_SLOT,
but why don't you just use ParseVector and eval instead of hand- 
crafting C code that calls the evaluator? That latter is way more  
error prone and the error-handling is a nightmare (your current code  
is inefficient anyway so you don't gain anything).

As for setWeights, you got the code wrong - if you want to mimic the R  
code then it's a call to the assignment "<-" - have a look at the  
parse result of
"setWeights(ewSpec) <- rep(1/nAssets, times = nAssets)":

   @d58774 06 LANGSXP g0c0 []
     @809008 01 SYMSXP g1c0 [MARK,gp=0x4000] "<-"
     @d59540 06 LANGSXP g0c0 []
       @1a1af34 01 SYMSXP g0c0 [] "setWeights"
       @d59498 01 SYMSXP g0c0 [] "ewSpec"
     @d58720 06 LANGSXP g0c0 []
       @814ac4 01 SYMSXP g1c0 [MARK,gp=0x4000] "rep"
       @d595b0 06 LANGSXP g0c0 []
	@80ae44 01 SYMSXP g1c0 [MARK,gp=0x4000] "/"
	@1bf8ce8 14 REALSXP g0c1 [] (len=1, tl=0) 1
	@1dbf1ac 01 SYMSXP g0c0 [MARK] "nAssets"
       TAG: @9450fc 01 SYMSXP g1c0 [MARK] "times"
       @1dbf1ac 01 SYMSXP g0c0 [MARK] "nAssets"

Again, I think you would be far better off just using parse instead...

Cheers,
Simon

PS: Your PROTECTs are way off-balance, and you don't need almost any  
of them - langX and listX protect all arguments

On Sep 29, 2009, at 10:28 , 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
>
> 	[[alternative HTML version deleted]]
>
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