Rcpp: Seemless R and C++

Rcpp: Seamless R and C++

Dirk Eddelbuettel Romain François
edd@debian.org romain@r-enthusiasts.com

useR! 2010, 21 July 2010, NIST, Gaithersburg, Maryland, USA

Background API Sugar Modules

Plat du jour

1 Appetizers : Some background on R and C++

2 Main course : The Rcpp API

3 Desert : Rcpp sugar

4 Coffee : Rcpp modules

Dirk Eddelbuettel and Romain François Seamless R anc C++ Integration @ useR! 2010

Background API Sugar Modules Overview Examples

R support for C/C++

R is a C program
R supports C++ out of the box, just use a .cpp ﬁle extension
R exposes a API based on low level C functions and MACROS.
R provides several calling conventions to invoke compiled code.

SEXP foo( SEXP x1, SEXP x2 ){
...
}

R> .Call( "foo", 1:10, rnorm(10) )



.Call example
#include <R.h>
#include <Rdefines.h>
extern "C" SEXP vectorfoo(SEXP a, SEXP b){
int i, n;
double *xa, *xb, *xab; SEXP ab;
PROTECT(a = AS_NUMERIC(a));
PROTECT(b = AS_NUMERIC(b));
n = LENGTH(a);
PROTECT(ab = NEW_NUMERIC(n));
xa=NUMERIC_POINTER(a); xb=NUMERIC_POINTER(b);
xab = NUMERIC_POINTER(ab);
double x = 0.0, y = 0.0 ;
for (i=0; i<n; i++) xab[i] = 0.0;
for (i=0; i<n; i++) {
x = xa[i]; y = xb[i];
res[i] = (x < y) ? x*x : -(y*y);
}
UNPROTECT(3);
return(ab);
}



.Call example: character vectors

R> c( "foo", "bar" )

#include <R.h>
extern "C" SEXP foobar(){
SEXP res = PROTECT(allocVector(STRSXP, 2));
SET_STRING_ELT( res, 0, mkChar( "foo" ) ) ;
SET_STRING_ELT( res, 1, mkChar( "bar" ) ) ;
UNPROTECT(1) ;
return res ;
}



.Call example: calling an R function

R> eval( call( "rnorm", 3L, 10.0, 20.0 ) )

#include <R.h>
extern "C" SEXP callback(){
SEXP call = PROTECT( LCONS( install("rnorm"),
CONS( ScalarInteger( 3 ),
CONS( ScalarReal( 10.0 ),
CONS( ScalarReal( 20.0 ), R_NilValue )
)
)
) );
SEXP res = PROTECT(eval(call, R_GlobalEnv)) ;
UNPROTECT(2) ;
return res ;
}


Background API Sugar Modules Overview Example Conversion

The Rcpp API

Encapsulation of R objects (SEXP) into C++ classes:
NumericVector, IntegerVector, ..., Function,
Environment, Language, ...

Conversion from R to C++ : as

Conversion from C++ to R : wrap

Interoperability with the Standard Template Library (STL)



The Rcpp API : classes

Rcpp class R typeof
Integer(Vector|Matrix) integer vectors and matrices
Numeric(Vector|Matrix) numeric ...
Logical(Vector|Matrix) logical ...
Character(Vector|Matrix) character ...
Raw(Vector|Matrix) raw ...
Complex(Vector|Matrix) complex ...
List list (aka generic vectors) ...
Expression(Vector|Matrix) expression ...
Environment environment
Function function
XPtr externalptr
Language language
S4 S4
... ...



The Rcpp API : example

SEXP foo( SEXP xs, SEXP ys ){
Rcpp::NumericVector xx(xs), yy(ys) ;
int n = xx.size() ;
Rcpp::NumericVector res( n ) ;
double x = 0.0, y = 0.0 ;
for (int i=0; i<n; i++) {
x = xx[i];
y = yy[i];
res[i] = (x < y) ? x*x : -(y*y);
}
return res ;
}



The Rcpp API : example

using namespace Rcpp ;
SEXP bar(){
std::vector<double> z(10) ;
List res = List::create(
_["foo"] = NumericVector::create(1,2),
_["bar"] = 3,
_["bla"] = "yada yada",
_["blo"] = z
) ;
res.attr("class") = "myclass" ;
return res ;
}



The Rcpp API : Example from RQuantLib

using namespace Rcpp;
using namespace std;
using namespace boost;
RcppExport SEXP
QL_isBusinessDay(SEXP calSexp, SEXP dateSexp) {
shared_ptr<Calendar>
pcal(getCalendar(as<string>(calSexp)));
DateVector dates = DateVector(dateSexp);
int n = dates.size();
vector<int> bizdays(n);
for (int i=0; i<n; i++) {
QuantLib::Date day( dateFromR(dates[i]) );
bizdays[i] = pcal->isBusinessDay(day);
}
return wrap(bizdays);
}



The Rcpp API : conversion from R to C++

Rcpp::as<T> handles conversion from SEXP to T.

template <typename T> T as( SEXP m_sexp)
throw(not_compatible) ;

T can be:
primitive type : int, double, bool, long, std::string
any type that has a constructor taking a SEXP
... that specializes the as template
... that specializes the Exporter class template
containers from the STL
more details in the Rcpp-extending vignette.



The Rcpp API : conversion from C++ to R

Rcpp::wrap<T> handles conversion from T to SEXP.

template <typename T>
SEXP wrap( const T& object ) ;

T can be:
primitive type : int, double, bool, long, std::string
any type that has a an operator SEXP
... that specializes the wrap template
... that has a nested type called iterator and member
functions begin and end
containers from the STL vector<T>, list<T>,
map<string,T>, etc ... (where T is itself wrappable)
more details in the Rcpp-extending vignette.



The Rcpp API : conversion examples

typedef std::vector<double> Vec ;
int x_ = as<int>( x ) ;
double y_ = as<double>( y_ ) ;
VEC z_ = as<VEC>( z_ ) ;

wrap( 1 ) ; // INTSXP
wrap( "foo" ) ; // STRSXP

typedef std::map<std::string,Vec> Map ;
Map foo( 10 ) ;
Vec f1(4) ;
Vec f2(10) ;
foo.insert( "x", f1 ) ;
foo.insert( "y", f2 ) ;
wrap( foo ) ; // named list of numeric vectors



The Rcpp API : implicit conversion examples

Environment env = ... ;
List list = ... ;
Function rnorm( "rnorm") ;

// implicit calls to as
int x = env["x"] ;
double y = list["y"];

// implicit calls to wrap
rnorm( 100, _["mean"] = 10 ) ;
env["x"] = 3;
env["y"] = "foo" ;
List::create( 1, "foo", 10.0, false ) ;


Background API Sugar Modules Motivation Example Contents Performance

Sugar : motivation

int n = x.size() ;
NumericVector res1( n ) ;
double x_ = 0.0, y_ = 0.0 ;
for( int i=0; i<n; i++){
x_ = x[i] ;y_ = y[i] ;
if( R_IsNA(x_) || R_IsNA(y_) ){
res1[i] = NA_REAL;
} else if( x_ < y_ ){
res1[i] = x_ * x_ ;
} else {
res1[i] = -( y_ * y_) ;
}
}



Sugar : motivation

We missed the R syntax :
R> ifelse( x < y, x*x, -(y*y) )



Sugar : motivation

We missed the R syntax :
R> ifelse( x < y, x*x, -(y*y) )

sugar brings it into C++

SEXP foo( SEXP xx, SEXP yy){
NumericVector x(xx), y(yy) ;
return ifelse( x < y, x*x, -(y*y) ) ;
}



Sugar : another example

double square( double x){
return x*x ;
}

SEXP foo( SEXP xx ){
NumericVector x(xx) ;
return sapply( x, square ) ;
}



Sugar : contents

logical operators: <, >, <=, >=, ==, !=
arithmetic operators: +, -, *, /
functions on vectors: abs, all, any, ceiling, diag,
diff, exp, head, ifelse, is_na, lapply, pmin, pmax,
pow, rep, rep_each, rep_len, rev, sapply,
seq_along, seq_len, sign, tail
functions on matrices: outer, col, row, lower_tri,
upper_tri, diag

Sugar uses Expression Templates (Blitz++, Armadillo, ...) to
achieve lazy evaluation of expressions.

More information in the Rcpp-sugar vignette.



Sugar : benchmarks

expression sugar R R / sugar
any(x*y<0) 0.0008771 29.58 33721
ifelse(x<y,x*x,-(y*y)) 5.217 35.88 6.879
sapply(x,square) 0.6322 259.4 410.2

Benchmarks performed on fedora 12 / R 2.12.0 (under development) on a 2 years old dell inspiron 1525 laptop.


Background API Sugar Modules Overview R side

Modules: expose C++ to R

const char* hello( const std::string& who ){
std::string result( "hello " ) ;
result += who ;
return result.c_str() ;
}

RCPP_MODULE(yada){
function( "hello", &hello ) ;
}

R> yada <- Module( "yada" )
R> yada$hello( "world" )



Modules: expose C++ classes to R

class World {
public:
World() : msg("hello"){}
void set(std::string msg) {
this->msg = msg;
}
std::string greet() {
return msg;
}
private:
std::string msg;
};

void clearWorld( World* w){
w->set( "" ) ;
}



Modules: expose C++ classes to R

RCPP_MODULE(yada){

class_<World>( "World" )
.method( "greet", &World::greet )
.method( "set", &World::set )
.method( "clear", &clearWorld )
;

}



Modules: on the R side

R> w <- new( yada$World )
R> w$greet()
[1] "hello"

R> w$set( "hello world")
R> w$greet()
[1] "hello world"

R> w$clear()
R> w$greet()
[1] ""


Want to learn more ?

Check the vignettes

Questions on the Rcpp-devel mailing list

Hands-on training courses

Commercial support

Romain François romain@r-enthusiasts.com
Dirk Eddelbuettel edd@debian.org

Rcpp: Seemless R and C++

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