使用 `sourceCpp` 编译 `fastLm` [英] Using `sourceCpp` to compile `fastLm`
问题描述
我开始尝试使用 Rcpp
并希望使用 fastLm
函数作为示例(也是因为它对潜在的后续工作很有用).我知道 fastLm
是 RcppArmadillo
包的一部分,但我想使用 sourceCpp
编译它.代码可以在这里找到,也在下面.我遇到的第一个问题是在安装和加载Rcpp
和RcppArmadillo
sourceCpp("fastLm.cpp")>.我收到此错误 error: RcppArmadillo.h: No such file or directory
然后是所有类型的东西,我猜是从那开始的.
I started playing around with Rcpp
and would like to use the fastLm
function as an example (also because it's useful for potential later work). I know that fastLm
is part of the RcppArmadillo
package but I would like to compile it using sourceCpp
. The code can be found here and is also below.
The first problem I encounter is that I can't simply run sourceCpp("fastLm.cpp")
in R after installing and loading Rcpp
and RcppArmadillo
. I get this error error: RcppArmadillo.h: No such file or directory
and then all kind of things, which I guess follow from that.
第二个问题是我认为我需要更改fastLm.cpp
中的一些内容.我的更改也在下面,但我确定缺少某些内容或错误.我包括 #include
和 using namespace Rcpp;
和 //[[Rcpp::export]]
来导出函数到 R,我将参数从 SEXP
更改为 NumericVector
和 NumericMatrix
.我不明白为什么这不可行,并且可能对返回值进行类似的调整?
The second issue is that I think I need to change some stuff in the fastLm.cpp
. My changes are also below but I am sure something is missing or wrong. I included #include <Rcpp.h>
and using namespace Rcpp;
and // [[Rcpp::export]]
to export the function to R and I changed the arguments from SEXP
to NumericVector
and NumericMatrix
. I don't see why that shouldn't work and a similar adjustment is probably possible for the return value?
fastLm.cpp
#include <RcppArmadillo.h>
extern "C" SEXP fastLm(SEXP ys, SEXP Xs) {
Rcpp::NumericVector yr(ys); // creates Rcpp vector from SEXP
Rcpp::NumericMatrix Xr(Xs); // creates Rcpp matrix from SEXP
int n = Xr.nrow(), k = Xr.ncol();
arma::mat X(Xr.begin(), n, k, false); // reuses memory and avoids extra copy
arma::colvec y(yr.begin(), yr.size(), false);
arma::colvec coef = arma::solve(X, y); // fit model y ~ X
arma::colvec resid = y - X*coef; // residuals
double sig2 = arma::as_scalar( arma::trans(resid)*resid/(n-k) );
// std.error of estimate
arma::colvec stderrest = arma::sqrt( sig2 * arma::diagvec( arma::inv(arma::trans(X)*X)) );
return Rcpp::List::create(
Rcpp::Named("coefficients") = coef,
Rcpp::Named("stderr") = stderrest
) ;
}
fastLm.cpp 已更改
#include <Rcpp.h>
#include <RcppArmadillo.h>
using namespace Rcpp;
// [[Rcpp::export]]
extern "C" SEXP fastLm(NumericVector yr, NumericMatrix Xr) {
int n = Xr.nrow(), k = Xr.ncol();
arma::mat X(Xr.begin(), n, k, false); // reuses memory and avoids extra copy
arma::colvec y(yr.begin(), yr.size(), false);
arma::colvec coef = arma::solve(X, y); // fit model y ~ X
arma::colvec resid = y - X*coef; // residuals
double sig2 = arma::as_scalar( arma::trans(resid)*resid/(n-k) );
// std.error of estimate
arma::colvec stderrest = arma::sqrt( sig2 * arma::diagvec( arma::inv(arma::trans(X)*X)) );
return Rcpp::List::create(
Rcpp::Named("coefficients") = coef,
Rcpp::Named("stderr") = stderrest
) ;
}
推荐答案
您需要使用 Rcpp::depends
伪属性指示对 RcppArmadillo
的依赖.这将负责查找 RcppArmadillo
标头和针对 blas
、lapack
等的链接......
You need to indicate dependency on RcppArmadillo
with the Rcpp::depends
pseudo attribute. This will take care of finding RcppArmadillo
headers and link against blas
, lapack
etc ...
#include <RcppArmadillo.h>
// [[Rcpp::depends(RcppArmadillo)]]
using namespace Rcpp;
// [[Rcpp::export]]
List fastLm(NumericVector yr, NumericMatrix Xr) {
int n = Xr.nrow(), k = Xr.ncol();
arma::mat X(Xr.begin(), n, k, false); // reuses memory and avoids extra copy
arma::colvec y(yr.begin(), yr.size(), false);
arma::colvec coef = arma::solve(X, y); // fit model y ~ X
arma::colvec resid = y - X*coef; // residuals
double sig2 = arma::as_scalar( arma::trans(resid)*resid/(n-k) );
// std.error of estimate
arma::colvec stderrest = arma::sqrt( sig2 * arma::diagvec( arma::inv(arma::trans(X)*X)) );
return Rcpp::List::create(
Rcpp::Named("coefficients") = coef,
Rcpp::Named("stderr") = stderrest
) ;
}
此外,使用 #include
而不是 #include
非常重要.RcppArmadillo.h
负责包含 Rcpp.h
在正确的时间,包含文件的顺序在这里非常重要.
Also, it is very important that you use #include <RcppArmadillo.h>
and not #include <Rcpp.h>
. RcppArmadillo.h
takes care of including Rcpp.h
at the right time, and order of include files is very important here.
此外,您可以返回一个 List
并删除 extern "C"
.
Also, you can return a List
and drop the extern "C"
.
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