Displaying 2 results from an estimated 2 matches for "portspec".
2009 Sep 29
3
How do I access class slots from C?
...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")));...
2009 Sep 16
2
I want to get a reference to this time series object
...ause "[" is obviously not an
operation or function on SWX.RET. So how do I get a reference to this
object?
#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,tsAssets;
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);...