similar to: How do I access class slots from C?

I'm trying to get a reference to this object in C SWX.RET[1:6,c("SBI,"SPI","SII")] While i am able to access and use a plain SWX.RET object, I'm getting confused on how to create an object with the array subscripts like above. Here is what I tried to do. It doesn't work because "[" is obviously not an operation or function on SWX.RET. So how do I

I was working with the rmetrics portfolioBacktesting function and dug into the code to try to find why my formula with 113 items, i.e. A1 thru A113, was being truncated and I only get 85 items, not 113. Is it due to a string length limitation in R or is it a bug in the strsplit or gsub functions, or in my string? I'd very much appreciate any suggestions ============Input script:

Hey, I have stacked a couple of garchFit objects in a list with names $fit1, $fit2, ..., $fiti assigning objects names using a loop, i.e. after running the loop modelStack = list($fit1, $fit2,...,$fiti). Thus the following apply; a = modelStack$fit2, then a is the second garchFit object of formal class 'fGarch' with 11 slots, @call, @formula... etc. I then want to extract information in

Hello. I don't understand a particular output of portfolio.optim (tseries). I have 4 assets and the portfolio.optim returns an asset with weight equals to zero. If I do a portfolio.optim with 3 assets, without the asset with weight equals to zero, it returns a completely different result. That's I would expected the same weights as the run with 4 assets. Below the code. Thanks in

Running R version 2.6.1 under Gentoo Linux and using the fPortfolio package, I am having trouble specifying a sector constraint. One of the constraints to be imposed is that assets 1 and 2 together account for no more than 13.63% of the portfolio. My attempt at coding that constraint, "maxsumW[1:2Assets]=13.63" fails. The relevant section of my code file and the resulting error

Hello everybody, I'm running into an issue with the fPortfolio package. 1. What I want: Calculate the minimum-variance portfolio on 20 assets with respect to the following constraints: - min weight per asset = 0% (i.e. no short-selling) - max weight per asset = 10% - min sum of asset weights = 100% (i.e. fully invested) - max sum of asset weights = 100% (i.e. no leverage) 2. What I

Hello Aidan, Sorry for dropping this for a while. ? Thu, 2 Mar 2023 21:03:59 +0000 "Lakshman, Aidan H" <AHL27 at pitt.edu> ?????: > //after > curnode = eval(lang3(R_Bracket2Symbol, parent->node, DEND_IND), env); lang3() always constructs a new language object. If you do end up using eval(), it may make sense to move lang3() out of the loop and reuse the existing object

Hi , I am trying to call head function from C . My doubt is with the parameter n,how to pass it . PROTECT(dfm=lang3(install("data.frame"),df,ScalarLogical(FALSE))); SET_TAG(CDDR(dfm), install("stringsAsFactors")) ; SEXP res = PROTECT(eval(dfm,R_GlobalEnv)); PROTECT(head=lang3(install("head"),res,ScalarInteger(1))); head = PROTECT(eval(head,R_GlobalEnv)); I tried

Hi - First posting here. I am using fPortfolio to try and optimize a simple portfolio consisting of 5 daily return series. I want to maximize return subject to setTargetRisk(myspec)=0.08 using only constraints="LongOnly" I can run feasiblePortfolio() using a spec file that specifies the weights, and it works fine. When I run maxreturnPortfolio(mydata,myspec,"LongOnly"),

Am I missing a Package? I'm not sure why is won't read the functions. Any help is much appreciated. > PData = Data[,3:10] > Spec = portfolioSpec() Error: could not find function "portfolioSpec" > setTargetReturn(Spec) = mean(colMeans(PData)) Error in setTargetReturn(Spec) = mean(colMeans(PData)) : object 'Spec' not found > Constraints =

Hi I seem to have run into a situation where I have more than 3 arguments to pass to a function from C. the following functions help me build an expression for evaluation: lang lang2 lang3 lang4 What should one do if there are more arguments than lang4 can handle? Regards Abhijit Bera [[alternative HTML version deleted]]

Dear R developers, Motivated by discussion about checking inheritance of S3 and S4 objects (in head matrix/array topic) I would light to shed some light on a minor gap about that matter in R C API. Currently we are able to check inheritance for S3 class objects from C in a robust way (no allocation, thread safe). This is unfortunately not possible for S4 classes. I would kindly request new

Hi, I've read ?is.unsorted and searched. Have found a few items but nothing close, yet. Is the following expected? > is.unsorted(data.frame(1:2)) [1] FALSE > is.unsorted(data.frame(2:1)) [1] FALSE > is.unsorted(data.frame(1:2,3:4)) [1] TRUE > is.unsorted(data.frame(2:1,4:3)) [1] TRUE IIUC, is.unsorted is intended for atomic vectors only (description of x in ?is.unsorted). Indeed

Thank you Luke. That is why I don't use Rf_inherits but INHERITS which does not allocate, provided in the email body. I cannot do similarly for S4 classes, thus asking for some API for that. On Fri, Nov 1, 2019 at 5:56 PM Tierney, Luke <luke-tierney at uiowa.edu> wrote: > > On Fri, 1 Nov 2019, Jan Gorecki wrote: > > > Dear R developers, > > > > Motivated by

Hi all I don't know if my message are correct in this forums. I create a program in c++ who use statistical function. I want to execute this function in R (in particular for use packages ade4, lattice, bioconductor...) Until now, my program work for simple function ("plot", "rnorm"...) but I can't use library My class are : // in constructor int argc = 1;

Hi, I am writing C code for R, but in middle of the routine I want to call solve(A,b) function. What is the right way to solve linear set inside C code? Is it ok to just invoke La_solve()?

Hi, I wrote a C extension for R. Within the C code I wanted to invoke the R's sort function, with the argument "index.return = TRUE". I found it is a difficult problem, how can I do that? I have implemented the decreasing sorting by the code "PROTECT(R_fcall = lang3(install("sort"), x, desc));", but how to define the "index.return" argument? Thanks in

x <- rnorm(1e6); y <- log(x); # or logb(x) or log1p(x) w <- warnings(); print(object.size(w)); ## [1] 480 str(w); $ NaNs produced: language log(x) - attr(*, "dots")= list() - attr(*, "class")= chr "warnings" y <- log2(x); # or log10(x) w <- warnings(); print(object.size(w)); ## [1] 8000536 str(w); ## List of 1 ## $ NaNs produced: language

Hi I think I have asked these questions earlier, but I been able to find answers from the documentation (which I found poorly written in several places). Will someone be kind enough to give me answers and enlighten me? (as in explain with CODE?) I want to embed R in my application and use the fPortfolio package for carrying out risk management computations. Right now I'm reading the Rmetrics

Hi everyone, I am starting learn to call C code from within R. So far, I've been trying toy problems to see if I can get them to work. One of the things I'd like to do is pass an arbitrary R function to C, evaluate the value in the C code using eval, and then return it. I also want to allow an arbitrary number of arguments to the function using "...". The code for my toy