similar to: Help with lang4

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,

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

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 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 asking too many questions , sorry for that . I am creating a data frame in C itself , reading a table . The data frame calling code looks like this ====================================== *PROTECT(dfm=lang2(install("data.frame"),df));* *SEXP res = PROTECT(eval(dfm,R_GlobalEnv));* UNPROTECT(2); return res; ================================== It works fine , now the problem

Hello, Using R-devel (rev 53950), I get inconsistent results with as.environment( VECSXP ) when gctorture is on. Consider: a <- list( aa = rnorm, bb = runif ) gctorture(TRUE) as.environment( a ) The last line sometimes produces the correct environment, but sometimes I get errors. Here are the three situations: # good > as.environment( a ) <environment: 0x100b1c978> # not good

Hi I am unable to try out examples from the Rmetrics Ebook from the R command prompt. Below is an example of what happens: > Covariance<-cov(SWX.RET) Error in cov.timeSeries(SWX.RET) : no slot of name "Data" for this object of class "timeSeries" I have loaded Rmetrics and fPortfolio using the library function but still I get these errors. However, if I embed the R

Hi, I'm writing a C function that has to call a R function with multiple arguments. I've read the relevant section in Writing R Extensions, and searched the R site, mailing lists as well as rseek. I managed to call the function, but I'm now having trouble creating the argument list. I tried to create a pairlist of the arguments and send it to the R function. The R function however

Hello, I'm so confused why I can't run Jarque-Bera test on my data. I have 9968 observation and I want to run Jarque-Bera test on them, but no matter how hard I am trying I can't get it work. please let me know what should I do. Best, Kiana [[alternative HTML version deleted]]

Hi I'm having slight confusion. I plan to grow/realloc a matrix depending on the data available in a C program. Here is what I'm tried to do: Data=allocMatrix(REALSXP,3,4); SEXP Data; REAL(Data)[8]=0.001123; REAL(Data)[200000]=0.001125; printf("%f %f\n\n\n\n",REAL(Data)[8],REAL(Data)[200000]); Here is my confusion: Do I always require to allocate the exact number of data

Folks, I'm a bit puzzled by the fact that if I generate 100,000 standard normal variates using rnorm() and perform the Jarque-Bera on the resulting vector, I get p-values that vary drastically from run to run. Is this expected? Surely the p-val should be close to 1 for each test? Are 100,000 variates sufficient for this test? Or is it that rnorm() is not a robust random number generator?

Ok I made Jarque-Bera test to the residuals (merv.reg$residual) library(tseries) jarque.bera.test(merv.reg$residual) X-squared = 1772.369, df = 2, p-value = < 2.2e-16 And I reject the null hypotesis (H0: merv.reg$residual are normally distributed) So I know that: 1 - merv.reg$residual aren't independently distributed (Box-Ljung test) 2 - merv.reg$residual aren't indentically

Hi! I got a loop where i print out the results of Jarque Bera tests, but I have to put, the p-values in a vector. Can you help me how to do it in an effective way and not just typing in the results to a vector? Thanks a lot, here is the code: for(i in 1:60){ print(jarque.bera.test(loghozamok[((20*(i-1))+1):(20*(i+11))]))}

I have a package that solves systems of ordinary differential equations coded as an R function (odesolve, on CRAN). The function is passed to R code, and c and Fortran code called by it uses lang4() and eval() to evaluate the R function inside a compiled c function to use in a compiled ODE solver. This works quite well, but can be slow. I'd like to be able to supply the name of a compiled

I received the following note this AM. The problem is, I'm not quite sure how to fix it. Can one use PROTECT(coxlist(eval(PROTECT.... , do I create an intermediate variable, or otherwise? I'm willing to update the code if someone will give me a pointer to the right documentation. This particular chunk was written when there was a lot of change going on in the callback mechanism and

If I have data that I feed into shapio.test and jarque.bera.test yet they seem to disagree. What do I use for a decision? For my data set I have p.value of 0.05496421 returned from the shapiro.test and 0.882027 returned from the jarque.bera.test. I have included the data set below. Thank you. Kevin "Category","Period","Residual" "CHILD HATS, WIGS &

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 This is my function. It serves an HTML page after the calculations. I'm connecting to a MSSQL DB using pyodbc. def CAPM(self,client): r=self.r cds="1590" bm="20559" d1 = [] v1 = [] v2 = [] print"Parsing GET Params" params=client.g[1].split("&") for items in

Hi All, I was reading the R extension manual section 5.11 ( Evaluating R expression from C) and I tried to build a simple call to the sum function. Please see below. call_to_sum <- inline::cfunction( language = "C", sig = c(x = "SEXP"), body = " SEXP e = PROTECT(lang2(install(\"sum\"), x)); SEXP ans = PROTECT(eval(e, R_GlobalEnv)); UNPROTECT(2); return

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