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<div>Hi list - although not strictly (or not really at all..) an Rcpp<a></a> problem - I thought that since there are so many 'better-than-I' c++<a></a> coders here - whom are familiar with R... it might be a good place to ask.</div>
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<div></div>
<div>I have a "naive" piece of code - that in essence replicates what the R function "sample" does.</div>
<div> </div>
<div>Here is a full/toy example using inline, below. </div>
<div> </div>
<div>My problem is this is used in part of a larger piece of code.. and it is a major bottleneck... Where I have put 50,000 in the function below - what I am really using is</div>
<div>10,000,000 so sscpp2(ttin,10000000,1.0,126) is the real function call.</div>
<div> </div>
<div>I have toyed with the idea of running all the "runifs<a></a>" at once (hence the make_matrix<a></a> function) but R complains about allocating large vectors..sometimes<a></a>.</div>
<div> </div>
<div>I have also tried using std::random_shuffle<a></a> (to get rid of the runifs<a></a>) - although performance is then dependent upon the size of the incoming vector 'RetIn<a></a>' (why shuffle all the elements when I only need some, etc).</div>
<div> </div>
<div>I have thought (but not tried) importing R's sample function...but I suspect this may be a totally rude idea.</div>
<div> </div>
<div>If anyone has time, or inclination, if they spot a dumb idea in my code - or know a better Rcpp<a></a> way to do this - Id much appreciate it!</div>
<div> </div>
<div>Thanks, chris<a></a></div>
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<p class="MsoNormal">library(inline); library(Rcpp);</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal">inc<-'</p>
<p class="MsoNormal">using namespace Rcpp<a></a>;</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal">double Fn(double a, double b)</p>
<p class="MsoNormal">{</p>
<p class="MsoNormal">return std::max(0.0,exp(a)-b);</p>
<p class="MsoNormal">}</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal"> </p>
<p class="MsoNormal"><a></a>SEXP make_matrix<a></a>(int<a></a> nr, int<a></a> nc<a></a>, int<a></a> d){</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal"> NumericVector<a></a> y=floor(runif<a></a>(nr*nc<a></a>)*(d-1));</p>
<p class="MsoNormal"> y.attr<a></a>("dim")=Dimension(nr,nc<a></a>);</p>
<p class="MsoNormal"> return y;</p>
<p class="MsoNormal">}</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal">'</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal"><a></a>src<-'</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal"> </p>
<p class="MsoNormal"><a></a>NumericVector RetIn<a></a>(RetVec<a></a>);</p>
<p class="MsoNormal"><a></a>int SS_C<a></a>=as<int<a></a>>(SamSize<a></a>);</p>
<p class="MsoNormal">double St_C<a></a>=as<double>(StM<a></a>);</p>
<p class="MsoNormal"><a></a>int ES_C<a></a>=as<int<a></a>>(ExpSize<a></a>);</p>
<p class="MsoNormal"><a></a>int i,j<a></a>;</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal"> </p>
<p class="MsoNormal"><a></a>NumericVector OutVec<a></a>=rep(0.0,SS_C),SamIndx<a></a>(ES_C<a></a>);</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal"><a></a>RNGScope scope;</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal">//NumericMatrix<a></a> SamIndx<a></a>=make_matrix<a></a>(SS_C,ES_C,RetIn.size<a></a>()-1);</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal"> </p>
<p class="MsoNormal">for(j=0;j<SS_C;j<a></a>++)</p>
<p class="MsoNormal">{</p>
<p class="MsoNormal"><a></a>SamIndx=floor(runif<a></a>(ES_C<a></a>)*(RetIn.size<a></a>()-1));
</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal"> for(i<a></a>=0; i<a></a><ES_C<a></a>; i<a></a>++)</p>
<p class="MsoNormal"> {</p>
<p class="MsoNormal"> OutVec<a></a>[j]+=RetIn<a></a>[SamIndx<a></a>[i<a></a>]];</p>
<p class="MsoNormal"> }</p>
<p class="MsoNormal">}</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal"><a></a>NumericVector strVEC<a></a>=rep(St_C,SS_C<a></a>), ans<a></a>(SS_C<a></a>);</p>
<p class="MsoNormal">std::transform(OutVec.begin<a></a>(),OutVec.end<a></a>(),strVEC.begin<a></a>(),ans.begin<a></a>(),Fn);</p>
<p class="MsoNormal">double MeanOut<a></a>=mean(ans<a></a>);</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal">return(wrap(MeanOut<a></a>));</p>
<p class="MsoNormal">'</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal">sscpp2<-cfunction<a></a>( signature(RetVec<a></a>="numericVector",SamSize<a></a>="numeric",StM<a></a>="numeric",ExpSize<a></a>="numeric"), src,inc<a></a>, Rcpp<a></a>=TRUE,cppargs<a></a>="",convention=".Call")</p>
<p class="MsoNormal"> </p>
<p class="MsoNormal"> </p>
<p class="MsoNormal"><a></a>ttin=runif<a></a>(2000)/10000</p>
<p class="MsoNormal">sscpp2(ttin,50000,1.0,126)</p>
<p class="MsoNormal">#####</p>
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