[Rcpp-devel] Error detected in Rcpp module wrapper (fixed with patch)
Romain Francois
romain at r-enthusiasts.com
Sun Dec 5 17:58:11 CET 2010
Hello,
I just got back home, and I was about to commit that same exact fix ;-)
I think what is mostly relevant is the replacement of &yes by &yes_arity<0>
I think these two lines are doing the same:
new Class ;
new Class() ;
Thanks,
Romain
Le 05/12/10 17:51, Tama Ma a écrit :
> Dear Dirk and Romain,
>
> Here is my fix. The bug is in l.37 of<Rcpp/module/Module_generated_Constructor.h>:
>
> instead of:
>
> return new Class ;
>
> it should be:
>
> return new Class() ;
>
>
> Anyway, the patch attached removes this bug.
>
> Thank you very much.
>
> Best regards,
> Tama Ma
>
>
>
>
>
>
>
>
>
>
> On Dec 5, 2010, at 5:33 PM, Tama Ma wrote:
>
>> Hi Dirk,
>>
>>
>> On Dec 5, 2010, at 4:02 PM, Dirk Eddelbuettel wrote:
>>
>>>
>>> Hi Tama,
>>>
>>> On 5 December 2010 at 15:36, Tama Ma wrote:
>>> | Dear Rcpp developers,
>>> |
>>> | I have written the following BlackScholesCallFiniteDifference class in<include/black-scholes/black-scholes-call-finite-difference.hpp>, with the Rcpp module wrapper in<src/black-scholes/black-scholes-call-finite-difference-R-module.C>. Then, I compile successfully using g++ (version 4.4) compiler to<lib/gold.so>, to be called within R. There, I met with some problem, given in the error log as follows. Is there any quick solution, or can I help?
>>>
>>> I just got in from a run in the snow and have a bunch of errands to run parts
>>> of the day so I may not get to this ... but if you're into Black/Scholes via
>>> FDE, did you look at QuantLib (www.quantlib.org) and RQuantLib (my site, and
>>> CRAN)? Maybe you'd like to contribute to the latter.... I have a some plans
>>> on adding Rcpp modules to the mix.
>>>
>>
>>
>> Good luck to the snow. Anyway, I am more interested in the Rcpp module wrapper than the finance simulation. Hmm, I have located the problem anyway.
>>
>> The problem lies in the declaration of the empty constructor, with the description as follows.
>> (Let me see if I can help to remove this bug from Rcpp itself.)
>>
>> Thank you very much!
>>
>> Best regards,
>> Tama Ma
>>
>>
>> <src/rcpp-test/rcpp-test-R-module.C>
>> ==========================
>> #include<Rcpp.h>
>>
>> namespace gold {
>>
>> template<class T>
>> class Uniform {
>> public:
>>
>> Uniform() {}
>> Uniform(T min_) : _min(min_) {}
>> Uniform(T min_, T max_) : _min(min_), _max(max_){}
>>
>> T min() { return _min; }
>> T max() { return _max; }
>>
>> private:
>> T _min, _max ;
>> };
>>
>> }
>>
>>
>> RCPP_MODULE(gold){
>>
>> Rcpp::class_<gold::Uniform<double> >( "Uniform" )
>>
>> .constructor()
>> .constructor<double>()
>> .constructor<double,double>()
>>
>> .property( "max",&gold::Uniform<double>::max )
>> .property( "min",&gold::Uniform<double>::min )
>> ;
>>
>> }
>>
>>
>> Tama-Mas-MacBook-Pro:code tamama$ make test
>> g++ -dynamiclib -I/Users/tamama/Work/acedemic/eth/computational-finance/option-pricing-introduction/code/include -I/opt/local/include -I/opt/local/lib/R/include -I/opt/local/lib/R/include/x86_64 -I/opt/local/share/R-packages/Rcpp-svn/pkg/Rcpp/inst/include -o /Users/tamama/Work/acedemic/eth/computational-finance/option-pricing-introduction/code/lib/test.so /Users/tamama/Work/acedemic/eth/computational-finance/option-pricing-introduction/code/src/rcpp-test/rcpp-test-R-module.C -L/opt/local/lib -lblitz -framework veclib -L/opt/local/lib/R/lib/x86_64 -lR -lRblas -lRlapack -L/opt/local/share/R-packages/Rcpp-svn/pkg/Rcpp/inst/lib/x86_64 -lRcpp
>> Tama-Mas-MacBook-Pro:code tamama$ vi src/rcpp-test/rcpp-test-R-module.C
>> Tama-Mas-MacBook-Pro:code tamama$ vi src/rcpp-test/rcpp-test-R-module.C
>> Tama-Mas-MacBook-Pro:code tamama$ make test
>> g++ -dynamiclib -I/Users/tamama/Work/acedemic/eth/computational-finance/option-pricing-introduction/code/include -I/opt/local/include -I/opt/local/lib/R/include -I/opt/local/lib/R/include/x86_64 -I/opt/local/share/R-packages/Rcpp-svn/pkg/Rcpp/inst/include -o /Users/tamama/Work/acedemic/eth/computational-finance/option-pricing-introduction/code/lib/test.so /Users/tamama/Work/acedemic/eth/computational-finance/option-pricing-introduction/code/src/rcpp-test/rcpp-test-R-module.C -L/opt/local/lib -lblitz -framework veclib -L/opt/local/lib/R/lib/x86_64 -lR -lRblas -lRlapack -L/opt/local/share/R-packages/Rcpp-svn/pkg/Rcpp/inst/lib/x86_64 -lRcpp
>> Tama-Mas-MacBook-Pro:code tamama$ cd lib/
>> Tama-Mas-MacBook-Pro:lib tamama$ ls
>> gold.so* test.so*
>> Tama-Mas-MacBook-Pro:lib tamama$ R
>>
>> R version 2.12.0 (2010-10-15)
>> Copyright (C) 2010 The R Foundation for Statistical Computing
>> ISBN 3-900051-07-0
>> Platform: x86_64-apple-darwin10.5.0/x86_64 (64-bit)
>>
>> R is free software and comes with ABSOLUTELY NO WARRANTY.
>> You are welcome to redistribute it under certain conditions.
>> Type 'license()' or 'licence()' for distribution details.
>>
>> R is a collaborative project with many contributors.
>> Type 'contributors()' for more information and
>> 'citation()' on how to cite R or R packages in publications.
>>
>> Type 'demo()' for some demos, 'help()' for on-line help, or
>> 'help.start()' for an HTML browser interface to help.
>> Type 'q()' to quit R.
>>
>>> require(dyn)
>> Loading required package: dyn
>> Loading required package: zoo
>>> require(Rcpp)
>> Loading required package: Rcpp
>>> dll = dyn.load("test.so")
>>> gold = Module( "gold", dll)
>>> Uniform = gold$Uniform
>>> u = new (Uniform, 10, 20)
>>> u$min
>> [1] 7.410985e-323
>>>
>>
>> Thank you very much.
>>
>> Best regards,
>> Tama Ma
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>> Cheers, Dirk
>>>
>>> |
>>> | Thank you very much.
>>> |
>>> | Best regards,
>>> | Tama Ma
>>> |
>>> |
>>> |
>>> | error log
>>> | =======
>>> |
>>> | Tama-Mas-MacBook-Pro:R tamama$ R
>>> |
>>> | R version 2.12.0 (2010-10-15)
>>> | Copyright (C) 2010 The R Foundation for Statistical Computing
>>> | ISBN 3-900051-07-0
>>> | Platform: x86_64-apple-darwin10.5.0/x86_64 (64-bit)
>>> |
>>> | R is free software and comes with ABSOLUTELY NO WARRANTY.
>>> | You are welcome to redistribute it under certain conditions.
>>> | Type 'license()' or 'licence()' for distribution details.
>>> |
>>> | R is a collaborative project with many contributors.
>>> | Type 'contributors()' for more information and
>>> | 'citation()' on how to cite R or R packages in publications.
>>> |
>>> | Type 'demo()' for some demos, 'help()' for on-line help, or
>>> | 'help.start()' for an HTML browser interface to help.
>>> | Type 'q()' to quit R.
>>> |
>>> |> source("gold.R")
>>> | Loading required package: dyn
>>> | Loading required package: zoo
>>> | Loading required package: Rcpp
>>> |> ls()
>>> | [1] "BlackScholesCallFiniteDifference" "E"
>>> | [3] "GOLD_DYLIB" "GOLD_DYLIB_NAME"
>>> | [5] "GOLD_DYLIB_PATH" "gold"
>>> | [7] "r" "sigma"
>>> | [9] "simulation"
>>> |> cat(E,sep="\n")
>>> | 1
>>> |> cat(sigma,sep="\n")
>>> | 0.2
>>> |> cat(r,sep="\n")
>>> | 0.1
>>> |>
>>> |>
>>> |> simulation$E
>>> | [1] 2.134972e-314
>>> |> simulation$sigma
>>> | [1] 2.143981e-314
>>> |> simulation$r
>>> | [1] 1.561247e-321
>>> |>
>>> |
>>> |
>>> | [ Now, obviously, this is wrong. ]
>>> |
>>> |
>>> |
>>> |<R/gold.R>
>>> | =========
>>> |
>>> | require(dyn)
>>> | require(Rcpp)
>>> |
>>> | GOLD_DYLIB_NAME = "gold"
>>> | GOLD_DYLIB_PATH = "../lib"
>>> | GOLD_DYLIB = paste(GOLD_DYLIB_PATH, "/", GOLD_DYLIB_NAME, ".so", sep="")
>>> |
>>> | gold = Module("gold", dyn.load(GOLD_DYLIB))
>>> | BlackScholesCallFiniteDifference = gold$BlackScholesCallFiniteDifference
>>> |
>>> | E = 1.0;
>>> | sigma = 0.2;
>>> | r = 0.1;
>>> |
>>> | simulation = new(BlackScholesCallFiniteDifference, E, sigma, r);
>>> |
>>> |
>>> |
>>> |
>>> |<src/black-scholes/black-scholes-call-finite-difference-R-module.C>
>>> | ====================================================
>>> |
>>> | #include<iostream>
>>> | #include<cmath>
>>> |
>>> | #include<Rcpp.h>
>>> |
>>> | #include "black-scholes/black-scholes-call-finite-difference.hpp"
>>> |
>>> |
>>> | RCPP_MODULE(gold)
>>> | {
>>> | Rcpp::class_<Gold::BlackScholesCallFiniteDifference<unsigned int, int, double> >("BlackScholesCallFiniteDifference")
>>> | .constructor()
>>> | .constructor<double, double, double>()
>>> | .constructor<double, double, double, unsigned int, unsigned int, double, double>()
>>> |
>>> | .property("E",&Gold::BlackScholesCallFiniteDifference<unsigned int, int, double>::E)
>>> | .property("sigma",&Gold::BlackScholesCallFiniteDifference<unsigned int, int, double>::sigma)
>>> | .property("r",&Gold::BlackScholesCallFiniteDifference<unsigned int, int, double>::r)
>>> |
>>> | ;
>>> | }
>>> |
>>> |
>>> |
>>> |<include/black-scholes/black-scholes-call-finite-difference.hpp>
>>> | =======================================
>>> |
>>> | #ifndef BLACK_SCHOLES_CALL_FINITE_DIFFERENCE_HPP
>>> | #define BLACK_SCHOLES_CALL_FINITE_DIFFERENCE_HPP
>>> |
>>> | #include<iostream>
>>> | #include<cmath>
>>> | #include<algorithm>
>>> | #include<numeric>
>>> |
>>> | #include<blitz/array.h>
>>> | #include<blitz/tinyvec-et.h>
>>> |
>>> |
>>> | namespace Gold {
>>> |
>>> | template<class S1, class S2, class T>
>>> | class BlackScholesCallFiniteDifference
>>> | {
>>> | public:
>>> | typedef S1 size_type;
>>> | typedef S1 index_type;
>>> | typedef S2 blitz_size_type;
>>> | typedef S2 blitz_index_type;
>>> | typedef T parm_type;
>>> | typedef T asset_type;
>>> | typedef T option_type;
>>> | typedef T tau_type;
>>> |
>>> | asset_type E() { return _E; }
>>> | parm_type sigma() { return _sigma; }
>>> | parm_type r() { return _r; }
>>> |
>>> | BlackScholesCallFiniteDifference()
>>> | : _initialized (false)
>>> | , _simulated (false)
>>> | {}
>>> |
>>> | BlackScholesCallFiniteDifference(asset_type E_, parm_type sigma_, parm_type r_)
>>> | : _initialized(false)
>>> | , _simulated(false)
>>> | , _E(E_)
>>> | , _sigma(sigma_)
>>> | , _r(r_)
>>> | {}
>>> |
>>> | private:
>>> | bool _initialized;
>>> | bool _simulated;
>>> | asset_type _E;
>>> | parm_type _sigma;
>>> | parm_type _r;
>>> | };
>>> |
>>> | }
>>> |
>>> | #endif
>>> |
>>> |
>>> |
>>> |
>>> |
>>> |
>>> |
>>> |
>>> |
>>> | _______________________________________________
>>> | Rcpp-devel mailing list
>>> | Rcpp-devel at lists.r-forge.r-project.org
>>> | https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
>>>
>>> --
>>> Dirk Eddelbuettel | edd at debian.org | http://dirk.eddelbuettel.com
>>>
>>
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>
>
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--
Romain Francois
Professional R Enthusiast
+33(0) 6 28 91 30 30
http://romainfrancois.blog.free.fr
|- http://bit.ly/gpCSpH : Evolution of Rcpp code size
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