[Rcpp-devel] Handling NAs in RcppMatrix
Leo Alekseyev
dnquark at gmail.com
Sun Feb 7 07:42:48 CET 2010
The behavior I'm seeing is a bit bizarre. The NaN conversion seems to
fail for RcppMatrix and RcppVector, but not for NumericVector. The
most interesting bit is this: if I run the test code on e.g.
c(NA,1,2), RcppVector works (NA is printed as nan), whereas if I use
c(NA,1:2), instead of nan it prints a garbage value.
Here's the code I was using (just a bunch of Rprintfs, really):
RcppExport SEXP rcpp_test3(SEXP N1, SEXP V1, SEXP M1, SEXP parms) {
SEXP rl=R_NilValue;
char* exceptionMesg=NULL;
try {
RcppMatrix<double> m1(M1);// double mtx
RcppVector<double> v1(V1);// double vector
RcppParams rparam(parms);
RcppResultSet rs;
Rcpp::RObject n1sexp(N1);
double n1 = n1sexp.asDouble();
Rcpp::NumericVector nv1(V1);
Rprintf("Printing number:\n%f\n",n1);
Rprintf("Printing matrix:\n");
for(int i=0; i < m1.rows(); i++){
for(int j=0; j < m1.cols(); j++)
Rprintf("(%d,%d):%f ",i,j,m1(i,j));
Rprintf("\n");
}
Rprintf("Printing vector:\n");
for(int i=0; i < v1.size(); i++)
Rprintf("%f, ",v1(i));
Rprintf("\n");
Rprintf("Printing Numeric vector:\n");
for(int i=0; i < nv1.size(); i++)
Rprintf("%f, ",nv1(i));
Rprintf("\n");
rl = rs.getReturnList();
} catch(std::exception& ex) {
exceptionMesg = copyMessageToR(ex.what());
} catch(...) {
exceptionMesg = copyMessageToR("unknown reason");
}
if (exceptionMesg != NULL)
Rf_error(exceptionMesg);
return rl;
}
On Sat, Feb 6, 2010 at 11:19 PM, Dirk Eddelbuettel <edd at debian.org> wrote:
>
> On 6 February 2010 at 22:08, Leo Alekseyev wrote:
> | Thanks for the response. Your new unit test runs, but I still see the
> | problem (running 0.7.4 installed from CRAN). Consider this version of
> | the test -- the only difference is that it uses a 2x2 matrix and
> | checks for NAs:
> |
> | test.RcppMatrix.double.na <- function() {
> | src <- 'RcppMatrix<double> m(x);
> | RcppResultSet rs;
> | rs.add("na_11", R_IsNA(m(0,0)));
> | rs.add("na_12", R_IsNA(m(0,1)));
> | rs.add("na_21", R_IsNA(m(1,0)));
> | rs.add("na_22", R_IsNA(m(1,1)));
> | return rs.getReturnList();';
> | funx <- cfunction(signature(x="numeric"), src, Rcpp=TRUE)
> | M <- matrix(1:4,2,2,byrow=TRUE)
> | M[2,1] <- NA
> | checkEquals(funx(x=M),
> | list(na_11=0, na_12=0, na_21=1, na_22=0),
> | msg = "RcppMatrix.double.na")
> | }
> |
> | This fails for me:
> |
> | Error in checkEquals(funx(x = M), list(na_11 = 0, na_12 = 0, na_21 = 1, :
> | Component 3: Mean absolute difference: 1RcppMatrix.double.na
> | test.RcppMatrix.double.na.nan: (1 checks) ... OK (0.92 seconds)
>
> Yes, I see that too. Not sure yet why.
>
> Did you try any of the other types like Rcpp::NumericVector? Is there
> anything specific to RcppMatrix from what you cam see?
>
> | As far as the compilation error messages -- looks like they were
> | indeed byproducts of the CLINK_CPPFLAGS and didn't affect anything.
>
> Ok.
>
> Dirk
>
> | Thanks,
> | --Leo
> |
> |
> | On Sat, Feb 6, 2010 at 8:01 PM, Dirk Eddelbuettel <edd at debian.org> wrote:
> | >
> | > Hi Leo,
> | >
> | > On 6 February 2010 at 17:56, Leo Alekseyev wrote:
> | > | Howdy folks,
> | > | I started playing around with Rcpp recently, and so far haven't been
> | > | able to figure out how to detect NAs in a matrix that I pass to the
> | > | C++ code.
> | > | My test code looks something like this:
> | > | RcppExport SEXP rcpp_test(SEXP N1, SEXP V1, SEXP M1, SEXP parms) {
> | > | .......
> | > | RcppMatrix<double> m1(M1);// double mtx based on M1
> | > | RcppVector<double> v1(V1);// double vector based on V1
> | > | RcppParams rparam(parms); // parameter from R based on parms
> | > | RcppResultSet rs;
> | > | Rcpp::RObject n1sexp(N1);
> | > |
> | > | double n1 = n1sexp.asDouble();
> | > | Rprintf("The value of isna is %d\n",R_IsNA(n1));
> | > |
> | > | double element1 = v1(0);
> | > | if(R_IsNA(element1))
> | > | Rprintf("Found NA in vector!\n");
> | > |
> | > | double m00 = m1(0,0);
> | > | if(R_IsNA(m00))
> | > | Rprintf("Found NA in matrix!\n");
> | > | ................
> | >
> | > That looks like the right approach.
> | >
> | > So to give this some meat on the bone and some comparability, I added a new
> | > unit test:
> | >
> | > test.RcppMatrix.double.na.nan <- function() {
> | > src <- 'RcppMatrix<double> m(x);
> | > RcppResultSet rs;
> | > rs.add("na_21", R_IsNA(m(1,0)));
> | > rs.add("na_22", R_IsNA(m(1,1)));
> | > rs.add("nan_31", R_IsNaN(m(2,0)));
> | > rs.add("nan_32", R_IsNaN(m(2,1)));
> | > return rs.getReturnList();';
> | > funx <- cfunction(signature(x="numeric"), src, Rcpp=TRUE)
> | > M <- matrix(1:6,3,2,byrow=TRUE)
> | > M[2,1] <- NA
> | > M[3,1] <- NaN
> | > checkEquals(funx(x=M),
> | > list(na_21=1, na_22=0, nan_31=1, nan_32=0),
> | > msg = "RcppMatrix.double.na.nan")
> | > }
> | >
> | > This defines a function 'test.RcppMatrix.double.na.nan'. In it, we create a
> | > function funx that evaluates the C++ code in src -- it tests positions (2,1),
> | > (2,2), (3,1) and (3,2). We then create this matrix
> | >
> | > R> M <- matrix(1:6,3,2,byrow=TRUE)
> | > R> M[2,1] <- NA
> | > R> M[3,1] <- NaN
> | > R> M
> | > [,1] [,2]
> | > [1,] 1 2
> | > [2,] NA 4
> | > [3,] NaN 6
> | > R>
> | >
> | > and the compare with the result specified in the checkEquals call. And that
> | > pans out:
> | >
> | > R> checkEquals(funx(x=M),
> | > + list(na_21=1, na_22=0, nan_31=1, nan_32=0),
> | > + msg = "RcppMatrix.double.na.nan")
> | > [1] TRUE
> | > R>
> | >
> | > What version were you running? I am at current SVN so somewhere past 0.7.4
> | > and not quite release 0.7.5.
> | >
> | > | The R_IsNA() appears to work fine on scalars and vectors, but fails to
> | > | detect NA present in a matrix. Is this a bug?.. feature?.. Is the
> | > | handling of missing values documented anywhere other than the R
> | > | Extensions manual?..
> | >
> | > We do not transform anything. R tests for NA and NaN with (IIRC) a
> | > combination of IEEE754 (for NA) and a special value for NaN. That works here
> | > as we use the R tests for ot.
> | >
> | > | On a (probably) unrelated note, I get the following error when
> | > | compiling my C++ code:
> | > | Error in RcppCxx0xFlags() : could not find function "capture.output"
> | > | Calls: <Anonymous> -> cat -> RcppCxx0xFlags
> | >
> | > Not here either:
> | >
> | > R> Rcpp:::RcppCxx0xFlags()
> | > [1] "-std=c++0x"
> | > R>
> | >
> | > | However, the code seems to compile fine. The compilation script is simply
> | > | #!/bin/bash
> | > | export PKG_CPPFLAGS="-I. "$(r -e "Rcpp:::CxxFlags()" )
> | > | export PKG_LIBS=$(r -e "Rcpp:::LdFlags()" )
> | > | export CLINK_CPPFLAGS=$(r -e "Rcpp:::Cxx0xFlags()" )
> | > | R CMD SHLIB "$@"
> | >
> | > You may not need the third for CLINK_CPPFLAGS. We experimented with C++0x but
> | > there are side effects on other OSs so we parked this for now.
> | >
> | > | Complete output from compilation is pasted below -- is this an error I
> | > | should be concerned about?..
> | > | ./buildAndRun.sh rcpp_test.cpp --clean
> | > | Error in RcppCxx0xFlags() : could not find function "capture.output"
> | > | Calls: <Anonymous> -> cat -> RcppCxx0xFlags
> | > | Execution halted
> | > | g++ -I/usr/share/R/include -I/usr/local/lib/R/site-library/Rcpp/lib
> | > | -fpic -g -O2 -c rcpp_test.cpp -o rcpp_test.o
> | > | Error in RcppCxx0xFlags() : could not find function "capture.output"
> | > | Calls: <Anonymous> -> cat -> RcppCxx0xFlags
> | > | Execution halted
> | > | Error in RcppCxx0xFlags() : could not find function "capture.output"
> | > | Calls: <Anonymous> -> cat -> RcppCxx0xFlags
> | > | Execution halted
> | > | g++ -shared -o rcpp_test.so rcpp_test.o
> | > | -L/usr/local/lib/R/site-library/Rcpp/lib -lRcpp
> | > | -Wl,-rpath,/usr/local/lib/R/site-library/Rcpp/lib -L/usr/lib/R/lib -lR
> | > | Error in RcppCxx0xFlags() : could not find function "capture.output"
> | > | Calls: <Anonymous> -> cat -> RcppCxx0xFlags
> | > | Execution halted
> | > |
> | > |
> | > | Thanks in advance for any help (and please let me know if this is not
> | > | the correct mailing list for these sorts of questions!)
> | >
> | > Very much the right list! Thanks for asking here.
> | >
> | > If you post your full shell script / test code I can have a go at testing it.
> | >
> | > Dirk
> | >
> | > | --Leo Alekseyev
> | > | _______________________________________________
> | > | 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
> | >
> | > --
> | > Registration is open for the 2nd International conference R / Finance 2010
> | > See http://www.RinFinance.com for details, and see you in Chicago in April!
> | >
>
> --
> Registration is open for the 2nd International conference R / Finance 2010
> See http://www.RinFinance.com for details, and see you in Chicago in April!
>
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