[Rcpp-devel] Push back to a matrix

[Douglas Bates]

On Mon, Sep 5, 2011 at 11:31 AM, Noah Silverman <noahsilverman at ucla.edu> wrote:
> Hi,
> Using Rcpp through inline.
> I want to return a matrix, but I don't know the size beforehand.  (My code
> loops through a large data set accumulating certain statistics.)
> With a NumericVector, I can use push_back() to just add values to the end of
> the vector as they occur.  Is there similar functionality for a
> NumericMatrix?
> Alternately, I could store all my generated statistics in several vectors
> (6-7) and then, when complete with my loop, glue them together into a
> matrix.  But, this seems inefficient.

Not really.  The inefficient method is using push_back() on an Rcpp
object because it requires copying the existing vector to new storage
every time you add an element.

My suggestion is to use std::vector<double> objects to accumulate the
results, then allocate the Rcpp::NumericMatrix and copy the results
into columns of that matrix.  Because the matrix will be in
column-major ordering you can do the copying using std::copy which is
reasonably efficient and less error prone than other methods.
However, this suggestion, like all other cases of determining
efficient ways to perform a calculation, should be benchmarked against
other methods.

> Here is a rough example of what I'm trying to do.
> ------------------------------
> int n = inputData.size();
> Rcpp::NumericMatrix output;
> for(int i=0; i != n; i++){
> // generate some stats with a lot of code not shown
> foo = mean(stuff);
> bar = min(stuff);
> baz = max(stuff);
> // etc...
> output.push_back(foo, bar, baz);
> )
> return output;
> -------------------------------
>
> --
> Noah Silverman
> UCLA Department of Statistics
> 8117 Math Sciences Building #8208
> Los Angeles, CA 90095
>
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