[Rcpp-devel] Is creating a DataFrame from std::vector-s supposed to work?

[Ivan Popivanov]

Are you saying that DataFrame::create doesn't work properly with
std::vector? I think I have seen examples and test units doing exactly that.

In my example, I'd like the c++ layer doing the actual work to stay pure
c++, so that this code could be used without Rcpp (in a c++ program for
instance). Thus, the results from this layer are std::vector. Other than
that, I just want to float it up to R, where the final result (in R) makes
most sense to be a data frame. It seemed most efficient to build the data
frame in c++. And since I saw that a data frame can be created from
std::vectors - I went for the direct approach.

Under these circumstances, can you think of a better way building the data
frame without creating the extra R objects on the fly? In fact, the
intermediate vectors are not a big deal - the gain in speed of using c++
dwarfs the conversion, but still, if there is an easy optimization ...

Of course, I can return anything and convert it to a data.frame in R. Just
trying to understand what is the recommended way doing that. Any other
suggestions/ideas are welcome.

Thanks in advance,
Ivan


On Wed, May 15, 2013 at 11:30 PM, Dirk Eddelbuettel <edd at debian.org> wrote:

>
> On 15 May 2013 at 20:23, Ivan Popivanov wrote:
> | Two versions of the code, see at the end. The first converts my
> std::vectors to
> | Rcpp equivalents. The second builds the data frame from the std::vectors.
>
> A date.frame is an R list with some special sauce, and it is probably
> easier
> to construct this from R types -- reduces temp copies.  We can after not
> (directly) send a std::vector back to R, though the implicit use of wrap()
> comes close.
>
> | Calling the function containing this code numerous times (hundreds if not
> | thousands) returning the std::vectors directly seems to cause random
> crashes or
> | hangs somewhere after the return statement. The other version seems to
> work
> | properly.
>
> The devil is in the detail.
>
> There was some discussion here on the list over the years, and we have one
> contributed 'faster' data.frame creator here:
>
>    http://gallery.rcpp.org/articles/faster-data-frame-creation/
>
> Dirk
>
> | Thanks,
> |
> |   return Rcpp::DataFrame::create(
> |                Rcpp::Named("Entry") = Rcpp::IntegerVector(ibeg.begin(),
> | ibeg.end()),
> |                Rcpp::Named("Exit") = Rcpp::IntegerVector(iendOut.begin
> | (),iendOut.end()),
> |                Rcpp::Named("Position") = Rcpp::IntegerVector
> | (position.begin(), position.end()),
> |                Rcpp::Named("StopLoss") = Rcpp::NumericVector
> | (stopLoss.begin(), stopLoss.end()),
> |                Rcpp::Named("StopTrailing") = Rcpp::NumericVector
> | (stopTrailing.begin(), stopTrailing.end()),
> |                Rcpp::Named("ProfitTarget") = Rcpp::NumericVector
> | (profitTarget.begin(), profitTarget.end()),
> |                Rcpp::Named("ExitPrice") = Rcpp::NumericVector
> | (exitPrice.begin(), exitPrice.end()),
> |                Rcpp::Named("Gain") = Rcpp::NumericVector(gain.begin(),
> | gain.end()),
> |                Rcpp::Named("MAE") = Rcpp::NumericVector(mae.begin(),
> | mae.end()),
> |                Rcpp::Named("MFE") = Rcpp::NumericVector(mfe.begin(),
> | mfe.end()),
> |                Rcpp::Named("Reason") = Rcpp::IntegerVector(reason.begin
> | (), reason.end()));
> |    /*
> |    return Rcpp::DataFrame::create(
> |                Rcpp::Named("Entry") = ibeg,
> |                Rcpp::Named("Exit") = iendOut,
> |                Rcpp::Named("Position") = position,
> |                Rcpp::Named("StopLoss") = stopLoss,
> |                Rcpp::Named("StopTrailing") = stopTrailing,
> |                Rcpp::Named("ProfitTarget") = profitTarget,
> |                Rcpp::Named("ExitPrice") = exitPrice,
> |                Rcpp::Named("Gain") = gain,
> |                Rcpp::Named("MAE") = mae,
> |                Rcpp::Named("MFE") = mfe,
> |                Rcpp::Named("Reason") = reason);
> |                */
> |
> | ----------------------------------------------------------------------
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> --
> Dirk Eddelbuettel | edd at debian.org | http://dirk.eddelbuettel.com
>
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