rcpp - 从给定包中调用函数使用 RcppArmadillo(Rcpp)

Question

我正在学习使用 RcppArmadillo(Rcpp) 使代码运行得更快。在实践中，我通常会遇到我想从给定的包中调用一些函数。下面是一个小例子。我想计算套索（或 scad、mcp）的阈值。在 R 中，我们可以使用thresh_est函数 in library(HSDiC)，其内容为

library(HSDiC) # acquire the thresh_est() function
# usage: thresh_est(z, lambda, tau, a = 3, penalty = c("MCP", "SCAD", "lasso"))
# help: ?thresh_est

z = seq(-5,5,length=500)
thresh = thresh_est(z,lambda=1,tau=1,penalty="lasso")
# thresh = thresh_est(z,lambda=1,tau=1,a=3,penalty="MCP")
# thresh = thresh_est(z,lambda=1,tau=1,a=3.7,penalty="SCAD")
plot(z,thresh)

然后我尝试通过 RcppArmadillo(Rcpp) 实现上述功能。根据 teuder以及 coatless 和coatless的答案，我编写了下面的代码（保存为thresh_arma.cpp）：

#include <RcppArmadillo.h>
// [[Rcpp::depends(RcppArmadillo)]]

using namespace Rcpp; //with this, Rcpp::Function can be Function for short, etc.
using namespace arma;  // with this, arma::vec can be vec for short, etc.
// using namespace std; //std::string

// [[Rcpp::export]]
vec thresh_arma(vec z, double lambda, double a=3, double tau=1, std::string penalty) {
    // Obtaining namespace of the package
    Environment pkg = namespace_env("HSDiC");
    // Environment HSDiC("package:HSDiC");

    // Picking up the function from the package
    Function f = pkg["thresh_est"];
    // Function f = HSDiC["thresh_est"];

    vec thresh;
    //  In R: thresh_est(z, lambda, tau, a = 3, penalty = c("MCP", "SCAD", "lasso"))
    if (penalty == "lasso") {
        thresh = f(_["z"]=z,_["lambda"]=lambda,_["a"]=a,_["tau"]=tau,_["penalty"]="lasso");
    } else if (penalty == "scad") {
        thresh = f(_["z"]=z,_["lambda"]=lambda,_["a"]=a,_["tau"]=tau,_["penalty"]="SCAD");
    } else if (penalty == "mcp") {
        thresh = f(_["z"]=z,_["lambda"]=lambda,_["a"]=a,_["tau"]=tau,_["penalty"]="MCP");
}
return thresh;
}

然后我编译为

library(Rcpp)
library(RcppArmadillo)
sourceCpp("thresh_arma.cpp")

# z = seq(-5,5,length=500)
# thresh = thresh_arma(z,lambda=1,tau=1,penalty="lasso")
# # thresh = thresh_arma(z,lambda=1,a=3,tau=1,penalty="mcp")
# # thresh = thresh_arma(z,lambda=1,a=3.7,tau=1,penalty="scad")
# plot(z,thresh)

但是，编译失败，我不知道原因。

标签： rcpplasso-regressionrcpparmadillo