r - R 在 Rcpp 中使用 stats::optimize,简单示例无法编译
问题描述
我想在 Rcpp 中使用 R stats::optimize 函数,因为我无法找到 Rcpp 等效项。下面的代码是我根据优化帮助中的示例尝试一个简单的示例,但失败了。这是R函数和结果
f <- function (x) (x - .33)^2
xmin <- optimize(f, c(0, 1), tol = 0.0001)
xmin
这返回
$minimum
[1] 0.333
$objective
[1] 0
这是采购时失败的 Rcpp 代码。
#include <Rcpp.h>
const double tolerance = 1e-0;
// [[Rcpp::export]]
Rcpp::NumericVector f(Rcpp::NumericVector x) {
return pow(x-0.33, 2);
}
Rcpp::List fTg_opt(const double optmin, const double optmax) {
Rcpp::Environment base("package:stats");
Rcpp::Function optimize_r = base["optimize"];
Rcpp::NumericVector interval = {optmin,optmax};
return optimize_r(f, interval, tolerance);
}
Rstudio 控制台有以下错误消息。
> Rcpp::sourceCpp("R/cpp/testopt.cpp")
In file included from testopt.cpp:1:
In file included from /Library/Frameworks/R.framework/Versions/4.1/Resources/library/Rcpp/include/Rcpp.h:27:
In file included from /Library/Frameworks/R.framework/Versions/4.1/Resources/library/Rcpp/include/RcppCommon.h:157:
In file included from /Library/Frameworks/R.framework/Versions/4.1/Resources/library/Rcpp/include/Rcpp/traits/traits.h:45:
/Library/Frameworks/R.framework/Versions/4.1/Resources/library/Rcpp/include/Rcpp/traits/is_convertible.h:35:10: error: function cannot return function type 'Rcpp::Vector<14> (Rcpp::Vector<14>)'
static T MakeT() ;
^
/Library/Frameworks/R.framework/Versions/4.1/Resources/library/Rcpp/include/Rcpp/internal/wrap.h:770:75: note: in instantiation of template class 'Rcpp::traits::is_convertible<Rcpp::Vector<14> (Rcpp::Vector<14>), SEXPREC *>' requested here
return wrap_dispatch_unknown(object, typename ::Rcpp::traits::is_convertible<T,SEXP>::type());
^
/Library/Frameworks/R.framework/Versions/4.1/Resources/library/Rcpp/include/Rcpp/internal/wrap.h:787:20: note: in instantiation of function template specialization 'Rcpp::internal::wrap_dispatch_eigen<Rcpp::Vector<14> (Rcpp::Vector<14>)>' requested here
return wrap_dispatch_eigen(object, typename traits::is_eigen_base<T>::type());
^
/Library/Frameworks/R.framework/Versions/4.1/Resources/library/Rcpp/include/Rcpp/internal/wrap.h:807:20: note: in instantiation of function template specialization 'Rcpp::internal::wrap_dispatch_unknown_importable<Rcpp::Vector<14> (Rcpp::Vector<14>)>' requested here
return wrap_dispatch_unknown_importable(object, typename ::Rcpp::traits::is_importer<T>::type());
^
/Library/Frameworks/R.framework/Versions/4.1/Resources/library/Rcpp/include/Rcpp/internal/wrap_end.h:30:25: note: in instantiation of function template specialization 'Rcpp::internal::wrap_dispatch<Rcpp::Vector<14> (Rcpp::Vector<14>)>' requested here
return internal::wrap_dispatch( object, typename ::Rcpp::traits::wrap_type_traits<T>::wrap_category() ) ;
^
/Library/Frameworks/R.framework/Versions/4.1/Resources/library/Rcpp/include/Rcpp/grow.h:44:26: note: in instantiation of function template specialization 'Rcpp::wrap<Rcpp::Vector<14> (Rcpp::Vector<14>)>' requested here
return grow( wrap(head), tail ) ;
^
/Library/Frameworks/R.framework/Versions/4.1/Resources/library/Rcpp/include/Rcpp/grow.h:65:26: note: in instantiation of function template specialization 'Rcpp::internal::grow__dispatch<Rcpp::Vector<14> (Rcpp::Vector<14>)>' requested here
return internal::grow__dispatch(typename traits::is_named<T>::type(), head, y);
^
/Library/Frameworks/R.framework/Versions/4.1/Resources/library/Rcpp/include/Rcpp/generated/grow__pairlist.h:45:9: note: in instantiation of function template specialization 'Rcpp::grow<Rcpp::Vector<14> (Rcpp::Vector<14>)>' requested here
return grow( t1, grow( t2, grow( t3, R_NilValue ) ) ) ;
^
/Library/Frameworks/R.framework/Versions/4.1/Resources/library/Rcpp/include/Rcpp/generated/Function__operator.h:45:20: note: in instantiation of function template specialization 'Rcpp::pairlist<Rcpp::Vector<14> (Rcpp::Vector<14>), Rcpp::Vector<14>, double>' requested here
return invoke(pairlist(t1, t2, t3), R_GlobalEnv);
^
testopt.cpp:13:20: note: in instantiation of function template specialization 'Rcpp::Function_Impl<PreserveStorage>::operator()<Rcpp::Vector<14> (Rcpp::Vector<14>), Rcpp::Vector<14>, double>' requested here
return optimize_r(f, interval, tolerance);
^
1 error generated.
make: *** [testopt.o] Error 1
clang++ -mmacosx-version-min=10.13 -std=gnu++14 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I"/Library/Frameworks/R.framework/Versions/4.1/Resources/library/Rcpp/include" -I"/Users/gcn/Documents/workspace/ISIMIPData/R/cpp" -I/usr/local/include -fPIC -Wall -g -O2 -c testopt.cpp -o testopt.o
Error in Rcpp::sourceCpp("R/cpp/testopt.cpp") :
Error 1 occurred building shared library.
解决方案
您的问题之一是您假设成为您提交到编译下的函数可以Rcpp::sourceCpp()
在其导出名称下调用。
它不是。尝试Rcpp::sourceCpp(..., verbose=TRUE)
,即添加该参数,以查看真正调用的内容。您可以传递的那些(使用 SEXP 参数和结果,但它们很笨重)。
为了证明,这是您的代码的“工作但无用”版本。如果我们也f()
从 R 传递,一切都是可调用的。
SEXP .Call("name", SEXP a, SEXP b, ...)
士气:即使 Rcpp 隐藏了它,界面仍然是。没有免费午餐 (TM)。但正如我的评论所暗示的,有一些优化包可以与 Rcpp 一起使用。
代码
#include <Rcpp.h>
// [[Rcpp::export]]
Rcpp::List fTg_opt(Rcpp::Function f, const double optmin, const double optmax) {
Rcpp::Environment base("package:stats");
Rcpp::Function optimize_r = base["optimize"];
Rcpp::NumericVector interval = {optmin,optmax};
Rcpp::List res = optimize_r(f, interval);
return res;
}
/*** R
f <- function (x) (x - .33)^2
xmin <- optimize(f, c(0, 1), tol = 0.0001)
xmin
fTg_opt(f, 0, 1)
*/
输出
> Rcpp::sourceCpp("~/git/stackoverflow/68674076/question.cpp")
> f <- function (x) (x - .33)^2
> xmin <- optimize(f, c(0, 1), tol = 0.0001)
> xmin
$minimum
[1] 0.33
$objective
[1] 0
> fTg_opt(f, 0, 1)
$minimum
[1] 0.33
$objective
[1] 0
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