Rcpp for everyone - Speaker Deck

Rcpp for everyone

by teuder

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If there does not exist what you want, just create it. That should have been the oath of HOXO-M ! ͳ͚Ε͹࡞Δɻ ͦΕ͕ϗΫιΤϜͷ੤͍ͩͬͨ͸ͣʂ

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*ONZDBTF $POWFSUJOHEBUBGSBNFUPTQBSTFNBUSJY df %>% as.matrix %>% Matrix::Matrix(sparse = TRUE) #VUDPOWFSUJOHNBUSJYGBJMTXIFOUIFEBUBJT SFMBUJWFMZMBSHF BCPVUTFWFSBMUFOTPG(# df %>% asSparseMatrix 4P*DSFBUFB3DQQGVODUJPODPOWFSUJOHUIFEBUB EJSFDUMZUPTQBSTFNBUSJY

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#include using namespace Rcpp; %FpOJOHBGVODUJPO // [[Rcpp::export]] S4 asSparseMatrix( DataFrame df ){ // prerequisite : // all the elements DataFrame is numeric/integer // and not containing NAs. // number of rows and columns int nrow = df.nrows(); int ncol = df.length();

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$BMMJOH.BUSJYTQBSTF.BUSJY Environment env = Environment::namespace_env("Matrix"); Function sparseMatrix = env["sparseMatrix"]; $POWFSUJOHTUEWFDUPSUP/VNFSJD7FDUPS S4 sm = sparseMatrix( Named("i") = wrap(rows), Named("j") = wrap(cols), Named("x") = wrap(vals), Named("dims") = NumericVector::create(nrow,ncol)); 4FUUJOHSPXOBNFTBOEDPMOBNFT List dimnames = List::create(R_NilValue, df.names()); sm.attr("Dimnames") = dimnames; 3FUVSOJOHUIFTQBSTFNBUSJY return sm; }

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"EWFSUJTJOH 605 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 24 ষɹɹRcpp Rcpp Rcpp͸Rͷؔ਺ΛC++Ͱ࣮૷Ͱ͖ΔύοέʔδͰ͢ɻRͱྨࣅͨ͠ελΠϧͰهड़Ͱ͖ ΔΑ͏ʹ࣮૷͞Ε͍ͯΔͨΊɺC++ʹਂ͍஌͕ࣝͳͯ͘΋ར༻͠΍͘͢ͳ͍ͬͯ·͢ɻ͠ ͔΋ɺͦͷͨΊͷ࣮ߦ଎౓͸٘ਜ਼ʹ͞Ε͍ͯͳ͍ͷͰɺ୭Ͱ΋ϋΠύϑΥʔϚϯεͳ݁ՌΛ ಘΔ͜ͱ͕Ͱ͖·͢ɻ 24-1 Rcppͷ׆༻γʔϯ ࣍ͷΑ͏ͳέʔε͸C++Ͱ࣮૷͢Δ͜ͱʹΑΓɺRͱൺ΂ͯߴ଎Խ͕ݟࠐΊ·͢ɻ ɾ ܁Γฦ͠ॲཧɺಛʹ࣍ͷॲཧ͕લͷॲཧʹґଘ͓ͯ͠ΓฒྻԽͰ͖ͳ͍ ɾ ϕΫ τϧ΍ߦྻͷݸʑͷཁૉ΁ΞΫηε͢Δඞཁ͕͋Δ ɾ ϕΫ τϧͷαΠζΛಈతʹมߋ͍ͨ͠ ɾ ߴ౓ͳσʔλߏ଄΍ΞϧΰϦζϜΛ༻͍ͨॲཧΛߦ͍͍ͨ RcppͷύϑΥʔϚϯεΛࣔͨ͢Ίɺ܁Γฦ͠ॲཧͷྫͱͯ͠MCMCΞϧΰϦζϜͷҰछͰ͋ ΔΪϒεαϯϓϥʔ ʢ஫1ʣ ͷ࣮૷ྫΛࣔ͠·͢ɻ͜ͷྫͰ͸ɺΪϒεαϯϓϥʔʹΑΓඪ४2ม਺ ਖ਼ن෼෍͔Βn఺αϯϓϦϯά͍ͯ͠·͢ɻ ·ͣ͸ൺֱͷͨΊRΛ༻͍࣮ͨ૷ྫΛࣔ͠·͢ ʢϦετ24.1ʣ ɻ Ϧε τ24.1ɹGibbs.R GibbsR <- function(b, n, t){ # 2ม਺ඪ४ਖ਼ن෼෍͔Βn఺αϯϓϦ ϯά # b : 2ม਺ͷڞ෼ࢄ # n : αϯϓϧ਺ # t : αϯϓϦ ϯάࣺͤͣͯΔִؒ X <- matrix(0, nrow = n, ncol = 2) x1 <- x2 <- 0 sd <- sqrt(1-b^2) for(i in 1:n){ for(j in 1:t){ x1 <- rnorm(1, b*x2, sd) x2 <- rnorm(1, b*x1, sd) ʢ஫1ʣ ߴ࣍ݩͷෳࡶͳ֬཰෼෍ʹै͏ཚ਺Λੜ੒͢ΔϚϧίϑ࿈࠯ϞϯςΧϧϩ๏ͱݺ͹ΕΔΞϧΰϦζϜͷҰछͰ͢ɻ 24-1 24 ষ ٕज़ධ࿦ࣾɹ੫ࠐԁ