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Rcpp = R + C++(made easy)

This material is based on the High performance functions with Rcpp chapter of the Advanced R book by Hadley Wickham.

Getting started

Requirement

R is interpreted; C++ is a compiled language.

We will focus on short simple code snippets using Rcpp:

install.packages("Rcpp")

We need a C compiler:

  • Rtools on Windows
  • Xcode on Mac
  • package manager on Linux

(see here for relevant links)

library("Rcpp")

Data types

R is dynamically typed; C++ is statically typed.

R Scalar Vector Matrix
numeric double NumericVector NumericMatrix
integer int IntegerVector IntegerMatrix
character string CharacterVector CharacterMatrix
logical bool LogicalVector LogicalMatrix
R C++
list List
function Function

Defining functions

In C++, we need to

  • we don't assign the function body
  • define input and output types
  • explicitly return a value
  • use ;
  • define for loops explicitly
  • call a method using .: x.size() to get the size (length) of x
sumR <- function(x) {
  total <- 0
  for (i in seq_along(x)) {
    total <- total + x[i]
  }
  total
}
double sumC(NumericVector x) {
  int n = x.size();
  double total = 0;
  for(int i = 0; i < n; ++i) {
    total += x[i];
  }
  return total;
}

Compile and use in R

Inline

cppFunction('double sumC(NumericVector x) {
  int n = x.size();
  double total = 0;
  for(int i = 0; i < n; ++i) {
    total += x[i];
  }
  return total;
}')
sumC
## function (x) 
## .Primitive(".Call")(<pointer: 0x2b09359e1d60>, x)

sumC(c(1, 2, 1:4, rnorm(3)))
## [1] 10.03978

Sourcing C++ code

The ./src/ex_sumC.cpp file contains:

  • include header and namespace statements
  • the export directive (see Rcpp attributes)
  • the C++ code
  • as comment, R code that will be evaluated
#include <Rcpp.h>
using namespace Rcpp;

// [[Rcpp::export]]
double sumC(NumericVector x) {
  int n = x.size();
  double total = 0;
  for(int i = 0; i < n; ++i) {
    total += x[i];
  }
  return total;
}

/*** R
# Comparing with R
(x <- c(1, 3, rnorm(10)))
sumC(x)
sum(x)
*/

To compile the code and create the R wrapper, we use:

sourceCpp("./src/ex_sumC.cpp")
## 
## > (x <- c(1, 3, rnorm(10)))
##  [1]  1.00000000  3.00000000 -0.34321383 -0.06583524  1.35844772
##  [6]  0.11544398  1.47693880  1.38057156  0.17528749  1.62468629
## [11] -0.47150602 -1.10324033
## 
## > sumC(x)
## [1] 8.14758
## 
## > sum(x)
## [1] 8.14758

An example with a matrix

#include <Rcpp.h>
using namespace Rcpp;

// [[Rcpp::export]]
NumericVector rowSumsC(NumericMatrix x) {
  int nrow = x.nrow(), ncol = x.ncol();
  NumericVector out(nrow);

  for (int i = 0; i < nrow; i++) {
    double total = 0;
    for (int j = 0; j < ncol; j++) {
      total += x(i, j);
    }
    out[i] = total;
  }
  return out;
}

Note:

  • The use of () instead of []
  • .nrow and .ncol to get the number of rows/cols

An example with if/else

signR <- function(x) {
  if (x > 0) {
    1
  } else if (x == 0) {
    0
  } else {
    -1
  }
}
int signC(int x) {
  if (x > 0) {
    return 1;
  } else if (x == 0) {
    return 0;
  } else {
    return -1;
  }
}

Exercises

Get familiar with the syntax and write/test the sumC and rowSumsC functions above.

Try and implement the following R functions.

fibR <- function(n) {
    if (n == 0) return(0)
    if (n == 1) return(1)
    return( fibR(n - 1) + fibR(n - 2))
}

pdistR <- function(x, ys)
    sqrt( (x - ys) ^ 2 )

sety <- function(x, y) {
    x[x > 0] <- y
    x[x < 0] <- -y
    x
}
lgl_biggerY <- function(x, y) x > y

biggerY <- function(x, y) x[x > y]

foo <- function(x, y) ifelse(x < y, x*x, -(y*y))

Rcpp sugar

/sugar/ (for syntactic sugar ) is a set of C++ functions that (mostly) work and look like their R couterparts. Allows for example compact vectorised expression. Looks like R with the C++ efficiency (see the Rcpp-sugar vignette/paper).

  • Vectorised arithmetic and logical operators: +, >, !, ...
  • Functions: seq_len, seq, sapply, rnorm, abs, sum, ..

Arithmetic and logical operators

`+ *, -, /, pow, <, <=, >, >=, ==, !=, !'

NumericVector pdistC2(double x, NumericVector ys) {
  return sqrt(pow((x - ys), 2));
}

Logical summary functions

any() and all() with .is_true(), .is_false(), .is_na() (to convert to bool).

bool any_naC(NumericVector x) {
  return is_true(any(is_na(x)));
}

Vector views

head(), tail(), rep_each(), rep_len(), rev(), seq_along(), seq_len()

Other useful functions

  • Math functions: abs(), acos(), asin(), atan(), beta(), ceil(), ceiling(), choose(), cos(), cosh(), digamma(), exp(), expm1(), factorial(), floor(), gamma(), lbeta(), lchoose(), lfactorial(), lgamma(), log(), log10(), log1p(), pentagamma(), psigamma(), round(), signif(), sin(), sinh(), sqrt(), tan(), tanh(), tetragamma(), trigamma(), trunc().

  • Scalar summaries: mean(), min(), max(), sum(), sd(), and (for vectors) var().

  • Vector summaries: cumsum(), diff(), pmin(), and pmax().

  • Finding values: match(), self_match(), which_max(), which_min().

  • Dealing with duplicates: duplicated(), unique().

  • d/q/p/r for all standard distributions.

Exercises

Revise the following functions to employ sugar:

rowSums pdist lgl_bigger foo

For example, the sumC function above can be rewritten

// [[Rcpp::export]]
double sumC2(NumericVector x) {
  double ans = sum(x);
  return ans;
}

An package with Rcpp code

Starting a new package. The Rcpp.pacakage.skeleton will, like the usual package.skeleton, initialise the appropriate package structure, including specific Rcpp requirements. In particular, this code

library("Rcpp")
Rcpp.package.skeleton("NewCppPackage", example_code = FALSE,
                      cpp_files = "code.cpp")

will copy code.cpp into NewCppPackage/src/., run sourceCpp and properly generate the export wrappers for the C++ code. The resulting package will also have

In the DESCRIPTION file:

LinkingTo: Rcpp
Imports: Rcpp

In the NAMESPACE file:

useDynLib(mypackage)
importFrom(Rcpp, sourceCpp)

Whenever any existing C++ function's signature is modified, new C++ functions are removed or added, one needs to run Rcpp::compileAttributes("/path/to/NewCppPackage") to update the export wrappers.

Exercise

  • Use Rcpp.package.skeleton as descibed above and any C++ function witten so far and create a package as outlined above.

and/or

  • Add a C++ function of your choice to an existing package (for example, add your own gccount to the sequences package).

Other

Missing values

Will require extra care to emulate the standard R behaviour. See Advanced R Rcpp section.

More C++

STL

C++ is a widely used for complex data structures and algorithms, which can be leveraged via the Rcpp package. The Standard Template Library (STL) provides such facilities.

  • For example, iterators, i.e. iteration (for loop) abstraction
#include <Rcpp.h>
using namespace Rcpp;

// [[Rcpp::export]]
double sum3(NumericVector x) {
  double total = 0;
  
  NumericVector::iterator it;
  for(it = x.begin(); it != x.end(); ++it) {
    total += *it;
  }
  return total;
}

Boost

Boost is a set of libraries for the C++ programming language that provide support for tasks and structures such as linear algebra, pseudorandom number generation, multithreading, image processing, regular expressions, and unit testing.

Modules

Modules enables to expose C++ classes and methods to R.

References