forecast.HoltWinters没有映射到C ++

时间:2012-03-15 13:05:10

标签: c++ r

根据示例代码,我尝试使用c++RInside运行预测方法,但我得到Read 100 items Exception caught: not a matrix

有人可以看看我的代码。

  #include <RInside.h>
    int main ( int argc, char **argv) {
        try {
            // create an embedded R instance 
            RInside R ( argc, argv);
            std::string txt =
                "rain <- scan(\"http://robjhyndman.com/tsdldata/hurst/precip1.dat\",skip=1);"
                "rainseries <- ts(rain,start=c(1813));"
                "rainseriesforecasts <- HoltWinters(rainseries, beta=FALSE, gamma=FALSE);"
                "suppressMessages(require(forecast));";

            R.parseEvalQ(txt); // eval command, no return
            Rcpp::NumericMatrix M((SEXP)R.parseEval("rainseriesforecasts2 <- forecast.HoltWinters(rainseriesforecasts, h=8)"));
            Rcpp::StringVector cnames( (SEXP) R.parseEval("colnames(rainseriesforecasts2)"));
            Rcpp::StringVector rnames( (SEXP) R.parseEval("rownames(rainseriesforecasts2)"));

            std::cout << "\n\nAnd now from C++\n\n\t\t\t";
            for (int i=0; i<cnames.size(); i++) {
                std::cout << std::setw(11) << cnames[i] << "\t";
            }
            std::cout << std::endl;
            for (int i=0; i<rnames.size(); i++) {
                std::cout << std::setw(16) << rnames[i] << "\t";
                for (int j=0; j<cnames.size(); j++) {
                    std::cout << std::setw(11) << M(i,j) << "\t";
                }
                std::cout << std::endl;
            }
            std::cout << std::endl;

        } catch(std::exception& ex) {
            std::cerr << "Exception caught: " << ex.what() << std::endl;
        } catch(...) {
            std::cerr << "Unknown exception caught" << std::endl;
        }

    }

1 个答案:

答案 0 :(得分:1)

这看起来像是我在RInside来源中包含的十几个例子之一的直接改编 - 所以这是一个很好的起点。

你引用的错误是 R 错误,而不是 C ++ 错误,所以我首先在R中自己尝试几行R代码。特别注意到要分配的返回的class(),以确保将其转换为正确的C ++类型。

编辑:好的,有时间看一下。你很接近,但我怀疑forecast包中的 types 会妨碍你。试试这个:

R.parseEvalQ(txt); // eval command, no return
Rcpp::NumericMatrix M((SEXP)R.parseEval("rainseriesforecasts2 <- as.matrix(as.data.frame(forecast.HoltWinters(rainseriesforecasts, h=8)))"));
Rcpp::StringVector cnames( (SEXP) R.parseEval("colnames(as.data.frame(rainseriesforecasts2))"));
Rcpp::StringVector rnames( (SEXP) R.parseEval("rownames(as.data.frame(rainseriesforecasts2))"));

并且它对我有用:

edd@dexter:~/svn/rinside/pkg/inst/examples/standard$ ./rinside_sample12
Read 100 items


And now from C++

            Point Forecast        Lo 80       Hi 80       Lo 95       Hi 95 
            1913        24.6782     19.1749     30.1815     16.2617     33.0947 
            1914        24.6782     19.1733     30.1831     16.2592     33.0972 
            1915        24.6782     19.1717     30.1847     16.2568     33.0996 
            1916        24.6782     19.1701     30.1863     16.2543      33.102 
            1917        24.6782     19.1685     30.1879     16.2519     33.1045 
            1918        24.6782     19.1669     30.1895     16.2495     33.1069 
            1919        24.6782     19.1653     30.1911      16.247     33.1094 
            1920        24.6782     19.1637     30.1926     16.2446     33.1118 

edd@dexter:~/svn/rinside/pkg/inst/examples/standard$