Antonio Terceiro: Today I am turning 20 ...
in hexadecimal.
I have been waiting for a long time to be able to make this joke, and I will still be able to do it for the next 9 years! :-)
We introduced Rcpp 0.10.0 with a number of very nice new features a
few days ago, and the activity on the rcpp-devel mailing list has been pretty
responsive which is awesome.
But because few things beat a nice example, this post tries to build some more excitement. We will illustrate how Rcpp attributes
makes it really easy to add C++ code to R session, and that that code is as easy to grasp as R code.
Our motivating example is everybody's favourite introduction to Monte Carlo simulation: estimating . A common method uses the fact
the unit circle has a surface area equal to . We draw two uniform random numbers x and y, each between zero
and one. We then check for the distance of the corresponding point (x,y) relative to the origin. If less than one (or equal),
it is in the circle (or on it); if more than one it is outside. As the first quadrant is a quarter of a square of area one, the area of
the whole circle is -- so our first quadrant approximates over four. The following figure, kindly borrowed from Wikipedia
with full attribution and credit, illustrates this:
Now, a vectorized version (drawing N such pairs at once) of this approach is provided by the following R function.
And in C++ we can write almost exactly the same function thanks the Rcpp sugar vectorisation available via Rcpp:piR <- function(N) x <- runif(N) y <- runif(N) d <- sqrt(x^2 + y^2) return(4 * sum(d < 1.0) / N)
Sure, there are small differences: C++ is statically typed, R is not. We need one include file for declaration, and we need one instantiation of the#include <Rcpp.h> using namespace Rcpp; // [[Rcpp::export]] double piSugar(const int N) RNGScope scope; // ensure RNG gets set/reset NumericVector x = runif(N); NumericVector y = runif(N); NumericVector d = sqrt(x*x + y*y); return 4.0 * sum(d < 1.0) / N;
RNGScope object to ensure random number draws remain coordinated between the calling R process and the C++ function
calling into its (compiled C-code based) random number generators. That way we even get the exact same draws for the same seed.
But the basic approach is identical: draw a vector x and vector y, compute the distance to the origin and then
obtain the proportion within the unit circle -- which we scale by four. Same idea, same vectorised implementation in C++.
But the real key here is the one short line with the [[Rcpp::export]] attribute. This is all it takes (along with
sourceCpp() from Rcpp 0.10.0) to get the C++ code into R.
The full example (which assumes the C++ file is saved as piSugar.cpp in the same directory) is now:
and it does a few things: set up the R function, source the C++ function (and presto: we have a callable C++ function just like that), compute two simulations given the same seed and ensure they are in fact identical -- and proceed to compare the timing in a benchmarking exercise. That last aspect is not even that important -- we end up being almost-but-not-quite twice as fast on my machine for different values of#!/usr/bin/r library(Rcpp) library(rbenchmark) piR <- function(N) x <- runif(N) y <- runif(N) d <- sqrt(x^2 + y^2) return(4 * sum(d < 1.0) / N) sourceCpp("piSugar.cpp") N <- 1e6 set.seed(42) resR <- piR(N) set.seed(42) resCpp <- piSugar(N) ## important: check results are identical with RNG seeded stopifnot(identical(resR, resCpp)) res <- benchmark(piR(N), piSugar(N), order="relative") print(res[,1:4])
N.
The real takeaway here is the ease with which we can get a C++ function into R --- and the new process completely takes care of passing
parameters in, results out, and does the compilation, linking and loading.
More details about Rcpp attributes are in the new vignette. Now enjoy the .
Update:One somewhat bad typo fixed.
Update:Corrected one background tag.
I recently wrote about 
Yesterday I was discussing in an online board how to break a decision deadlock in life. There are real deadlocks, but I don t think they are very frequent most of the time, doing a pros and cons analysis is enough to decide what to do. Sometimes our judgement is impaired by lack of objectivity or by our inability to see things from a different point of view (it s hard to think straight when everything seems to be falling apart around you); talking to a friend or relative can help in these situations.
But there are times when nothing helps. When you are really stuck and nothing seems to break the deadlock. At these times I give it one or two days, sleep on the issue and if I cannot come up with a decision I assume the alternatives are equivalent to me and just flip a coin.
Of course, this will do if you can postpone the decision, giving yourself (and your inner self) time to decide on a course-of-action. But is there some way to speed up the process? During the discussion, someone came up with a rather smart quote by Rothstein character in Boardwalk Empire TV series:
This was a good year for plums in the garden, both for the yellow plums and
for the Italian prunes - enough so that it took some doing to figure out what
to do with them all. Since I'm not in a hurry to set up a still and make
slivovic, and you can only pawn so many plums off on friends and neighbors,
I had on the order of 15 pounds of Italian prunes to dispense with.
With our change of diet to eliminate extra carbs, Patty and I have both been
experimenting with reduced-carb desserts in the kitchen. And I've always
been fond of central European (e.g., German) desserts, which tend to be
sweetened much more lightly than American equivalents. Indeed, my earliest
impression of "coffee cake" comes from the home of an elderly couple who
were friends of the family, who served a delicious plum cake in their home.
She was from Bavaria, so I guess she probably wouldn't have called it
Zwetchgendatschi like the Austrians do (if they even really call it that; I
have my suspicions that this is a made-up name designed to poke fun at the
foreigners). Maybe she would have called it Pflaumenkuchen. The Internet
calls it 
The last week was quite productive as I was on vacation and at home town but sadly I
couldn't complete this post so again merging the work with this week but this week ain't
much productive as I was tired from journey back and didn't get enough time to recover.
So here it goes.
Debian Related
As some may have noticed, Google launched something that is unusual for the company: A game. A mobile alternate reality game, to be precise. See 
After prompts from Wookey and Steve McIntyre, I decided to look at 
