Vector mean in Rcpp

Question

I'm trying to convert a r function into Rcpp to try and speed thing up since it involves a for loop. Along the way I need to calculate the mean of the entries of a vector, which in R would be as simple as mean(x), but it appears to not work in Rcpp, giving me 0 0 as result everytime.

My code looks like this:

cppFunction(
  "NumericVector fun(int n, double lambda, ...) {
   ...
   NumericVector y = rpois(n, lambda);
   NumericVector w = dpois(y, lambda);
   NumericVector x = w*y;
   double z = mean(x);
   return z;
}")

Edit: So I thought my error was due to what was mentioned above, and the return of a single double of z is just me trying to isolate the issue. The following code however still does not work:

cppFunction(
   "NumericVector zstat(int n, double lambda, double lambda0, int m) {
   NumericVector z(m);
   for (int i=1; i<m; ++i){
   NumericVector y = rpois(n, lambda0);
   NumericVector w = dpois(y, lambda)/dpois(y,lambda0);
   double x = mean(w*y);
   z[i] = (x-2)/(sqrt(2/n));
   }
   return z;
}")

nrussell nrussell · Accepted Answer · 2017-01-29T15:08:21

The return type of your function is NumericVector, but Rcpp::mean returns a scalar value convertible to double. Fixing this will correct the issue:

library(Rcpp)

cppFunction(
  "double fun(int n, double lambda) {
   NumericVector y = rpois(n, lambda);
   NumericVector w = dpois(y, lambda);
   NumericVector x = w*y;
   double z = mean(x);
   return z;
}")

set.seed(123)
fun(50, 1.5)
# [1] 0.2992908

What is happening in your code is since NumericVector was specified as the return type, this constructor is called,

template <typename T>
Vector(T size, 
    typename Rcpp::traits::enable_if<traits::is_arithmetic<T>::value, void>::type* = 0) {
    Storage::set__( Rf_allocVector( RTYPE, size) ) ;
    init() ;
}

which casts the double to an integral type and creates a NumericVector with length equal to the truncated value of the double. To demonstrate,

#include <Rcpp.h>
using namespace Rcpp;

// [[Rcpp::export]]
NumericVector from_double(double x) {
    return x;
}

/*** R

sapply(0.5:4.5, from_double)
# [[1]]
# numeric(0)
#
# [[2]]
# [1] 0
#
# [[3]]
# [1] 0 0
#
# [[4]]
# [1] 0 0 0
#
# [[5]]
# [1] 0 0 0 0

*/

Edit: Regarding your second question, you are dividing by sqrt(2 / n), where 2 and n are both integers, which ends up causing a division by zero in most cases -- hence all of the Inf values in the result vector. You can fix this by using 2.0 instead of 2:

#include <Rcpp.h>
using namespace Rcpp;

// [[Rcpp::export]]
NumericVector zstat(int n, double lambda, double lambda0, int m) {
    NumericVector z(m);
    for (int i=1; i<m; ++i){
        NumericVector y = rpois(n, lambda0);
        NumericVector w = dpois(y, lambda)/dpois(y,lambda0);
        double x = mean(w * y);
        // z[i] = (x - 2) / sqrt(2 / n);
        //                       ^^^^^
        z[i] = (x - 2) / sqrt(2.0 / n);
        //                    ^^^^^^^
   }
   return z;
}

/*** R

set.seed(123)
zstat(25, 2, 3, 10)
# [1]  0.0000000 -0.4427721  0.3199805  0.1016661  0.4078687  0.4054078
# [7] -0.1591861  0.9717596  0.6325110  0.1269779

*/

C++ is not R -- you need to be more careful about the types of your variables.

Vector mean in Rcpp

1 Answers