15 - Using SEXP with Armadillo data types

as_sexp() allows to pass objects from Armadillo to R while as_cpp<> allows to pass objects from R to Armadillo. I prefer to use as_mat(), as_doubles_matrix(), etc. to be clear about the return types being used and avoid ambiguity (e.g., as in example 5 below).

To pass data to Armadillo we use:

• as_Mat(doubles_matrix<>) -> Mat<double>
• as_Mat(integers_matrix<>) / - as_mat() -> Mat<int>
• as_imat(integers_matrix<>) -> imat
• as_umat(integers_matrix<>) -> umat
• as_fmat(doubles_matrix<>) -> fmat
• as_Col(doubles) -> Col<double> / vec
• as_Col(integers) / as_col() -> Col<int>
• as_uvec(integers) -> uvec

To pass data back to R we use:

• as_doubles_matrix(mat/fmat) -> doubles_matrix<>
• as_integers_matrix(imat/umat) -> integers_matrix<>
• as_complexes_matrix(cx_mat) -> complexes_matrix<>
• as_doubles(vec) -> doubles
• as_integers(ivec/uvec) -> integers

Or we can use the generic conversion cpp4r::as_sexp():

• vec/ivec/uvec/fvec -> doubles/integers
• mat/imat/umat/fmat -> doubles_matrix<> / integers_matrix<>
• rowvec/irowvec/urowvec/frowvec -> doubles_matrix<> / integers_matrix<>

Let’s use the following function in different ways:

vec ols_fit(const Mat<double>& X, const Col<double>& Y) {
  // QR decomposition
  mat Q, R;
  qr_econ(Q, R, X);

  // Least Squares Problem
  vec betas = solve(trimatu(R), Q.t() * Y);

  return betas;
}

There are at least five ways to use this function and return the results to R:

// Example 1: vec to doubles()

[[cpp4r::register]] doubles ols_traditional_(const doubles_matrix<>& x,
                                             const doubles& y) {
  mat X = as_Mat(x);
  vec Y = as_Col(y);
  return as_doubles(ols_fit(X, Y));
}

// Example 2: vec to doubles using as_sexp()

[[cpp4r::register]] doubles ols_simplified_(const doubles_matrix<>& x, const doubles& y) {
  mat X = as_mat(x);
  vec Y = as_Col(y);
  return cpp4r::as_sexp(ols_fit(X, Y));
}

// Example 3: mat to doubles_matrix<> using as_sexp()

[[cpp4r::register]] doubles_matrix<> ols_simplified2_(const doubles_matrix<>& x,
                                                      const doubles& y) {
  mat X = as_mat(x);
  vec Y = as_Col(y);
  return cpp4r::as_sexp(ols_fit(X, Y));
}

// Example 4: vec to doubles using as_sexp()

[[cpp4r::register]] doubles ols_simplified3_(const doubles_matrix<>& x,
                                             const doubles& y) {
  mat X = as_mat(x);
  vec Y = as_Col(y);
  return cpp4r::as_sexp(ols_fit(X, Y));
}

// Example 4: vec to doubles using as_sexp()

[[cpp4r::register]] doubles ols_simplified4_(const doubles_matrix<>& x,
                                             const doubles& y) {
  return cpp4r::as_sexp(ols_fit(as_mat(x), as_col(y)));
}

// Example 5: vec to doubles using as_sexp()
// returns doubles ignoring the doubles_matrix<> output
[[cpp4r::register]] doubles_matrix<> ols_simplified5_(const doubles_matrix<>& x,
                                             const doubles& y) {
  return cpp4r::as_sexp(ols_fit(as_mat(x), as_col(y)));
}