Modernizing GSL's FastLM function to use new RcppGSL templates.

Author: coatless

ChangeLog

@@ -1,6 +1,10 @@
+2016-08-14  James J Balamuta  <[email protected]>
+
+        * inst/examples/FastLM/lmGSL.R: Updated example to use new GSL templates
+
 2016-08-11  Dirk Eddelbuettel  <[email protected]>
 
-	* .travis.yml: Switch to using run.sh for Travis CI
+	    * .travis.yml: Switch to using run.sh for Travis CI
 
 2016-08-09  Artem Klevtsov <[email protected]>
 

inst/NEWS.Rd

@@ -24,6 +24,12 @@
       \code{RCPP_RETURN_MATRIX} macro when C++11 compiler used (Artem Klevtsov
       in \ghpr{537} fixing \ghit{38}).
     }
+    \item Changes in Rcpp build system
+    \itemize{
+      \item Travis CI is now driven via \code{run.sh} from our fork, and deploys
+      all packages as .deb binaries using our PPA where needed (Dirk in
+      \ghpr{540} addressing issue \ghit{517}).
+    }
     \item Changes in Rcpp unit tests
     \itemize{
       \item New unit tests for random number generators the R namespace which 
@@ -34,7 +40,7 @@
     \itemize{
       \item Examples that used cxxfunction() from the inline package have been
       rewritten to use either sourceCpp() or cppFunction() 
-      (James Balamuta in \ghpr{535}, \ghpr{534}, and \ghpr{532} 
+      (James Balamuta in \ghpr{541}, \ghpr{535}, \ghpr{534}, and \ghpr{532} 
       addressing issue \ghit{56}).
     }
   }

inst/examples/FastLM/lmGSL.R

@@ -86,17 +86,18 @@ sourceCpp(code='
 // [[Rcpp::export]]
 Rcpp::List fun(Rcpp::NumericVector Yr, Rcpp::NumericMatrix Xr){
     
-    int i,j,n = Xr.nrow(), k = Xr.ncol();
+    int i, j, n = Xr.nrow(), k = Xr.ncol();
     double chisq;
     
-    gsl_matrix *X = gsl_matrix_alloc (n, k);
-    gsl_vector *y = gsl_vector_alloc (n);
-    gsl_vector *c = gsl_vector_alloc (k);
-    gsl_matrix *cov = gsl_matrix_alloc (k, k);
+    RcppGSL::Matrix X(n, k);   // allocate a gsl_matrix<double> of dim n, k
+    RcppGSL::Vector y(n);      // allocate a gsl_vector<double> of length n
+    RcppGSL::Vector c(k);      // allocate a gsl_vector<double> of length k
+    RcppGSL::Matrix cov(k, k); // allocate a gsl_matrix<double> of dim k, k
+
     for (i = 0; i < n; i++) {
         for (j = 0; j < k; j++)
-            gsl_matrix_set (X, i, j, Xr(i,j));
-        gsl_vector_set (y, i, Yr(i));
+             X(i, j) =  Xr(i, j);
+        y[i] = Yr(i);          // Note vector requires [] not ()
     }
     
     gsl_multifit_linear_workspace *work = gsl_multifit_linear_alloc (n, k);
@@ -105,17 +106,13 @@ Rcpp::List fun(Rcpp::NumericVector Yr, Rcpp::NumericMatrix Xr){
     
     Rcpp::NumericVector coefr(k), stderrestr(k);
     for (i = 0; i < k; i++) {
-        coefr(i) = gsl_vector_get(c,i);
-        stderrestr(i) = sqrt(gsl_matrix_get(cov,i,i));
+        coefr(i) = c[i];
+        stderrestr(i) = sqrt(cov(i,i));
     }
-    gsl_matrix_free (X);
-    gsl_vector_free (y);
-    gsl_vector_free (c);
-    gsl_matrix_free (cov);
     
     
-    return Rcpp::List::create( Rcpp::Named( "coef", coefr),
-                               Rcpp::Named( "stderr", stderrestr));
+    return Rcpp::List::create( Rcpp::Named("coef") = coefr,
+                               Rcpp::Named("stderr") = stderrestr);
 }')
 fun
 }