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跟我学Rstudio编译C++文件
经管之家：Do the best economic and management education！
Author: Danielu tulips liu © tulipsliu
以前没注意这个文章的版面分布；
今天特意再次修改， 让运行出来的 shell 文件更加的清晰。
修改日期 ， today , 2021 - 10 - 01
其实最近三年很累，一直没有休息， 我真的很想有钱的话，去某个景色迷人的地方旅行一次。
有景色的地方，一定很迷人。
教学开始
参考链接 https://cran.r-project.org/web/packages/GPRMortality/GPRMortality.pdf
Rstduio Make file and C++ code
> fit = GPRMortality(mortality,mean,minYear=1990,maxYear=2015,
+ nu = 2,rho_ =0.4 ,product = 0.1 ,verbose=TRUE)
TRANSLATING MODEL 'cd2c3fff62fe816545ca31c72f3a930a' FROM Stan CODE TO C++ CODE NOW.
successful in parsing the Stan model 'cd2c3fff62fe816545ca31c72f3a930a'.
COMPILING THE C++ CODE FOR MODEL 'cd2c3fff62fe816545ca31c72f3a930a' NOW.
OS: x86_64, mingw32; rstan: 2.21.2; Rcpp: 1.0.5; inline: 0.3.16
>> setting environment variables:
LOCAL_LIBS = "D:/Softwares/R-4.0.2/library/rstan/lib/x64/libStanServices.a" -L"D:/Softwares/R-4.0.2/library/StanHeaders/libs/x64" -lStanHeaders -L"C:/Users/tulipsliu/Documents/R/win-library/4.0/RcppParallel/lib/x64" -ltbb
PKG_CPPFLAGS = -I"C:/Users/tulipsliu/Documents/R/win-library/4.0/Rcpp/include/" -I"D:/Softwares/R-4.0.2/library/RcppEigen/include/" -I"D:/Softwares/R-4.0.2/library/RcppEigen/include/unsupported" -I"D:/Softwares/R-4.0.2/library/BH/include" -I"D:/Softwares/R-4.0.2/library/StanHeaders/include/src/" -I"D:/Softwares/R-4.0.2/library/StanHeaders/include/" -I"C:/Users/tulipsliu/Documents/R/win-library/4.0/RcppParallel/include/" -I"D:/Softwares/R-4.0.2/library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DBOOST_NO_AUTO_PTR -include "D:/Softwares/R-4.0.2/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp" -std=c++1y
>> Program source :
1 :
2 : // includes from the plugin
3 : // [[Rcpp::plugins(cpp14)]]
4 :
5 :
6 : // user includes
7 : #include <Rcpp.h>
8 : #include <rstan/io/rlist_ref_var_context.hpp>
9 : #include <rstan/io/r_ostream.hpp>
10 : #include <rstan/stan_args.hpp>
11 : #include <boost/integer/integer_log2.hpp>
12 : // Code generated by Stan version 2.21.0
13 :
14 : #include <stan/model/model_header.hpp>
15 :
16 : namespace model15d040116c93_cd2c3fff62fe816545ca31c72f3a930a_namespace {
17 :
18 : using std::istream;
19 : using std::string;
20 : using std::stringstream;
21 : using std::vector;
22 : using stan::io::dump;
23 : using stan::math::lgamma;
24 : using stan::model::prob_grad;
25 : using namespace stan::math;
26 :
27 : static int current_statement_begin__;
28 :
29 : stan::io::program_reader prog_reader__() {
30 : stan::io::program_reader reader;
31 : reader.add_event(0, 0, "start", "model15d040116c93_cd2c3fff62fe816545ca31c72f3a930a");
32 : reader.add_event(38, 36, "end", "model15d040116c93_cd2c3fff62fe816545ca31c72f3a930a");
33 : return reader;
34 : }
35 :
36 : class model15d040116c93_cd2c3fff62fe816545ca31c72f3a930a
37 : : public stan::model::model_base_crtp<model15d040116c93_cd2c3fff62fe816545ca31c72f3a930a> {
38 : private:
39 : int myT;
40 : vector_d M;
41 : double lambda;
42 : double nu;
43 : int Mx;
44 : vector_d Y;
45 : std::vector<int> YEAR;
46 : vector_d SIGMAy;
47 : matrix_d C;
48 : public:
49 : model15d040116c93_cd2c3fff62fe816545ca31c72f3a930a(rstan::io::rlist_ref_var_context& context__,
50 : std::ostream* pstream__ = 0)
51 : : model_base_crtp(0) {
52 : ctor_body(context__, 0, pstream__);
53 : }
54 :
55 : model15d040116c93_cd2c3fff62fe816545ca31c72f3a930a(stan::io::var_context& context__,
56 : unsigned int random_seed__,
57 : std::ostream* pstream__ = 0)
58 : : model_base_crtp(0) {
59 : ctor_body(context__, random_seed__, pstream__);
60 : }
61 :
62 : void ctor_body(stan::io::var_context& context__,
63 : unsigned int random_seed__,
64 : std::ostream* pstream__) {
65 : typedef double local_scalar_t__;
66 :
67 : boost::ecuyer1988 base_rng__ =
68 : stan::services::util::create_rng(random_seed__, 0);
69 : (void) base_rng__; // suppress unused var warning
70 :
71 : current_statement_begin__ = -1;
72 :
73 : static const char* function__ = "model15d040116c93_cd2c3fff62fe816545ca31c72f3a930a_namespace::model15d040116c93_cd2c3fff62fe816545ca31c72f3a930a";
74 : (void) function__; // dummy to suppress unused var warning
75 : size_t pos__;
76 : (void) pos__; // dummy to suppress unused var warning
77 : std::vector<int> vals_i__;
78 : std::vector<double> vals_r__;
79 : local_scalar_t__
426 : try {
427 : // declare and define transformed parameters
428 : current_statement_begin__ = 19;
429 : validate_non_negative_index("L", "myT", myT);
430 : validate_non_negative_index("L", "myT", myT);
431 : Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic> L(myT, myT);
432 : stan::math::initialize(L, DUMMY_VAR__);
433 : stan::math::fill(L, DUMMY_VAR__);
434 :
435 : current_statement_begin__ = 20;
436 : double d;
437 : (void) d; // dummy to suppress unused var warning
438 : stan::math::initialize(d, DUMMY_VAR__);
439 : stan::math::fill(d, DUMMY_VAR__);
440 :
441 : current_statement_begin__ = 21;
442 : double fpart3;
443 : (void) fpart3; // dummy to suppress unused var warning
444 : stan::math::initialize(fpart3, DUMMY_VAR__);
445 : stan::math::fill(fpart3, DUMMY_VAR__);
446 :
447 : current_statement_begin__ = 22;
448 : validate_non_negative_index("f", "myT", myT);
449 : Eigen::Matrix<double, Eigen::Dynamic, 1> f(myT);
450 : stan::math::initialize(f, DUMMY_VAR__);
451 : stan::math::fill(f, DUMMY_VAR__);
452 :
453 : // do transformed parameters statements
454 : current_statement_begin__ = 24;
455 : stan::math::assign(L, cholesky_decompose(C));
456 : current_statement_begin__ = 25;
457 : stan::math::assign(f, add(M, multiply(L, tmpf)));
458 :
459 : if (!include_gqs__ && !include_tparams__) return;
460 : // validate transformed parameters
461 : const char* function__ = "validate transformed params";
462 : (void) function__; // dummy to suppress unused var warning
463 :
464 : // write transformed parameters
465 : if (include_tparams__) {
466 : size_t L_j_2_max__ = myT;
467 : size_t L_j_1_max__ = myT;
468 : for (size_t j_2__ = 0; j_2__ < L_j_2_max__; ++j_2__) {
469 : for (size_t j_1__ = 0; j_1__ < L_j_1_max__; ++j_1__) {
470 : vars__.push_back(L(j_1__, j_2__));
471 : }
472 : }
473 : vars__.push_back(d);
474 : vars__.push_back(fpart3);
475 : size_t f_j_1_max__ = myT;
476 : for (size_t j_1__ = 0; j_1__ < f_j_1_max__; ++j_1__) {
477 : vars__.push_back(f(j_1__));
478 : }
479 : }
480 : if (!include_gqs__) return;
481 : } catch (const std::exception& e) {
482 : stan::lang::rethrow_located(e, current_statement_begin__, prog_reader__());
483 : // Next line prevents compiler griping about no return
484 : throw std::runtime_error("*** IF YOU SEE THIS, PLEASE REPORT A BUG ***");
485 : }
486 : }
487 :
488 : template <typename RNG>
489 : void write_array(RNG& base_rng,
490 : Eigen::Matrix<double,Eigen::Dynamic,1>& params_r,
491 : Eigen::Matrix<double,Eigen::Dynamic,1>& vars,
492 : bool include_tparams = true,
493 : bool include_gqs = true,
494 : std::ostream* pstream = 0) const {
495 : std::vector<double> params_r_vec(params_r.size());
496 : for (int i = 0; i < params_r.size(); ++i)
497 : params_r_vec[i] = params_r(i);
498 : std::vector<double> vars_vec;
499 : std::vector<int> params_i_vec;
500 : write_array(base_rng, params_r_vec, params_i_vec, vars_vec, include_tparams, include_gqs, pstream);
510 :
511 : void constrained_param_names(std::vector<std::string>& param_names__,
512 : bool include_tparams__ = true,
513 : bool include_gqs__ = true) const {
514 : std::stringstream param_name_stream__;
515 : size_t tmpf_j_1_max__ = myT;
516 : for (size_t j_1__ = 0; j_1__ < tmpf_j_1_max__; ++j_1__) {
517 : param_name_stream__.str(std::string());
518 : param_name_stream__ << "tmpf" << '.' << j_1__ + 1;
519 : param_names__.push_back(param_name_stream__.str());
520 : }
521 :
522 : if (!include_gqs__ && !include_tparams__) return;
523 :
524 : if (include_tparams__) {
525 : size_t L_j_2_max__ = myT;
526 : size_t L_j_1_max__ = myT;
527 : for (size_t j_2__ = 0; j_2__ < L_j_2_max__; ++j_2__) {
528 : for (size_t j_1__ = 0; j_1__ < L_j_1_max__; ++j_1__) {
529 : param_name_stream__.str(std::string());
530 : param_name_stream__ << "L" << '.' << j_1__ + 1 << '.' << j_2__ + 1;
531 : param_names__.push_back(param_name_stream__.str());
532 : }
533 : }
534 : param_name_stream__.str(std::string());
535 : param_name_stream__ << "d";
536 : param_names__.push_back(param_name_stream__.str());
537 : param_name_stream__.str(std::string());
538 : param_name_stream__ << "fpart3";
539 : param_names__.push_back(param_name_stream__.str());
540 : size_t f_j_1_max__ = myT;
541 : for (size_t j_1__ = 0; j_1__ < f_j_1_max__; ++j_1__) {
542 : param_name_stream__.str(std::string());
543 : param_name_stream__ << "f" << '.' << j_1__ + 1;
544 : param_names__.push_back(param_name_stream__.str());
545 : }
546 : }
547 :
548 : if (!include_gqs__) return;
549 : }
550 :
551 :
552 : void unconstrained_param_names(std::vector<std::string>& param_names__,
553 : bool include_tparams__ = true,
554 : bool include_gqs__ = true) const {
555 : std::stringstream param_name_stream__;
556 : size_t tmpf_j_1_max__ = myT;
557 : for (size_t j_1__ = 0; j_1__ < tmpf_j_1_max__; ++j_1__) {
558 : param_name_stream__.str(std::string());
559 : param_name_stream__ << "tmpf" << '.' << j_1__ + 1;
560 : param_names__.push_back(param_name_stream__.str());
561 : }
562 :
param_names__.push_back(param_name_stream__.str());
573 : }
574 : }
575 : param_name_stream__.str(std::string());
576 : param_name_stream__ << "d";
577 : param_names__.push_back(param_name_stream__.str());
578 : param_name_stream__.str(std::string());
579 : param_name_stream__ << "fpart3";
580 : param_names__.push_back(param_name_stream__.str());
581 : size_t f_j_1_max__ = myT;
582 : for (size_t j_1__ = 0; j_1__ < f_j_1_max__; ++j_1__) {
583 : param_name_stream__.str(std::string());
584 : param_name_stream__ << "f" << '.' << j_1__ + 1;
585 : param_names__.push_back(param_name_stream__.str());
586 : }
587 : }
588 :
589 : if (!include_gqs__) return;
590 : }
591 :
592 : }; // model
593 :
594 : } // namespace
610 :
611 :
612 : #include <rstan_next/stan_fit.hpp>
613 :
614 : struct stan_model_holder {
615 : stan_model_holder(rstan::io::rlist_ref_var_context rcontext,
616 : unsigned int random_seed)
617 : : rcontext_(rcontext), random_seed_(random_seed)
618 : {
619 : }
620 :
621 : //stan::math::ChainableStack ad_stack;
622 : rstan::io::rlist_ref_var_context rcontext_;
623 : unsigned int random_seed_;
624 : };
625 :
626 : Rcpp::XPtr<stan::model::model_base> model_ptr(stan_model_holder* smh) {
627 : Rcpp::XPtr<stan::model::model_base> model_instance(new stan_model(smh->rcontext_, smh->random_seed_), true);
628 : return model_instance;
629 : }
630 :
631 : Rcpp::XPtr<rstan::stan_fit_base> fit_ptr(stan_model_holder* smh) {
632 : return Rcpp::XPtr<rstan::stan_fit_base>(new rstan::stan_fit(model_ptr(smh), smh->random_seed_), true);
648 :
649 : // declarations
650 : extern "C" {
651 : SEXP file15d0544912ed( ) ;
652 : }
653 :
654 : // definition
655 :
656 : SEXP file15d0544912ed( ){
657 : return Rcpp::wrap("cd2c3fff62fe816545ca31c72f3a930a");
658 : }
659 :
660 :
make cmd is
make -f "D:/SOFTWA~1/R-40~1.2/etc/x64/Makeconf" -f "D:/SOFTWA~1/R-40~1.2/share/make/winshlib.mk" CXX='$(CXX14) $(CXX14STD)' CXXFLAGS='$(CXX14FLAGS)' CXXPICFLAGS='$(CXX14PICFLAGS)' SHLIB_LDFLAGS='$(SHLIB_CXX14LDFLAGS)' SHLIB_LD='$(SHLIB_CXX14LD)' SHLIB="file15d0544912ed.dll" WIN=64 TCLBIN=64 ob jectS="file15d0544912ed.o"
make would use
"C:/rtools40/mingw64/bin/"g++ -std=gnu++14 -I"D:/SOFTWA~1/R-40~1.2/include" -DNDEBUG -I"C:/Users/tulipsliu/Documents/R/win-library/4.0/Rcpp/include/" -I"D:/Softwares/R-4.0.2/library/RcppEigen/include/" -I"D:/Softwares/R-4.0.2/library/RcppEigen/include/unsupported" -I"D:/Softwares/R-4.0.2/library/BH/include" -I"D:/Softwares/R-4.0.2/library/StanHeaders/include/src/" -I"D:/Softwares/R-4.0.2/library/StanHeaders/include/" -I"C:/Users/tulipsliu/Documents/R/win-library/4.0/RcppParallel/include/" -I"D:/Softwares/R-4.0.2/library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DBOOST_NO_AUTO_PTR -include "D:/Softwares/R-4.0.2/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp" -std=c++1y -O2 -Wall -mfpmath=sse -msse2 -mstackrealign -c file15d0544912ed.cpp -o file15d0544912ed.o
if test "zfile15d0544912ed.o" != "z"; then \
if test -e "file15d0544912ed-win.def"; then \
echo "C:/rtools40/mingw64/bin/"g++ -shared -s -static-libgcc -o file15d0544912ed.dll file15d0544912ed-win.def file15d0544912ed.o "D:/Softwares/R-4.0.2/library/rstan/lib/x64/libStanServices.a" -L"D:/Softwares/R-4.0.2/library/StanHeaders/libs/x64" -lStanHeaders -L"C:/Users/tulipsliu/Documents/R/win-library/4.0/RcppParallel/lib/x64" -ltbb -L"D:/SOFTWA~1/R-40~1.2/bin/x64" -lR ; \
"C:/rtools40/mingw64/bin/"g++ -shared -s -static-libgcc -o file15d0544912ed.dll file15d0544912ed-win.def file15d0544912ed.o "D:/Softwares/R-4.0.2/library/rstan/lib/x64/libStanServices.a" -L"D:/Softwares/R-4.0.2/library/StanHeaders/libs/x64" -lStanHeaders -L"C:/Users/tulipsliu/Documents/R/win-library/4.0/RcppParallel/lib/x64" -ltbb -L"D:/SOFTWA~1/R-40~1.2/bin/x64" -lR ; \
"C:/rtools40/mingw64/bin/"g++ -shared -s -static-libgcc -o file15d0544912ed.dll tmp.def file15d0544912ed.o "D:/Softwares/R-4.0.2/library/rstan/lib/x64/libStanServices.a" -L"D:/Softwares/R-4.0.2/library/StanHeaders/libs/x64" -lStanHeaders -L"C:/Users/tulipsliu/Documents/R/win-library/4.0/RcppParallel/lib/x64" -ltbb -L"D:/SOFTWA~1/R-40~1.2/bin/x64" -lR ; \
rm -f tmp.def; \
fi \
教学结束
欢迎以后多交流。 我认为一个能开发 R 工具包以及实现MATLAB 和 FORTRAN 混合建模《动态宏观经济学》（DSGE 建模的）。 才算是有趣的。
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