Examples in R programming

กก

**********************************************************************************************************************

How to call Fortran program in R

Environment of my computer: Window XP, Compaq Visual Fortran 6.5, R2.7.2 (2008-08-25)

  1. Compile a Fortran program, and make sure there is no error. The following file is saved as "C:\temp\example.f90".
    Subroutine ligd(n,x)
    !DEC$ ATTRIBUTES DLLEXPORT::ligd
    !DEC$ ATTRIBUTES C, REFERENCE, ALIAS:'ligd_'::ligd

    implicit none
    integer n,i
    real*8 x(n)

    do i=1,n
    x(i)=x(i)*x(i)
    end do
    return
    End Subroutine ligd

    The following two lines in the above example are compulsory:

  2. Open DOS windows, and use the line, , to generate the file "example.dll". Note that it will also generate other files, but only "example.dll" is useful for R.
  3. In the following R program, "dyn.load" is used to load the Fortran subroutine, "is.loaded" is used to check whether the subroutine is loaded, "dyn.unload" is used to unload the Fortran subroutine. Finally, the vector "y" is updated by ".Fortran", and hence stores the returned data.

Some other related webpages: using external compiler with R at UWO, Canada (D. Murdoch's webpage), calling C & Fortran from R at UMN, USA (C. Geyer's webpage), calling Fortran function from R at Acadia University, Canada, how to Fortran 95 code in R at Gunnar's blog, Denmark

**********************************************************************************************************************

Some examples in R plot

Example 1:

Programs: X <- c(1:1000)*0.01-5; Density <- dnorm(X); T1 <- dt(X,1);
plot(x=X,y=Density,type='l',xlab="X-axis",ylab="Density",xlim=c(-5,5),ylim=c(0,0.4),col='2'); lines(x=X,y=T1,col='3');
legend(3,0.3,c("N(0,1)","df=1"),col=c(2,3),lty=c(1,1),title="Degrees")
Output:

**********************************************************************************************************************

Some interesting R programs

Example 1: This example is used to draw a scatterplot-like picture to check the latest exchange rates of several important currencies.

library(tseries)
Exchange.Rate <- function(currency=c('USD','EUR','JPY'),days=100){
 tempy <- c(0,1); tempx<-c(0,1)
 par(mfrow=c(length(currency),length(currency)),mai=c(0.01,0.25,0,0))
 for(i in 1:length(currency)){
 for(j in 1:length(currency)){
  if(i==j){plot(y=tempy,x=tempx); text(0.5,0.5,paste(currency[i],'to(row)'))}
  else{
  temp.curr <- paste(currency[i],'/',currency[j],sep='')
  x <- get.hist.quote(instrument = temp.curr, provider = "oanda",start = Sys.Date() - days)
  plot(x,xlab='',ylab='')
 }}}
par(mfrow=c(1,1))
}

Example 2: This example is used to draw a plot for a stock with closing price and volume.

library(tseries)
Stocks <- function(stock='0005.HK',days=100){
x <- get.hist.quote(instrument=stock,provider='yahoo',
                    quote = c("Close","Volume"),
                    start = Sys.Date() - days)
x$Volume <- x$Volume/1000000
plot(x,main=stock)
}

Stocks('0005.HK',100); Stocks('1088.HK',100); Stocks('^HSI',100);

**********************************************************************************************************************

กก