I have a c++ class svol_leverage that inherits from an abstract base class BasePF (actually that's a type alias for something messy coming from a specialized class template).
Using the Rcpp modules vignette and this answer, I was able to use .factory to call methods of the base class in R:
install.packages("~/pfr_1.0.tar.gz", repos = NULL, type="source")
library(pfr)
mod <- new(BasePF, phi=.5, mu=.5, sigma=.5, rho=.5)
mod$getLogCondLike()
However, I need to expose more methods, and I've started having difficulty. Some base class methods don't have great signatures--their types aren't easily wrapped to R types.
For example, in BasePF there's a filter() method I need to call that accepts, among other things, std::vector<>s of std::function<>s, of ... I decide to write wrappers in the derived class: svol_leverage::update. This returns void and takes two doubles. Simple.
*How would I update the RCPP_MODULE macro to expose this derived clas method, though? This isn't cutting it:
#include "svol_leverage.h"
BasePF *newSvolLeverage(FLOATTYPE phi, FLOATTYPE mu, FLOATTYPE sigma, FLOATTYPE rho) {
return new svol_leverage(phi, mu, sigma, rho);
}
// Expose the svol leverage model class
// Recall FLOATTYPE is defined in the header we're including above
RCPP_MODULE(svol_leverage_module){
Rcpp::class_< BasePF >("BasePF")
.factory<FLOATTYPE,FLOATTYPE,FLOATTYPE,FLOATTYPE>(newSvolLeverage)
.method("getLogCondLike", &BasePF::getLogCondLike);
Rcpp::class_<svol_leverage>("svol_leverage")
.derives<BasePF>("BasePF")
.method("update", &svol_leverage::update);
}
It R CMD builds fine, but when I go to call the update() method on my R object, I get this:
mod$update(.1, .1)
Error in envRefInferField(x, what, getClass(class(x)), selfEnv) :
‘update’ is not a valid field or method name for reference class “Rcpp_BasePF”
I can get it available when I add .constructor to the Derived class, and then set up variables using the regular constructor (i.e. mod <- new(svol_leverage, phi=.5, mu=.5, sigma=.5, rho=.5). But these variables won't have access to the other method mod$lastLogCondLike(). So it's one or the other at the moment. How can I avoid this slicing behavior?
