Fix CRAN interface (#81)

* pass cran check

* fix billiard initialization, rounding shifting and seeding

* add seed to copula computations

R-proj/R/RcppExports.R

@@ -10,6 +10,7 @@
 #' @param sigma Optional. The \eqn{d\times d} symmetric positive semidefine matrix that describes the family of concentric ellipsoids centered at the origin.
 #' @param m The number of the slices for the copula. The default value is 100.
 #' @param n The number of points to sample. The default value is \eqn{5\cdot 10^5}.
+#' @param seed Optional. A fixed seed for the number generator.
 #'
 #' @references \cite{L. Cales, A. Chalkis, I.Z. Emiris, V. Fisikopoulos,
 #' \dQuote{Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises,} \emph{Proc. of Symposium on Computational Geometry, Budapest, Hungary,} 2018.}
@@ -31,8 +32,8 @@
 #' cop = copula(r1 = h, sigma = E, m = 10, n = 100000)
 #'
 #' @export
-copula <- function(r1 = NULL, r2 = NULL, sigma = NULL, m = NULL, n = NULL) {
-    .Call(`_volesti_copula`, r1, r2, sigma, m, n)
+copula <- function(r1 = NULL, r2 = NULL, sigma = NULL, m = NULL, n = NULL, seed = NULL) {
+    .Call(`_volesti_copula`, r1, r2, sigma, m, n, seed)
 }
 
 #' Sample perfect uniformly distributed points from well known convex bodies: (a) the unit simplex, (b) the canonical simplex, (c) the boundary of a hypersphere or (d) the interior of a hypersphere.

R-proj/R/compute_indicators.R

@@ -10,14 +10,15 @@
 #' @param n Optional. The number of points to sample. The default value is \eqn{5\cdot 10^5}.
 #' @param nwarning Optional. The number of consecutive indicators larger than 1 required to declare a warning period. The default value is 60.
 #' @param ncrisis Optional. The number of consecutive indicators larger than 1 required to declare a crisis period. The default value is 100.
+#' @param seed Optional. A fixed seed for the number generator.
 #'
 #' @references \cite{L. Cales, A. Chalkis, I.Z. Emiris, V. Fisikopoulos,
 #' \dQuote{Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises,} \emph{Proc. of Symposium on Computational Geometry, Budapest, Hungary,} 2018.}
 #'
 #' @return A list that contains the indicators and the corresponding vector that label each time period with respect to the market state: a) normal, b) crisis, c) warning.
 #'
 #' @export
-compute_indicators <- function(returns, win_length = NULL, m = NULL, n = NULL, nwarning = NULL, ncrisis = NULL) {
+compute_indicators <- function(returns, win_length = NULL, m = NULL, n = NULL, nwarning = NULL, ncrisis = NULL, seed = NULL) {
 
   if (is.null(win_length)) win_length = 60
   if (is.null(m)) m = 100
@@ -43,7 +44,7 @@ compute_indicators <- function(returns, win_length = NULL, m = NULL, n = NULL, n
       compRet[j] = compRet[j] - 1
     }
 
-    cop = copula(r1 = compRet, sigma = E, m = m, n = n)
+    cop = copula(r1 = compRet, sigma = E, m = m, n = n, seed = seed)
     blue_mass = 0
     red_mass = 0
 

R-proj/R/round_polytope.R

@@ -25,9 +25,9 @@
 #' Z = gen_rand_zonotope(2,6)
 #' ListZono = round_polytope(Z)
 #' @export
-round_polytope <- function(P){
+round_polytope <- function(P, seed = NULL){
 
-  ret_list = rounding(P)
+  ret_list = rounding(P, seed)
 
   #get the matrix that describes the polytope
   Mat = ret_list$Mat

R-proj/src/Makevars

@@ -1,4 +1,4 @@
-PKG_CPPFLAGS=-I../../external/boost -I../../external/LPsolve_src/run_headers -I../../external/minimum_ellipsoid -I../../include -I../../include/volume -I../../include/generators -I../../include/samplers -I../../include/annealing -I../../include/convex_bodies -I../../include/lp_oracles -I../../include/misc
+PKG_CPPFLAGS=-I../../external/boost -I../../external/LPsolve_src/run_headers -I../../external/minimum_ellipsoid -I../../include 
 PKG_CXXFLAGS= -lm -ldl -Wno-ignored-attributes -DBOOST_NO_AUTO_PTR
 CXX_STD = CXX11
 

R-proj/src/Makevars.win

@@ -1,4 +1,4 @@
-PKG_CPPFLAGS=-I../../external/boost -I../../external/LPsolve_src/run_headers -I../../external/minimum_ellipsoid -I../../include -I../../include/volume -I../../include/generators -I../../include/samplers -I../../include/annealing -I../../include/convex_bodies -I../../include/lp_oracles -I../../include/misc
+PKG_CPPFLAGS=-I../../external/boost -I../../external/LPsolve_src/run_headers -I../../external/minimum_ellipsoid -I../../include 
 PKG_CXXFLAGS= -lm -ldl -Wno-ignored-attributes -DBOOST_NO_AUTO_PTR
 CXX_STD = CXX11
 

R-proj/src/copula.cpp

@@ -10,7 +10,7 @@
 #include <Rcpp.h>
 #include <RcppEigen.h>
 #include <chrono>
-#include "ellipsoids.h"
+#include "convex_bodies/ellipsoids.h"
 #include "cartesian_geom/cartesian_kernel.h"
 #include <boost/random.hpp>
 #include <boost/random/uniform_int.hpp>
@@ -26,6 +26,7 @@
 //' @param sigma Optional. The \eqn{d\times d} symmetric positive semidefine matrix that describes the family of concentric ellipsoids centered at the origin.
 //' @param m The number of the slices for the copula. The default value is 100.
 //' @param n The number of points to sample. The default value is \eqn{5\cdot 10^5}.
+//' @param seed Optional. A fixed seed for the number generator.
 //'
 //' @references \cite{L. Cales, A. Chalkis, I.Z. Emiris, V. Fisikopoulos,
 //' \dQuote{Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises,} \emph{Proc. of Symposium on Computational Geometry, Budapest, Hungary,} 2018.}
@@ -52,7 +53,8 @@ Rcpp::NumericMatrix copula (Rcpp::Nullable<Rcpp::NumericVector> r1 = R_NilValue,
                             Rcpp::Nullable<Rcpp::NumericVector> r2 = R_NilValue,
                             Rcpp::Nullable<Rcpp::NumericMatrix> sigma = R_NilValue,
                             Rcpp::Nullable<unsigned int> m = R_NilValue,
-                            Rcpp::Nullable<unsigned int> n = R_NilValue){
+                            Rcpp::Nullable<unsigned int> n = R_NilValue,
+                            Rcpp::Nullable<double> seed = R_NilValue){
 
     typedef double NT;
     typedef Cartesian<NT>    Kernel;
@@ -71,6 +73,8 @@ Rcpp::NumericMatrix copula (Rcpp::Nullable<Rcpp::NumericVector> r1 = R_NilValue,
         numpoints = Rcpp::as<unsigned int>(n);
     }
 
+    double seed3 = (!seed.isNotNull()) ? std::numeric_limits<double>::signaling_NaN() : Rcpp::as<double>(seed);
+
     Rcpp::NumericMatrix copula(num_slices, num_slices);
     std::vector<std::vector<NT> > StdCopula;
     unsigned int dim = Rcpp::as<std::vector<NT> >(r1).size(), i, j;
@@ -85,7 +89,7 @@ Rcpp::NumericMatrix copula (Rcpp::Nullable<Rcpp::NumericVector> r1 = R_NilValue,
     if (r2.isNotNull()) {
 
         std::vector <NT> hyp2 = Rcpp::as < std::vector < NT > > (r2);
-        StdCopula = twoParHypFam<Point, RNGType>(dim, numpoints, num_slices, hyp1, hyp2);
+        StdCopula = twoParHypFam<Point, RNGType>(dim, numpoints, num_slices, hyp1, hyp2, seed3);
 
     } else if (sigma.isNotNull()) {
 
@@ -97,7 +101,7 @@ Rcpp::NumericMatrix copula (Rcpp::Nullable<Rcpp::NumericVector> r1 = R_NilValue,
             }
         }
         CopEll Ell(Gin);
-        StdCopula = hypfam_ellfam<Point, RNGType >(dim, numpoints, num_slices, hyp1, Ell);
+        StdCopula = hypfam_ellfam<Point, RNGType >(dim, numpoints, num_slices, hyp1, Ell, seed3);
     } else {
 
         throw Rcpp::exception("Wrong inputs");

R-proj/src/direct_sampling.cpp

@@ -68,7 +68,6 @@ Rcpp::NumericMatrix direct_sampling(Rcpp::Nullable<Rcpp::List> body = R_NilValue
 
     if (seed.isNotNull()) {
         unsigned seed2 = std::chrono::system_clock::now().time_since_epoch().count();
-        std::cout<<"seed = "<<seed2<<std::endl;
         rng.set_seed(seed2);
     }
     double seed3 = (!seed.isNotNull()) ? std::numeric_limits<double>::signaling_NaN() : Rcpp::as<double>(seed);

R-proj/src/rounding.cpp

@@ -92,33 +92,27 @@ Rcpp::List rounding (Rcpp::Reference P, Rcpp::Nullable<double> seed = R_NilValue
     switch (type) {
         case 1: {
             if (cdhr) {
-                round_res = round_polytope<CDHRWalk, MT, VT>(HP, InnerBall, walkL,
-                                                                                                  rng);
+                round_res = round_polytope<CDHRWalk, MT, VT>(HP, InnerBall, walkL, rng);
             } else {
-                round_res = round_polytope<BilliardWalk, MT, VT>(HP, InnerBall, walkL,
-                                                                                                  rng);
+                round_res = round_polytope<BilliardWalk, MT, VT>(HP, InnerBall, walkL, rng);
             }
             Mat = extractMatPoly(HP);
             break;
         }
         case 2: {
             if (cdhr) {
-                round_res = round_polytope<CDHRWalk, MT, VT>(VP, InnerBall, walkL,
-                                                                                                  rng);
+                round_res = round_polytope<CDHRWalk, MT, VT>(VP, InnerBall, walkL, rng);
             } else {
-                round_res = round_polytope<BilliardWalk, MT, VT>(VP, InnerBall, walkL,
-                                                                                                      rng);
+                round_res = round_polytope<BilliardWalk, MT, VT>(VP, InnerBall, walkL, rng);
             }
             Mat = extractMatPoly(VP);
             break;
         }
         case 3: {
             if (cdhr) {
-                round_res = round_polytope<CDHRWalk, MT, VT>(ZP, InnerBall, walkL,
-                                                                                                  rng);
+                round_res = round_polytope<CDHRWalk, MT, VT>(ZP, InnerBall, walkL, rng);
             } else {
-                round_res = round_polytope<BilliardWalk, MT, VT>(ZP, InnerBall, walkL,
-                                                                                                      rng);
+                round_res = round_polytope<BilliardWalk, MT, VT>(ZP, InnerBall, walkL, rng);
             }
             Mat = extractMatPoly(ZP);
             break;

R-proj/src/volume.cpp

@@ -14,11 +14,11 @@
 #include <boost/random/normal_distribution.hpp>
 #include <boost/random/uniform_real_distribution.hpp>
 #include "random_walks/random_walks.hpp"
-#include "volume_cooling_gaussians.hpp"
-#include "volume_sequence_of_balls.hpp"
-#include "volume_cooling_gaussians.hpp"
-#include "volume_cooling_balls.hpp"
-#include "volume_cooling_hpoly.hpp"
+#include "volume/volume_cooling_gaussians.hpp"
+#include "volume/volume_sequence_of_balls.hpp"
+#include "volume/volume_cooling_gaussians.hpp"
+#include "volume/volume_cooling_balls.hpp"
+#include "volume/volume_cooling_hpoly.hpp"
 
 
 template <typename Polytope,  typename RNGType,  typename NT>