使用包含索引的IntegerVector子集Rcpp :: DateVector？ 运算符[]重载

Question

Rcpp Users,

I am new to Rcpp. I would like to subset a DateVector using an IntegerVector that has the integer indices. However, a direct use of [] leads to error message:

no viable overloaded operator[] for type 'Rcpp:DateVector'.

Here is an illustrate example:

In cpp file - dv.cpp:

#include < Rcpp.h >

using namespace Rcpp;

// [[Rcpp::export]]
DataFrame subsetDateVector1(DataFrame df) {

  DateVector    dv = df["dv"];
  IntegerVector iv = df["iv"];

  for (int i = 0; i < dv.size(); i++) {
    dv[i] = dv[i] + 7;
  }

  IntegerVector idx = seq_len(2) - 1;

  // DateVector dv1 = dv[idx]; 
  // Q: cannot subset DateVector using IntegerVector? 
  // Any Reason? 
  // How to work around, efficiently?

  // my work around
  Function formatDate("format.Date");
  CharacterVector dvc(dv.size());
  for (int i = 0; i < dv.size(); i++) {
    dvc[i] = as<std::string>(formatDate(wrap(dv[i])));
  }
  CharacterVector dv1 = dvc[idx];

  IntegerVector iv1 = iv[idx];

  return (DataFrame::create(_["dv"] = dv1, _["iv"] = iv1));

}

In R file - dv.r:

# subsetting Rcpp::DateVector [Ex]

source("dv.cpp")

dv = Sys.Date() + -2:2

iv = 1:5

df = data.frame(dv = dv, iv = iv)

> df
          dv iv
1 2015-12-06  1
2 2015-12-07  2
3 2015-12-08  3
4 2015-12-09  4
5 2015-12-10  5

> subsetDateVector1(df)
          dv iv
1 2015-12-13  1
2 2015-12-14  2

I felt that the work around in subsetDateVector1 is not very efficient.

Any reason that DateVector dv1 = dv[idx]; not being implemented?

Any efficient way to take subset on DateVector based on indices?

Thanks in advances.

Answer 1

DateVector and DatetimeVector are a little apart in Rcpp and survive from the very earliest days (when they were accessed from RQuantLib). They should probably be deprecated and replaced by something better, but I have not yet gotten to that.

You can just work with the numeric Date (or Datetime) values in a NumericVector which also gives you the subsetting you want. The Rblpapi package has some examples---in essence I just place the POSIXct equivalent of fractional seconds since epoch into a NumericVector and then reclass it later to POSIXct .

Lastly, if I may, please don't do

  Function formatDate("format.Date");
  CharacterVector dvc(dv.size());
  for (int i = 0; i < dv.size(); i++) {
    dvc[i] = as<std::string>(formatDate(wrap(dv[i])));
  }

You can perfectly well format dates and times in C++. It is worth learning that.