原来R可以被java调用

 在试验中，为了求每天价格的波动率，我决定采用ARCH模型，细看了基本原理后，觉得自己去实现挺难的。我的系统是用java写的，遗憾的是找不到java写的ARCH源码，难道，我就真得要自己写了吗？幸运的是，我发现R中有这样的ARCH包，那么，我该如何更好的利用R呢，一个疑问升起，R能不能集成到我的java系统啊？答案是：yes！

        R是越来越火了，什么样的算法包都能找到，以前觉得matlab和sas是数据挖掘与分析领域的屠龙宝刀和倚天剑，那么R就是明教的圣火令了，也是一大神器。

        在R中有一个rJava的包，相当于，java调用R的接口，有这样的接口，那么java调用R中算法，便如举手之劳了。下面简单介绍下配置过程。

        1、下载和安装R软件；

        2、在命令窗口，输入：install.packages("rJava"),下载和安装rJava包；

        3、配置环境变量；注意这是r软件的安装文件里面的一些文件。这是我的相关配置：D:\R-2.11.1\library\rJava\jri ;  D:\R-2.11.1\bin ;

        4、引用用jar包到eclipse项目；三个包的名字分别是：JRI.jar\REngine.jar和JRIEngine.jar,在第二步下载的文件当中。

        5、就是写程序测试了。

        下面是个例子，把代码提出来，供参考：

        

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001importjava.io.*;

002importjava.awt.Frame;

003importjava.awt.FileDialog;

004  

005importjava.util.Enumeration;

006  

007importorg.rosuda.JRI.Rengine;

008importorg.rosuda.JRI.REXP;

009importorg.rosuda.JRI.RList;

010importorg.rosuda.JRI.RVector;

011importorg.rosuda.JRI.RMainLoopCallbacks;

012  

013classTextConsole implementsRMainLoopCallbacks

014{

015    publicvoidrWriteConsole(Rengine re, String text, intoType) {

016        System.out.print(text);

017    }

018      

019    publicvoidrBusy(Rengine re, intwhich) {

020        System.out.println("rBusy("+which+")");

021    }

022      

023    publicString rReadConsole(Rengine re, String prompt, intaddToHistory) {

024        System.out.print(prompt);

025        try{

026            BufferedReader br=newBufferedReader(newInputStreamReader(System.in));

027            String s=br.readLine();

028            return(s==null||s.length()==0)?s:s+"\n";

029        }catch(Exception e) {

030            System.out.println("jriReadConsole exception: "+e.getMessage());

031        }

032        returnnull;

033    }

034      

035    publicvoidrShowMessage(Rengine re, String message) {

036        System.out.println("rShowMessage \""+message+"\"");

037    }

038      

039    publicString rChooseFile(Rengine re, intnewFile) {

040    FileDialog fd =newFileDialog(newFrame(), (newFile==0)?"Select a file":"Select a new file", (newFile==0)?FileDialog.LOAD:FileDialog.SAVE);

041    fd.show();

042    String res=null;

043    if(fd.getDirectory()!=null) res=fd.getDirectory();

044    if(fd.getFile()!=null) res=(res==null)?fd.getFile():(res+fd.getFile());

045    returnres;

046    }

047      

048    publicvoid  rFlushConsole (Rengine re) {

049    }

050      

051    publicvoid  rLoadHistory  (Rengine re, String filename) {

052    }           

053      

054    publicvoid  rSaveHistory  (Rengine re, String filename) {

055    }           

056}

057  

058publicclassRtest {

059    publicstaticvoidmain(String[] args) {

060    // just making sure we have the right version of everything

061    if(!Rengine.versionCheck()) {

062        System.err.println("** Version mismatch - Java files don't match library version.");

063        System.exit(1);

064    }

065        System.out.println("Creating Rengine (with arguments)");

066        // 1) we pass the arguments from the command line

067        // 2) we won't use the main loop at first, we'll start it later

068        //    (that's the "false" as second argument)

069        // 3) the callbacks are implemented by the TextConsole class above

070        Rengine re=newRengine(args, false,newTextConsole());

071        System.out.println("Rengine created, waiting for R");

072        // the engine creates R is a new thread, so we should wait until it's ready

073        if(!re.waitForR()) {

074            System.out.println("Cannot load R");

075            return;

076        }

077  

078        /* High-level API - do not use RNI methods unless there is no other way

079            to accomplish what you want */

080        try{

081            REXP x;

082            re.eval("data(iris)",false);

083            System.out.println(x=re.eval("iris"));

084            // generic vectors are RVector to accomodate names

085            RVector v = x.asVector();

086            if(v.getNames()!=null) {

087                System.out.println("has names:");

088                for(Enumeration e = v.getNames().elements() ; e.hasMoreElements() ;) {

089                    System.out.println(e.nextElement());

090                }

091            }

092            // for compatibility with Rserve we allow casting of vectors to lists

093            RList vl = x.asList();

094            String[] k = vl.keys();

095            if(k!=null) {

096                System.out.println("and once again from the list:");

097                inti=0;while(i<k.length) System.out.println(k[i++]);

098            }           

099  

100            // get boolean array

101            System.out.println(x=re.eval("iris[[1]]>mean(iris[[1]])"));

102            // R knows about TRUE/FALSE/NA, so we cannot use boolean[] this way

103            // instead, we use int[] which is more convenient (and what R uses internally anyway)

104            int[] bi = x.asIntArray();

105            {

106                inti = 0;while(i<bi.length) { System.out.print(bi[i]==0?"F ":(bi[i]==1?"T ":"NA ")); i++; }

107                System.out.println("");

108            }

109              

110            // push a boolean array

111            booleanby[] = { true,false,false};

112            re.assign("bool", by);

113            System.out.println(x=re.eval("bool"));

114            // asBool returns the first element of the array as RBool

115            // (mostly useful for boolean arrays of the length 1). is should return true

116            System.out.println("isTRUE? "+x.asBool().isTRUE());

117  

118            // now for a real dotted-pair list:

119            System.out.println(x=re.eval("pairlist(a=1,b='foo',c=1:5)"));

120            RList l = x.asList();

121            if(l!=null) {

122                inti=0;

123                String [] a = l.keys();

124                System.out.println("Keys:");

125                while(i<a.length) System.out.println(a[i++]);

126                System.out.println("Contents:");

127                i=0;

128                while(i<a.length) System.out.println(l.at(i++));

129            }

130            System.out.println(re.eval("sqrt(36)"));

131        }catch(Exception e) {

132            System.out.println("EX:"+e);

133            e.printStackTrace();

134        }

135          

136        // Part 2 - low-level API - for illustration purposes only!

137        //System.exit(0);

138          

139        // simple assignment like a<-"hello" (env=0 means use R_GlobalEnv)

140        longxp1 = re.rniPutString("hello");

141        re.rniAssign("a", xp1,0);

142  

143        // Example: how to create a named list or data.frame

144        doubleda[] = {1.2,2.3,4.5};

145        doubledb[] = {1.4,2.6,4.2};

146        longxp3 = re.rniPutDoubleArray(da);

147        longxp4 = re.rniPutDoubleArray(db);

148          

149        // now build a list (generic vector is how that's called in R)

150        longla[] = {xp3, xp4};

151        longxp5 = re.rniPutVector(la);

152  

153        // now let's add names

154        String sa[] = {"a","b"};

155        longxp2 = re.rniPutStringArray(sa);

156        re.rniSetAttr(xp5,"names", xp2);

157  

158        // ok, we have a proper list now

159        // we could use assign and then eval "b<-data.frame(b)", but for now let's build it by hand:       

160        String rn[] = {"1","2","3"};

161        longxp7 = re.rniPutStringArray(rn);

162        re.rniSetAttr(xp5,"row.names", xp7);

163          

164        longxp6 = re.rniPutString("data.frame");

165        re.rniSetAttr(xp5,"class", xp6);

166          

167        // assign the whole thing to the "b" variable

168        re.rniAssign("b", xp5,0);

169          

170        {

171            System.out.println("Parsing");

172            longe=re.rniParse("data(iris)",1);

173            System.out.println("Result = "+e+", running eval");

174            longr=re.rniEval(e, 0);

175            System.out.println("Result = "+r+", building REXP");

176            REXP x=newREXP(re, r);

177            System.out.println("REXP result = "+x);

178        }

179        {

180            System.out.println("Parsing");

181            longe=re.rniParse("iris",1);

182            System.out.println("Result = "+e+", running eval");

183            longr=re.rniEval(e, 0);

184            System.out.println("Result = "+r+", building REXP");

185            REXP x=newREXP(re, r);

186            System.out.println("REXP result = "+x);

187        }

188        {

189            System.out.println("Parsing");

190            longe=re.rniParse("names(iris)",1);

191            System.out.println("Result = "+e+", running eval");

192            longr=re.rniEval(e, 0);

193            System.out.println("Result = "+r+", building REXP");

194            REXP x=newREXP(re, r);

195            System.out.println("REXP result = "+x);

196            String s[]=x.asStringArray();

197            if(s!=null) {

198                inti=0;while(i<s.length) { System.out.println("["+i+"] \""+s[i]+"\""); i++; }

199            }

200        }

201        {

202            System.out.println("Parsing");

203            longe=re.rniParse("rnorm(10)",1);

204            System.out.println("Result = "+e+", running eval");

205            longr=re.rniEval(e, 0);

206            System.out.println("Result = "+r+", building REXP");

207            REXP x=newREXP(re, r);

208            System.out.println("REXP result = "+x);

209            doubled[]=x.asDoubleArray();

210            if(d!=null) {

211                inti=0;while(i<d.length) { System.out.print(((i==0)?"":", ")+d[i]); i++; }

212                System.out.println("");

213            }

214            System.out.println("");

215        }

216        {

217            REXP x=re.eval("1:10");

218            System.out.println("REXP result = "+x);

219            intd[]=x.asIntArray();

220            if(d!=null) {

221                inti=0;while(i<d.length) { System.out.print(((i==0)?"":", ")+d[i]); i++; }

222                System.out.println("");

223            }

224        }

225  

226        re.eval("print(1:10/3)");

227          

228    if(true) {

229        // so far we used R as a computational slave without REPL

230        // now we start the loop, so the user can use the console

231        System.out.println("Now the console is yours ... have fun");

232        re.startMainLoop();

233    } else{

234        re.end();

235        System.out.println("end");

236    }

237    }

238}

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1输出结果如下：

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