Java调用R语言实战-CSDN博客

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：

 
   001import java.io.*; 
 
   002import java.awt.Frame; 
 
   003import java.awt.FileDialog; 
 
   004  
 
   005import java.util.Enumeration; 
 
   006  
 
   007import org.rosuda.JRI.Rengine; 
 
   008import org.rosuda.JRI.REXP; 
 
   009import org.rosuda.JRI.RList; 
 
   010import org.rosuda.JRI.RVector; 
 
   011import org.rosuda.JRI.RMainLoopCallbacks; 
 
   012  
 
   013class TextConsole implements RMainLoopCallbacks 
 
   014{ 
 
   015    public void rWriteConsole(Rengine re, String text, int oType) { 
 
   016        System.out.print(text); 
 
   017    }  
 
   018      
 
   019    public void rBusy(Rengine re, int which) { 
 
   020        System.out.println("rBusy("+which+")"); 
 
   021    }  
 
   022      
 
   023    public String rReadConsole(Rengine re, String prompt, int addToHistory) { 
 
   024        System.out.print(prompt); 
 
   025        try { 
 
   026            BufferedReader br=new BufferedReader(new InputStreamReader(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        return null; 
 
   033    }  
 
   034      
 
   035    public void rShowMessage(Rengine re, String message) { 
 
   036        System.out.println("rShowMessage \""+message+"\""); 
 
   037    }  
 
   038      
 
   039    public String rChooseFile(Rengine re, int newFile) { 
 
   040    FileDialog fd = new FileDialog(new Frame(), (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    return res; 
 
   046    }  
 
   047      
 
   048    public void   rFlushConsole (Rengine re) { 
 
   049    }  
 
   050      
 
   051    public void   rLoadHistory  (Rengine re, String filename) { 
 
   052    }            
 
   053      
 
   054    public void   rSaveHistory  (Rengine re, String filename) { 
 
   055    }            
 
   056} 
 
   057  
 
   058public class Rtest { 
 
   059    public static void main(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=new Rengine(args, false, new TextConsole()); 
 
   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                int i=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                int i = 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            boolean by[] = { 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                int i=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        long xp1 = re.rniPutString("hello"); 
 
   141        re.rniAssign("a", xp1, 0); 
 
   142  
 
   143        // Example: how to create a named list or data.frame 
 
   144        double da[] = {1.2, 2.3, 4.5}; 
 
   145        double db[] = {1.4, 2.6, 4.2}; 
 
   146        long xp3 = re.rniPutDoubleArray(da); 
 
   147        long xp4 = re.rniPutDoubleArray(db); 
 
   148          
 
   149        // now build a list (generic vector is how that's called in R) 
 
   150        long la[] = {xp3, xp4}; 
 
   151        long xp5 = re.rniPutVector(la); 
 
   152  
 
   153        // now let's add names 
 
   154        String sa[] = {"a","b"}; 
 
   155        long xp2 = 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        long xp7 = re.rniPutStringArray(rn); 
 
   162        re.rniSetAttr(xp5, "row.names", xp7); 
 
   163          
 
   164        long xp6 = 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            long e=re.rniParse("data(iris)", 1); 
 
   173            System.out.println("Result = "+e+", running eval"); 
 
   174            long r=re.rniEval(e, 0); 
 
   175            System.out.println("Result = "+r+", building REXP"); 
 
   176            REXP x=new REXP(re, r); 
 
   177            System.out.println("REXP result = "+x); 
 
   178        } 
 
   179        { 
 
   180            System.out.println("Parsing"); 
 
   181            long e=re.rniParse("iris", 1); 
 
   182            System.out.println("Result = "+e+", running eval"); 
 
   183            long r=re.rniEval(e, 0); 
 
   184            System.out.println("Result = "+r+", building REXP"); 
 
   185            REXP x=new REXP(re, r); 
 
   186            System.out.println("REXP result = "+x); 
 
   187        } 
 
   188        { 
 
   189            System.out.println("Parsing"); 
 
   190            long e=re.rniParse("names(iris)", 1); 
 
   191            System.out.println("Result = "+e+", running eval"); 
 
   192            long r=re.rniEval(e, 0); 
 
   193            System.out.println("Result = "+r+", building REXP"); 
 
   194            REXP x=new REXP(re, r); 
 
   195            System.out.println("REXP result = "+x); 
 
   196            String s[]=x.asStringArray(); 
 
   197            if (s!=null) { 
 
   198                int i=0; while (i<s.length) { System.out.println("["+i+"] \""+s[i]+"\""); i++; } 
 
   199            } 
 
   200        } 
 
   201        { 
 
   202            System.out.println("Parsing"); 
 
   203            long e=re.rniParse("rnorm(10)", 1); 
 
   204            System.out.println("Result = "+e+", running eval"); 
 
   205            long r=re.rniEval(e, 0); 
 
   206            System.out.println("Result = "+r+", building REXP"); 
 
   207            REXP x=new REXP(re, r); 
 
   208            System.out.println("REXP result = "+x); 
 
   209            double d[]=x.asDoubleArray(); 
 
   210            if (d!=null) { 
 
   211                int i=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            int d[]=x.asIntArray(); 
 
   220            if (d!=null) { 
 
   221                int i=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}

1 输出结果如下：

1 <A id=ematt:138 class=highslide href="/content/uploadfile/201208/f3ccdd27d2000e3f9255a7e3e2c4880020120804140622.jpg" target=_blank getParams="null" jQuery1346517118937="6"><IMG border=0 alt=点击查看原图 src="/content/uploadfile/201208/thum-f3ccdd27d2000e3f9255a7e3e2c4880020120804140622.jpg"></A>

原来R可以被java调用