forecast.HoltWinters is not getting mapped into C++ - c++

Question

Based on the example code I was trying to run forecast method using c++ and RInside , but I am getting Read 100 items
Exception caught: not a matrix
Can somebody please take a look at my code.
#include <RInside.h>
int main ( int argc, char **argv) {
try {
// create an embedded R instance
RInside R ( argc, argv);
std::string txt =
"rain <- scan(\"http://robjhyndman.com/tsdldata/hurst/precip1.dat\",skip=1);"
"rainseries <- ts(rain,start=c(1813));"
"rainseriesforecasts <- HoltWinters(rainseries, beta=FALSE, gamma=FALSE);"
"suppressMessages(require(forecast));";
R.parseEvalQ(txt); // eval command, no return
Rcpp::NumericMatrix M((SEXP)R.parseEval("rainseriesforecasts2 <- forecast.HoltWinters(rainseriesforecasts, h=8)"));
Rcpp::StringVector cnames( (SEXP) R.parseEval("colnames(rainseriesforecasts2)"));
Rcpp::StringVector rnames( (SEXP) R.parseEval("rownames(rainseriesforecasts2)"));
std::cout << "\n\nAnd now from C++\n\n\t\t\t";
for (int i=0; i<cnames.size(); i++) {
std::cout << std::setw(11) << cnames[i] << "\t";
}
std::cout << std::endl;
for (int i=0; i<rnames.size(); i++) {
std::cout << std::setw(16) << rnames[i] << "\t";
for (int j=0; j<cnames.size(); j++) {
std::cout << std::setw(11) << M(i,j) << "\t";
}
std::cout << std::endl;
}
std::cout << std::endl;
} catch(std::exception& ex) {
std::cerr << "Exception caught: " << ex.what() << std::endl;
} catch(...) {
std::cerr << "Unknown exception caught" << std::endl;
}
}

Answer 1

This looks like a straight-up adaptation of one of the over a dozen examples I have included in the RInside sources -- so that is a good starting point.
The error you quote is an R error, not a C++ error so I would start by trying the few lines of R code by themselves in R. Pay particular attention to the class() of the returns you want to assign to make sure you do cast it to the right C++ types.
Edit: Ok, had some time to look at it. You were close, but as I suspected the types from the forecast package get in the way. Try this:
R.parseEvalQ(txt); // eval command, no return
Rcpp::NumericMatrix M((SEXP)R.parseEval("rainseriesforecasts2 <- as.matrix(as.data.frame(forecast.HoltWinters(rainseriesforecasts, h=8)))"));
Rcpp::StringVector cnames( (SEXP) R.parseEval("colnames(as.data.frame(rainseriesforecasts2))"));
Rcpp::StringVector rnames( (SEXP) R.parseEval("rownames(as.data.frame(rainseriesforecasts2))"));
and with that it works for me:
edd#dexter:~/svn/rinside/pkg/inst/examples/standard$ ./rinside_sample12
Read 100 items
And now from C++
Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
1913 24.6782 19.1749 30.1815 16.2617 33.0947
1914 24.6782 19.1733 30.1831 16.2592 33.0972
1915 24.6782 19.1717 30.1847 16.2568 33.0996
1916 24.6782 19.1701 30.1863 16.2543 33.102
1917 24.6782 19.1685 30.1879 16.2519 33.1045
1918 24.6782 19.1669 30.1895 16.2495 33.1069
1919 24.6782 19.1653 30.1911 16.247 33.1094
1920 24.6782 19.1637 30.1926 16.2446 33.1118
edd#dexter:~/svn/rinside/pkg/inst/examples/standard$