Calling R from Matlab

• Install R.2.7.0 or newer. Make sure R.exe is in your windows path.

• Install and run the Rcom server

• Reboot matlab and put the following m-files in your path

• Optional: in R-2.7.0\bin make a file called "R.init" which contains startup commands, such as

  library(glasso)
  

• In matlab, type Rdemo. This should display

  b =
       1     4     9    16    25    36    49    64    81   100
  c =
       2     5    10    17    26    37    50    65    82   101
  

• You can also call R as a subprocess as follows

  !R --no-save   # at the matlab prompt
  q() #  at the R prompt to quit.
  

Trouble shooting

• If it's not working make sure the Dcom service is running under Control Panel --> Administrative Tools --> Services --> DCOM Server Process Launcher. You can start the service by right clicking and selecting 'start', (unless of course its already running) and have it always start on reboot by double clicking and changing the startup type to automatic.

• The Rsvr install creates a bunch of shortcuts under the R program folder on the start bar. One of these, "server 01 Basic Test" will test the connection to R - if that works we know the problem is between Matlab and Dcom and also unlikely to be a firewall problem.

Example

function precMat = glassoR(C, rho, useMBapprox)
% Use L1-linear regression to find markov blankets and then Lambda.
% Uses R code from http://www-stat.stanford.edu/~tibs/glasso/
openR;
evalR('C<-1') % must pre-declare variable before writing a matrix
evalR('L<-1') 
putRdata('C',C);
putRdata('rho',rho);
putRdata('useMBapprox', useMBapprox)
evalR('stuff <- glasso(C,rho=rho,approx=useMBapprox)'); 
evalR('L <- stuff$wi') % inverse covariance matrix
precMat = getRdata('L');
closeR;