Running R function with rpy2

main.py

# obtained with priceless help from Olivier Grisel
# rpy2 is available via pip: pip install rpy2
import numpy as np
from rpy2 import robjects
import rpy2.robjects.packages as rpackages
from rpy2.robjects import numpy2ri
from rpy2.robjects import pandas2ri

# we use function ltsReg of package robustbase
if __name__ == "__main__":
    X = np.random.rand(50, 20)
    y = np.random.randn(50)
    numpy2ri.activate()
    pandas2ri.activate()

    utils = rpackages.importr('utils')
    utils.chooseCRANmirror(ind=1)  # select the first mirror in the list
    if not rpackages.isinstalled('robustbase'):
        utils.install_packages("robustbase")
    ltsReg = rpackages.importr('robustbase')

    ltsReg = robjects.r['ltsReg']
    ltsReg_fit = ltsReg(X, y)
    ltsReg_fit_dict = dict(zip(ltsReg_fit.names, list(ltsReg_fit)))
    print("returned values: ", ltsReg_fit_dict.keys())

    as_matrix = robjects.r['as']

    # getting coefs:
    raw_coef = robjects.r.coef(ltsReg_fit)
    coefs = np.array(as_matrix(raw_coef, "matrix"))

    # getting some other results:
    residuals = np.array(as_matrix(ltsReg_fit_dict["residuals"], "matrix"))